ICE Russell 2000 Mini Future December 2017


Trading Metrics calculated at close of trading on 19-Oct-2017
Day Change Summary
Previous Current
18-Oct-2017 19-Oct-2017 Change Change % Previous Week
Open 1,500.7 1,506.2 5.5 0.4% 1,510.9
High 1,510.2 1,507.5 -2.7 -0.2% 1,518.0
Low 1,499.7 1,491.8 -7.9 -0.5% 1,501.1
Close 1,506.4 1,503.1 -3.3 -0.2% 1,506.2
Range 10.5 15.7 5.2 49.5% 16.9
ATR 11.9 12.1 0.3 2.3% 0.0
Volume 33,956 37,955 3,999 11.8% 145,400
Daily Pivots for day following 19-Oct-2017
Classic Woodie Camarilla DeMark
R4 1,548.0 1,541.3 1,511.8
R3 1,532.3 1,525.5 1,507.5
R2 1,516.5 1,516.5 1,506.0
R1 1,509.8 1,509.8 1,504.5 1,505.3
PP 1,500.8 1,500.8 1,500.8 1,498.5
S1 1,494.0 1,494.0 1,501.8 1,489.5
S2 1,485.0 1,485.0 1,500.3
S3 1,469.5 1,478.5 1,498.8
S4 1,453.8 1,462.8 1,494.5
Weekly Pivots for week ending 13-Oct-2017
Classic Woodie Camarilla DeMark
R4 1,559.3 1,549.5 1,515.5
R3 1,542.3 1,532.8 1,510.8
R2 1,525.3 1,525.3 1,509.3
R1 1,515.8 1,515.8 1,507.8 1,512.0
PP 1,508.5 1,508.5 1,508.5 1,506.5
S1 1,498.8 1,498.8 1,504.8 1,495.3
S2 1,491.5 1,491.5 1,503.0
S3 1,474.8 1,482.0 1,501.5
S4 1,457.8 1,465.0 1,497.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,514.5 1,491.8 22.7 1.5% 12.3 0.8% 50% False True 34,621
10 1,518.0 1,491.8 26.2 1.7% 11.0 0.7% 43% False True 32,132
20 1,518.0 1,438.5 79.5 5.3% 12.8 0.9% 81% False False 40,522
40 1,518.0 1,365.6 152.4 10.1% 11.8 0.8% 90% False False 34,486
60 1,518.0 1,349.1 168.9 11.2% 11.8 0.8% 91% False False 22,999
80 1,518.0 1,349.1 168.9 11.2% 11.0 0.7% 91% False False 17,261
100 1,518.0 1,349.1 168.9 11.2% 9.3 0.6% 91% False False 13,809
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.2
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1,574.3
2.618 1,548.5
1.618 1,533.0
1.000 1,523.3
0.618 1,517.3
HIGH 1,507.5
0.618 1,501.5
0.500 1,499.8
0.382 1,497.8
LOW 1,491.8
0.618 1,482.0
1.000 1,476.0
1.618 1,466.5
2.618 1,450.8
4.250 1,425.0
Fisher Pivots for day following 19-Oct-2017
Pivot 1 day 3 day
R1 1,502.0 1,502.5
PP 1,500.8 1,501.8
S1 1,499.8 1,501.0

These figures are updated between 7pm and 10pm EST after a trading day.

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