ICE Russell 2000 Mini Future March 2018

Trading Metrics calculated at close of trading on 15-Feb-2018

Day Change Summary
	Previous	Current
	14-Feb-2018	15-Feb-2018	Change	Change %	Previous Week
Open	1,498.5	1,522.5	24.0	1.6%	1,543.7
High	1,524.7	1,542.3	17.6	1.2%	1,548.2
Low	1,470.1	1,514.7	44.6	3.0%	1,411.8
Close	1,521.0	1,540.3	19.3	1.3%	1,477.2
Range	54.6	27.6	-27.0	-49.5%	136.4
ATR	34.7	34.2	-0.5	-1.5%	0.0
Volume	32,957	21,687	-11,270	-34.2%	242,170

Daily Pivots for day following 15-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	1,615.3	1,605.3	1,555.5
R3	1,587.8	1,577.8	1,548.0
R2	1,560.0	1,560.0	1,545.3
R1	1,550.3	1,550.3	1,542.8	1,555.0
PP	1,532.5	1,532.5	1,532.5	1,535.0
S1	1,522.5	1,522.5	1,537.8	1,527.5
S2	1,504.8	1,504.8	1,535.3
S3	1,477.3	1,495.0	1,532.8
S4	1,449.8	1,467.3	1,525.0

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	1,542.3	1,434.0	108.3	7.0%	38.8	2.5%	98%	True	False	32,313
10	1,580.8	1,411.8	169.0	11.0%	51.3	3.3%	76%	False	False	38,699
20	1,619.2	1,411.8	207.4	13.5%	35.3	2.3%	62%	False	False	29,879
40	1,619.2	1,411.8	207.4	13.5%	25.8	1.7%	62%	False	False	23,642
60	1,619.2	1,411.8	207.4	13.5%	22.8	1.5%	62%	False	False	19,051
80	1,619.2	1,411.8	207.4	13.5%	18.3	1.2%	62%	False	False	14,292
100	1,619.2	1,411.8	207.4	13.5%	15.5	1.0%	62%	False	False	11,434
120	1,619.2	1,380.5	238.7	15.5%	13.0	0.8%	67%	False	False	9,529

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	15.9
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,659.5
2.618	1,614.5
1.618	1,587.0
1.000	1,570.0
0.618	1,559.3
HIGH	1,542.3
0.618	1,531.8
0.500	1,528.5
0.382	1,525.3
LOW	1,514.8
0.618	1,497.8
1.000	1,487.0
1.618	1,470.0
2.618	1,442.5
4.250	1,397.5

Fisher Pivots for day following 15-Feb-2018
Pivot	1 day	3 day
R1	1,536.3	1,529.0
PP	1,532.5	1,517.5
S1	1,528.5	1,506.3

Download as Excel Spreadsheet

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

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