ICE Russell 2000 Mini Future March 2018


Trading Metrics calculated at close of trading on 06-Feb-2018
Day Change Summary
Previous Current
05-Feb-2018 06-Feb-2018 Change Change % Previous Week
Open 1,543.7 1,464.8 -78.9 -5.1% 1,608.8
High 1,548.2 1,513.5 -34.7 -2.2% 1,612.8
Low 1,450.2 1,411.8 -38.4 -2.6% 1,542.6
Close 1,461.8 1,507.6 45.8 3.1% 1,544.6
Range 98.0 101.7 3.7 3.8% 70.2
ATR 25.6 31.0 5.4 21.2% 0.0
Volume 62,900 52,794 -10,106 -16.1% 138,020
Daily Pivots for day following 06-Feb-2018
Classic Woodie Camarilla DeMark
R4 1,782.8 1,746.8 1,563.5
R3 1,681.0 1,645.3 1,535.5
R2 1,579.3 1,579.3 1,526.3
R1 1,543.5 1,543.5 1,517.0 1,561.5
PP 1,477.8 1,477.8 1,477.8 1,486.5
S1 1,441.8 1,441.8 1,498.3 1,459.8
S2 1,376.0 1,376.0 1,489.0
S3 1,274.3 1,340.0 1,479.8
S4 1,172.5 1,238.3 1,451.8
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 1,596.7 1,411.8 184.9 12.3% 56.5 3.8% 52% False True 40,883
10 1,619.2 1,411.8 207.4 13.8% 37.0 2.4% 46% False True 31,741
20 1,619.2 1,411.8 207.4 13.8% 28.8 1.9% 46% False True 25,701
40 1,619.2 1,411.8 207.4 13.8% 22.5 1.5% 46% False True 22,655
60 1,619.2 1,411.8 207.4 13.8% 18.8 1.2% 46% False True 15,198
80 1,619.2 1,411.8 207.4 13.8% 15.3 1.0% 46% False True 11,400
100 1,619.2 1,411.8 207.4 13.8% 13.0 0.9% 46% False True 9,121
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 9.1
Widest range in 115 trading days
Fibonacci Retracements and Extensions
4.250 1,945.8
2.618 1,779.8
1.618 1,678.0
1.000 1,615.3
0.618 1,576.3
HIGH 1,513.5
0.618 1,474.8
0.500 1,462.8
0.382 1,450.8
LOW 1,411.8
0.618 1,349.0
1.000 1,310.0
1.618 1,247.3
2.618 1,145.5
4.250 979.5
Fisher Pivots for day following 06-Feb-2018
Pivot 1 day 3 day
R1 1,492.5 1,503.8
PP 1,477.8 1,500.0
S1 1,462.8 1,496.3

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

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