ICE Russell 2000 Mini Future March 2018


Trading Metrics calculated at close of trading on 21-Feb-2018
Day Change Summary
Previous Current
20-Feb-2018 21-Feb-2018 Change Change % Previous Week
Open 1,540.0 1,534.8 -5.2 -0.3% 1,478.5
High 1,547.4 1,557.5 10.1 0.7% 1,552.1
Low 1,525.8 1,524.0 -1.8 -0.1% 1,463.8
Close 1,530.5 1,527.8 -2.7 -0.2% 1,543.9
Range 21.6 33.5 11.9 55.1% 88.3
ATR 32.2 32.3 0.1 0.3% 0.0
Volume 17,422 19,435 2,013 11.6% 126,894
Daily Pivots for day following 21-Feb-2018
Classic Woodie Camarilla DeMark
R4 1,637.0 1,615.8 1,546.3
R3 1,603.5 1,582.3 1,537.0
R2 1,570.0 1,570.0 1,534.0
R1 1,548.8 1,548.8 1,530.8 1,542.8
PP 1,536.5 1,536.5 1,536.5 1,533.3
S1 1,515.3 1,515.3 1,524.8 1,509.3
S2 1,503.0 1,503.0 1,521.8
S3 1,469.5 1,481.8 1,518.5
S4 1,436.0 1,448.3 1,509.5
Weekly Pivots for week ending 16-Feb-2018
Classic Woodie Camarilla DeMark
R4 1,784.8 1,752.8 1,592.5
R3 1,696.5 1,664.3 1,568.3
R2 1,608.3 1,608.3 1,560.0
R1 1,576.0 1,576.0 1,552.0 1,592.3
PP 1,520.0 1,520.0 1,520.0 1,528.0
S1 1,487.8 1,487.8 1,535.8 1,503.8
S2 1,431.8 1,431.8 1,527.8
S3 1,343.3 1,399.5 1,519.5
S4 1,255.0 1,311.3 1,495.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,557.5 1,470.1 87.4 5.7% 31.0 2.0% 66% True False 22,703
10 1,557.5 1,434.0 123.5 8.1% 34.8 2.3% 76% True False 29,022
20 1,619.2 1,411.8 207.4 13.6% 35.8 2.3% 56% False False 30,381
40 1,619.2 1,411.8 207.4 13.6% 26.5 1.7% 56% False False 23,780
60 1,619.2 1,411.8 207.4 13.6% 23.5 1.5% 56% False False 20,031
80 1,619.2 1,411.8 207.4 13.6% 19.3 1.3% 56% False False 15,028
100 1,619.2 1,411.8 207.4 13.6% 15.8 1.0% 56% False False 12,023
120 1,619.2 1,396.3 222.9 14.6% 13.8 0.9% 59% False False 10,020
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.1
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,700.0
2.618 1,645.3
1.618 1,611.8
1.000 1,591.0
0.618 1,578.3
HIGH 1,557.5
0.618 1,544.8
0.500 1,540.8
0.382 1,536.8
LOW 1,524.0
0.618 1,503.3
1.000 1,490.5
1.618 1,469.8
2.618 1,436.3
4.250 1,381.5
Fisher Pivots for day following 21-Feb-2018
Pivot 1 day 3 day
R1 1,540.8 1,540.8
PP 1,536.5 1,536.5
S1 1,532.0 1,532.0

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

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