ICE Russell 2000 Mini Future March 2018

Trading Metrics calculated at close of trading on 13-Feb-2018

Day Change Summary
	Previous	Current
	12-Feb-2018	13-Feb-2018	Change	Change %	Previous Week
Open	1,478.5	1,485.7	7.2	0.5%	1,543.7
High	1,498.5	1,497.5	-1.0	-0.1%	1,548.2
Low	1,463.8	1,476.0	12.2	0.8%	1,411.8
Close	1,492.4	1,496.2	3.8	0.3%	1,477.2
Range	34.7	21.5	-13.2	-38.0%	136.4
ATR	34.0	33.1	-0.9	-2.6%	0.0
Volume	33,507	16,725	-16,782	-50.1%	242,170

Daily Pivots for day following 13-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	1,554.5	1,546.8	1,508.0
R3	1,533.0	1,525.3	1,502.0
R2	1,511.5	1,511.5	1,500.3
R1	1,503.8	1,503.8	1,498.3	1,507.5
PP	1,490.0	1,490.0	1,490.0	1,491.8
S1	1,482.3	1,482.3	1,494.3	1,486.0
S2	1,468.5	1,468.5	1,492.3
S3	1,447.0	1,460.8	1,490.3
S4	1,425.5	1,439.3	1,484.5

Weekly Pivots for week ending 09-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	1,888.3	1,819.3	1,552.3
R3	1,751.8	1,682.8	1,514.8
R2	1,615.5	1,615.5	1,502.3
R1	1,546.3	1,546.3	1,489.8	1,512.8
PP	1,479.0	1,479.0	1,479.0	1,462.3
S1	1,410.0	1,410.0	1,464.8	1,376.3
S2	1,342.8	1,342.8	1,452.3
S3	1,206.3	1,273.5	1,439.8
S4	1,069.8	1,137.3	1,402.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,517.9	1,434.0	83.9	5.6%	38.3	2.6%	74%	False	False	35,341
10	1,596.7	1,411.8	184.9	12.4%	47.5	3.2%	46%	False	False	38,112
20	1,619.2	1,411.8	207.4	13.9%	33.0	2.2%	41%	False	False	29,073
40	1,619.2	1,411.8	207.4	13.9%	25.3	1.7%	41%	False	False	23,680
60	1,619.2	1,411.8	207.4	13.9%	21.5	1.4%	41%	False	False	18,142
80	1,619.2	1,411.8	207.4	13.9%	17.3	1.2%	41%	False	False	13,609
100	1,619.2	1,411.8	207.4	13.9%	14.8	1.0%	41%	False	False	10,888

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	14.0
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1,589.0
2.618	1,553.8
1.618	1,532.3
1.000	1,519.0
0.618	1,510.8
HIGH	1,497.5
0.618	1,489.3
0.500	1,486.8
0.382	1,484.3
LOW	1,476.0
0.618	1,462.8
1.000	1,454.5
1.618	1,441.3
2.618	1,419.8
4.250	1,384.5

Fisher Pivots for day following 13-Feb-2018
Pivot	1 day	3 day
R1	1,493.0	1,486.3
PP	1,490.0	1,476.3
S1	1,486.8	1,466.3

Download as Excel Spreadsheet

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

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