ICE Russell 2000 Mini Future March 2018

Trading Metrics calculated at close of trading on 02-Feb-2018

Day Change Summary
	Previous	Current
	01-Feb-2018	02-Feb-2018	Change	Change %	Previous Week
Open	1,579.7	1,580.8	1.1	0.1%	1,608.8
High	1,584.9	1,580.8	-4.1	-0.3%	1,612.8
Low	1,565.6	1,542.6	-23.0	-1.5%	1,542.6
Close	1,582.4	1,544.6	-37.8	-2.4%	1,544.6
Range	19.3	38.2	18.9	97.9%	70.2
ATR	18.5	20.0	1.5	8.2%	0.0
Volume	24,264	39,948	15,684	64.6%	138,020

Daily Pivots for day following 02-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	1,670.5	1,645.8	1,565.5
R3	1,632.5	1,607.5	1,555.0
R2	1,594.3	1,594.3	1,551.5
R1	1,569.5	1,569.5	1,548.0	1,562.8
PP	1,556.0	1,556.0	1,556.0	1,552.8
S1	1,531.3	1,531.3	1,541.0	1,524.5
S2	1,517.8	1,517.8	1,537.5
S3	1,479.5	1,493.0	1,534.0
S4	1,441.5	1,454.8	1,523.5

Weekly Pivots for week ending 02-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	1,777.3	1,731.3	1,583.3
R3	1,707.0	1,661.0	1,564.0
R2	1,636.8	1,636.8	1,557.5
R1	1,590.8	1,590.8	1,551.0	1,578.8
PP	1,566.8	1,566.8	1,566.8	1,560.8
S1	1,520.5	1,520.5	1,538.3	1,508.5
S2	1,496.5	1,496.5	1,531.8
S3	1,426.3	1,450.3	1,525.3
S4	1,356.0	1,380.3	1,506.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,612.8	1,542.6	70.2	4.5%	23.8	1.5%	3%	False	True	27,604
10	1,619.2	1,542.6	76.6	5.0%	20.5	1.3%	3%	False	True	23,300
20	1,619.2	1,542.6	76.6	5.0%	20.3	1.3%	3%	False	True	21,383
40	1,619.2	1,505.3	113.9	7.4%	18.3	1.2%	35%	False	False	19,855
60	1,619.2	1,455.0	164.2	10.6%	15.8	1.0%	55%	False	False	13,270
80	1,619.2	1,455.0	164.2	10.6%	12.8	0.8%	55%	False	False	9,954
100	1,619.2	1,425.5	193.7	12.5%	11.0	0.7%	61%	False	False	7,964

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.7
Widest range in 42 trading days

Fibonacci Retracements and Extensions
4.250	1,743.3
2.618	1,680.8
1.618	1,642.5
1.000	1,619.0
0.618	1,604.5
HIGH	1,580.8
0.618	1,566.3
0.500	1,561.8
0.382	1,557.3
LOW	1,542.5
0.618	1,519.0
1.000	1,504.5
1.618	1,480.8
2.618	1,442.5
4.250	1,380.3

Fisher Pivots for day following 02-Feb-2018
Pivot	1 day	3 day
R1	1,561.8	1,569.8
PP	1,556.0	1,561.3
S1	1,550.3	1,553.0

Download as Excel Spreadsheet

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

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