ICE Russell 2000 Mini Future December 2017


Trading Metrics calculated at close of trading on 13-Dec-2017
Day Change Summary
Previous Current
12-Dec-2017 13-Dec-2017 Change Change % Previous Week
Open 1,527.3 1,515.8 -11.5 -0.8% 1,544.8
High 1,527.5 1,534.3 6.8 0.4% 1,561.9
Low 1,515.1 1,509.6 -5.5 -0.4% 1,506.7
Close 1,516.1 1,525.6 9.5 0.6% 1,521.0
Range 12.4 24.7 12.3 99.2% 55.2
ATR 18.4 18.8 0.5 2.5% 0.0
Volume 17,793 15,289 -2,504 -14.1% 151,388
Daily Pivots for day following 13-Dec-2017
Classic Woodie Camarilla DeMark
R4 1,597.3 1,586.3 1,539.3
R3 1,572.5 1,561.5 1,532.5
R2 1,547.8 1,547.8 1,530.3
R1 1,536.8 1,536.8 1,527.8 1,542.3
PP 1,523.3 1,523.3 1,523.3 1,526.0
S1 1,512.0 1,512.0 1,523.3 1,517.5
S2 1,498.5 1,498.5 1,521.0
S3 1,473.8 1,487.3 1,518.8
S4 1,449.0 1,462.8 1,512.0
Weekly Pivots for week ending 08-Dec-2017
Classic Woodie Camarilla DeMark
R4 1,695.5 1,663.5 1,551.3
R3 1,640.3 1,608.3 1,536.3
R2 1,585.0 1,585.0 1,531.0
R1 1,553.0 1,553.0 1,526.0 1,541.5
PP 1,529.8 1,529.8 1,529.8 1,524.0
S1 1,497.8 1,497.8 1,516.0 1,486.3
S2 1,474.8 1,474.8 1,511.0
S3 1,419.5 1,442.8 1,505.8
S4 1,364.3 1,387.5 1,490.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,534.3 1,507.2 27.1 1.8% 15.3 1.0% 68% True False 17,097
10 1,561.9 1,495.2 66.7 4.4% 21.3 1.4% 46% False False 31,576
20 1,561.9 1,453.1 108.8 7.1% 20.3 1.3% 67% False False 29,848
40 1,561.9 1,453.1 108.8 7.1% 18.5 1.2% 67% False False 33,686
60 1,561.9 1,438.5 123.4 8.1% 16.5 1.1% 71% False False 36,536
80 1,561.9 1,359.8 202.1 13.2% 15.0 1.0% 82% False False 33,188
100 1,561.9 1,349.1 212.8 13.9% 14.3 0.9% 83% False False 26,555
120 1,561.9 1,349.1 212.8 13.9% 13.3 0.9% 83% False False 22,137
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.6
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1,639.3
2.618 1,599.0
1.618 1,574.3
1.000 1,559.0
0.618 1,549.5
HIGH 1,534.3
0.618 1,524.8
0.500 1,522.0
0.382 1,519.0
LOW 1,509.5
0.618 1,494.3
1.000 1,485.0
1.618 1,469.8
2.618 1,445.0
4.250 1,404.5
Fisher Pivots for day following 13-Dec-2017
Pivot 1 day 3 day
R1 1,524.5 1,524.5
PP 1,523.3 1,523.3
S1 1,522.0 1,522.0

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

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