ICE Russell 2000 Mini Future December 2017


Trading Metrics calculated at close of trading on 20-Oct-2017
Day Change Summary
Previous Current
19-Oct-2017 20-Oct-2017 Change Change % Previous Week
Open 1,506.2 1,503.6 -2.6 -0.2% 1,506.2
High 1,507.5 1,514.2 6.7 0.4% 1,514.5
Low 1,491.8 1,502.7 10.9 0.7% 1,491.8
Close 1,503.1 1,510.5 7.4 0.5% 1,510.5
Range 15.7 11.5 -4.2 -26.8% 22.7
ATR 12.1 12.1 0.0 -0.4% 0.0
Volume 37,955 34,866 -3,089 -8.1% 176,628
Daily Pivots for day following 20-Oct-2017
Classic Woodie Camarilla DeMark
R4 1,543.8 1,538.5 1,516.8
R3 1,532.3 1,527.0 1,513.8
R2 1,520.8 1,520.8 1,512.5
R1 1,515.5 1,515.5 1,511.5 1,518.0
PP 1,509.3 1,509.3 1,509.3 1,510.5
S1 1,504.0 1,504.0 1,509.5 1,506.5
S2 1,497.8 1,497.8 1,508.5
S3 1,486.3 1,492.5 1,507.3
S4 1,474.8 1,481.0 1,504.3
Weekly Pivots for week ending 20-Oct-2017
Classic Woodie Camarilla DeMark
R4 1,573.8 1,564.8 1,523.0
R3 1,551.0 1,542.0 1,516.8
R2 1,528.3 1,528.3 1,514.8
R1 1,519.5 1,519.5 1,512.5 1,523.8
PP 1,505.5 1,505.5 1,505.5 1,507.8
S1 1,496.8 1,496.8 1,508.5 1,501.3
S2 1,483.0 1,483.0 1,506.3
S3 1,460.3 1,474.0 1,504.3
S4 1,437.5 1,451.3 1,498.0
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% 12.8 0.8% 82% False False 35,325
10 1,518.0 1,491.8 26.2 1.7% 11.5 0.8% 71% False False 32,202
20 1,518.0 1,443.9 74.1 4.9% 12.8 0.8% 90% False False 39,610
40 1,518.0 1,369.3 148.7 9.8% 12.0 0.8% 95% False False 35,356
60 1,518.0 1,349.1 168.9 11.2% 11.8 0.8% 96% False False 23,580
80 1,518.0 1,349.1 168.9 11.2% 10.8 0.7% 96% False False 17,696
100 1,518.0 1,349.1 168.9 11.2% 9.3 0.6% 96% False False 14,158
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,563.0
2.618 1,544.3
1.618 1,532.8
1.000 1,525.8
0.618 1,521.3
HIGH 1,514.3
0.618 1,509.8
0.500 1,508.5
0.382 1,507.0
LOW 1,502.8
0.618 1,495.5
1.000 1,491.3
1.618 1,484.0
2.618 1,472.5
4.250 1,453.8
Fisher Pivots for day following 20-Oct-2017
Pivot 1 day 3 day
R1 1,509.8 1,508.0
PP 1,509.3 1,505.5
S1 1,508.5 1,503.0

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

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