ICE Russell 2000 Mini Future March 2018


Trading Metrics calculated at close of trading on 20-Dec-2017
Day Change Summary
Previous Current
19-Dec-2017 20-Dec-2017 Change Change % Previous Week
Open 1,551.4 1,542.6 -8.8 -0.6% 1,526.1
High 1,556.9 1,548.8 -8.1 -0.5% 1,542.7
Low 1,536.5 1,537.8 1.3 0.1% 1,505.3
Close 1,538.7 1,540.0 1.3 0.1% 1,536.8
Range 20.4 11.0 -9.4 -46.1% 37.4
ATR 17.6 17.1 -0.5 -2.7% 0.0
Volume 20,067 17,546 -2,521 -12.6% 153,881
Daily Pivots for day following 20-Dec-2017
Classic Woodie Camarilla DeMark
R4 1,575.3 1,568.5 1,546.0
R3 1,564.3 1,557.5 1,543.0
R2 1,553.3 1,553.3 1,542.0
R1 1,546.5 1,546.5 1,541.0 1,544.5
PP 1,542.3 1,542.3 1,542.3 1,541.0
S1 1,535.5 1,535.5 1,539.0 1,533.5
S2 1,531.3 1,531.3 1,538.0
S3 1,520.3 1,524.5 1,537.0
S4 1,509.3 1,513.5 1,534.0
Weekly Pivots for week ending 15-Dec-2017
Classic Woodie Camarilla DeMark
R4 1,640.5 1,626.0 1,557.3
R3 1,603.0 1,588.8 1,547.0
R2 1,565.8 1,565.8 1,543.8
R1 1,551.3 1,551.3 1,540.3 1,558.5
PP 1,528.3 1,528.3 1,528.3 1,532.0
S1 1,513.8 1,513.8 1,533.3 1,521.0
S2 1,490.8 1,490.8 1,530.0
S3 1,453.5 1,476.5 1,526.5
S4 1,416.0 1,439.0 1,516.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,557.3 1,505.3 52.0 3.4% 22.5 1.5% 67% False False 26,188
10 1,557.3 1,505.3 52.0 3.4% 18.8 1.2% 67% False False 23,139
20 1,564.7 1,501.5 63.2 4.1% 17.0 1.1% 61% False False 11,746
40 1,564.7 1,455.0 109.7 7.1% 11.5 0.8% 77% False False 5,882
60 1,564.7 1,455.0 109.7 7.1% 8.8 0.6% 77% False False 3,922
80 1,564.7 1,396.3 168.4 10.9% 7.0 0.5% 85% False False 2,942
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.3
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1,595.5
2.618 1,577.5
1.618 1,566.5
1.000 1,559.8
0.618 1,555.5
HIGH 1,548.8
0.618 1,544.5
0.500 1,543.3
0.382 1,542.0
LOW 1,537.8
0.618 1,531.0
1.000 1,526.8
1.618 1,520.0
2.618 1,509.0
4.250 1,491.0
Fisher Pivots for day following 20-Dec-2017
Pivot 1 day 3 day
R1 1,543.3 1,546.5
PP 1,542.3 1,544.3
S1 1,541.0 1,542.3

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

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