ICE Russell 2000 Mini Future December 2017


Trading Metrics calculated at close of trading on 07-Nov-2017
Day Change Summary
Previous Current
06-Nov-2017 07-Nov-2017 Change Change % Previous Week
Open 1,493.3 1,497.5 4.2 0.3% 1,507.5
High 1,503.3 1,500.7 -2.6 -0.2% 1,516.5
Low 1,489.5 1,474.2 -15.3 -1.0% 1,482.5
Close 1,497.1 1,477.6 -19.5 -1.3% 1,495.0
Range 13.8 26.5 12.7 92.0% 34.0
ATR 15.1 15.9 0.8 5.4% 0.0
Volume 32,115 38,463 6,348 19.8% 192,819
Daily Pivots for day following 07-Nov-2017
Classic Woodie Camarilla DeMark
R4 1,563.8 1,547.3 1,492.3
R3 1,537.3 1,520.8 1,485.0
R2 1,510.8 1,510.8 1,482.5
R1 1,494.3 1,494.3 1,480.0 1,489.3
PP 1,484.3 1,484.3 1,484.3 1,481.8
S1 1,467.8 1,467.8 1,475.3 1,462.8
S2 1,457.8 1,457.8 1,472.8
S3 1,431.3 1,441.3 1,470.3
S4 1,404.8 1,414.8 1,463.0
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 1,474.2 42.3 2.9% 20.3 1.4% 8% False True 37,957
10 1,516.5 1,474.2 42.3 2.9% 19.0 1.3% 8% False True 38,507
20 1,516.5 1,474.2 42.3 2.9% 15.5 1.0% 8% False True 35,242
40 1,518.0 1,419.7 98.3 6.7% 13.8 0.9% 59% False False 41,277
60 1,518.0 1,349.1 168.9 11.4% 13.3 0.9% 76% False False 30,925
80 1,518.0 1,349.1 168.9 11.4% 12.3 0.8% 76% False False 23,208
100 1,518.0 1,349.1 168.9 11.4% 11.3 0.8% 76% False False 18,569
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4.4
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,613.3
2.618 1,570.0
1.618 1,543.5
1.000 1,527.3
0.618 1,517.0
HIGH 1,500.8
0.618 1,490.5
0.500 1,487.5
0.382 1,484.3
LOW 1,474.3
0.618 1,457.8
1.000 1,447.8
1.618 1,431.3
2.618 1,404.8
4.250 1,361.5
Fisher Pivots for day following 07-Nov-2017
Pivot 1 day 3 day
R1 1,487.5 1,488.8
PP 1,484.3 1,485.0
S1 1,481.0 1,481.3

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

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