ICE Russell 2000 Mini Future December 2017


Trading Metrics calculated at close of trading on 30-Nov-2017
Day Change Summary
Previous Current
29-Nov-2017 30-Nov-2017 Change Change % Previous Week
Open 1,535.6 1,540.1 4.5 0.3% 1,492.9
High 1,550.6 1,553.9 3.3 0.2% 1,526.2
Low 1,534.5 1,538.8 4.3 0.3% 1,486.3
Close 1,541.2 1,545.6 4.4 0.3% 1,518.8
Range 16.1 15.1 -1.0 -6.2% 39.9
ATR 17.5 17.3 -0.2 -1.0% 0.0
Volume 40,797 44,654 3,857 9.5% 86,809
Daily Pivots for day following 30-Nov-2017
Classic Woodie Camarilla DeMark
R4 1,591.5 1,583.5 1,554.0
R3 1,576.3 1,568.5 1,549.8
R2 1,561.3 1,561.3 1,548.3
R1 1,553.5 1,553.5 1,547.0 1,557.3
PP 1,546.0 1,546.0 1,546.0 1,548.0
S1 1,538.3 1,538.3 1,544.3 1,542.3
S2 1,531.0 1,531.0 1,542.8
S3 1,516.0 1,523.3 1,541.5
S4 1,500.8 1,508.0 1,537.3
Weekly Pivots for week ending 24-Nov-2017
Classic Woodie Camarilla DeMark
R4 1,630.3 1,614.3 1,540.8
R3 1,590.3 1,574.5 1,529.8
R2 1,550.3 1,550.3 1,526.0
R1 1,534.5 1,534.5 1,522.5 1,542.5
PP 1,510.5 1,510.5 1,510.5 1,514.5
S1 1,494.8 1,494.8 1,515.3 1,502.5
S2 1,470.5 1,470.5 1,511.5
S3 1,430.8 1,454.8 1,507.8
S4 1,390.8 1,414.8 1,496.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,553.9 1,511.3 42.6 2.8% 15.8 1.0% 81% True False 30,374
10 1,553.9 1,465.2 88.7 5.7% 19.3 1.2% 91% True False 29,066
20 1,553.9 1,453.1 100.8 6.5% 17.8 1.1% 92% True False 33,488
40 1,553.9 1,453.1 100.8 6.5% 15.8 1.0% 92% True False 33,995
60 1,553.9 1,392.3 161.6 10.5% 14.8 0.9% 95% True False 39,624
80 1,553.9 1,349.1 204.8 13.3% 14.3 0.9% 96% True False 29,804
100 1,553.9 1,349.1 204.8 13.3% 13.0 0.8% 96% True False 23,851
120 1,553.9 1,349.1 204.8 13.3% 12.0 0.8% 96% True False 19,878
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 3.5
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,618.0
2.618 1,593.5
1.618 1,578.3
1.000 1,569.0
0.618 1,563.3
HIGH 1,554.0
0.618 1,548.3
0.500 1,546.3
0.382 1,544.5
LOW 1,538.8
0.618 1,529.5
1.000 1,523.8
1.618 1,514.3
2.618 1,499.3
4.250 1,474.5
Fisher Pivots for day following 30-Nov-2017
Pivot 1 day 3 day
R1 1,546.3 1,541.3
PP 1,546.0 1,537.0
S1 1,545.8 1,532.5

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

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