ICE Russell 2000 Mini Future December 2017


Trading Metrics calculated at close of trading on 06-Nov-2017
Day Change Summary
Previous Current
03-Nov-2017 06-Nov-2017 Change Change % Previous Week
Open 1,495.8 1,493.3 -2.5 -0.2% 1,507.5
High 1,499.0 1,503.3 4.3 0.3% 1,516.5
Low 1,489.6 1,489.5 -0.1 0.0% 1,482.5
Close 1,495.0 1,497.1 2.1 0.1% 1,495.0
Range 9.4 13.8 4.4 46.8% 34.0
ATR 15.2 15.1 -0.1 -0.7% 0.0
Volume 29,118 32,115 2,997 10.3% 192,819
Daily Pivots for day following 06-Nov-2017
Classic Woodie Camarilla DeMark
R4 1,538.0 1,531.3 1,504.8
R3 1,524.3 1,517.5 1,501.0
R2 1,510.5 1,510.5 1,499.8
R1 1,503.8 1,503.8 1,498.3 1,507.0
PP 1,496.8 1,496.8 1,496.8 1,498.3
S1 1,490.0 1,490.0 1,495.8 1,493.3
S2 1,482.8 1,482.8 1,494.5
S3 1,469.0 1,476.3 1,493.3
S4 1,455.3 1,462.3 1,489.5
Weekly Pivots for week ending 03-Nov-2017
Classic Woodie Camarilla DeMark
R4 1,600.0 1,581.5 1,513.8
R3 1,566.0 1,547.5 1,504.3
R2 1,532.0 1,532.0 1,501.3
R1 1,513.5 1,513.5 1,498.0 1,505.8
PP 1,498.0 1,498.0 1,498.0 1,494.0
S1 1,479.5 1,479.5 1,492.0 1,471.8
S2 1,464.0 1,464.0 1,488.8
S3 1,430.0 1,445.5 1,485.8
S4 1,396.0 1,411.5 1,476.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,516.5 1,482.5 34.0 2.3% 18.5 1.2% 43% False False 36,992
10 1,516.5 1,481.9 34.6 2.3% 17.3 1.2% 44% False False 37,465
20 1,516.5 1,481.9 34.6 2.3% 14.5 1.0% 44% False False 34,942
40 1,518.0 1,415.1 102.9 6.9% 13.5 0.9% 80% False False 41,864
60 1,518.0 1,349.1 168.9 11.3% 13.0 0.9% 88% False False 30,284
80 1,518.0 1,349.1 168.9 11.3% 12.3 0.8% 88% False False 22,727
100 1,518.0 1,349.1 168.9 11.3% 11.0 0.7% 88% False False 18,184
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,562.0
2.618 1,539.5
1.618 1,525.8
1.000 1,517.0
0.618 1,511.8
HIGH 1,503.3
0.618 1,498.0
0.500 1,496.5
0.382 1,494.8
LOW 1,489.5
0.618 1,481.0
1.000 1,475.8
1.618 1,467.3
2.618 1,453.3
4.250 1,430.8
Fisher Pivots for day following 06-Nov-2017
Pivot 1 day 3 day
R1 1,496.8 1,495.8
PP 1,496.8 1,494.3
S1 1,496.5 1,493.0

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

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