ICE Russell 2000 Mini Future March 2018

Trading Metrics calculated at close of trading on 01-Mar-2018

Day Change Summary
	Previous	Current
	28-Feb-2018	01-Mar-2018	Change	Change %	Previous Week
Open	1,540.9	1,514.4	-26.5	-1.7%	1,540.0
High	1,544.6	1,524.0	-20.6	-1.3%	1,557.5
Low	1,508.4	1,491.5	-16.9	-1.1%	1,516.7
Close	1,511.4	1,505.4	-6.0	-0.4%	1,550.9
Range	36.2	32.5	-3.7	-10.2%	40.8
ATR	31.2	31.3	0.1	0.3%	0.0
Volume	18,301	28,158	9,857	53.9%	64,069

Daily Pivots for day following 01-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	1,604.5	1,587.5	1,523.3
R3	1,572.0	1,555.0	1,514.3
R2	1,539.5	1,539.5	1,511.3
R1	1,522.5	1,522.5	1,508.5	1,514.8
PP	1,507.0	1,507.0	1,507.0	1,503.0
S1	1,490.0	1,490.0	1,502.5	1,482.3
S2	1,474.5	1,474.5	1,499.5
S3	1,442.0	1,457.5	1,496.5
S4	1,409.5	1,425.0	1,487.5

Weekly Pivots for week ending 23-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	1,664.0	1,648.3	1,573.3
R3	1,623.3	1,607.5	1,562.0
R2	1,582.5	1,582.5	1,558.5
R1	1,566.8	1,566.8	1,554.8	1,574.5
PP	1,541.8	1,541.8	1,541.8	1,545.8
S1	1,526.0	1,526.0	1,547.3	1,533.8
S2	1,501.0	1,501.0	1,543.5
S3	1,460.0	1,485.0	1,539.8
S4	1,419.3	1,444.3	1,528.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,567.5	1,491.5	76.0	5.0%	28.5	1.9%	18%	False	True	15,648
10	1,567.5	1,491.5	76.0	5.0%	27.8	1.8%	18%	False	True	17,648
20	1,584.9	1,411.8	173.1	11.5%	39.0	2.6%	54%	False	False	28,302
40	1,619.2	1,411.8	207.4	13.8%	28.8	1.9%	45%	False	False	24,043
60	1,619.2	1,411.8	207.4	13.8%	25.0	1.7%	45%	False	False	21,622
80	1,619.2	1,411.8	207.4	13.8%	21.0	1.4%	45%	False	False	16,225
100	1,619.2	1,411.8	207.4	13.8%	17.5	1.2%	45%	False	False	12,982
120	1,619.2	1,411.8	207.4	13.8%	15.0	1.0%	45%	False	False	10,819

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	7.9
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,662.0
2.618	1,609.0
1.618	1,576.5
1.000	1,556.5
0.618	1,544.0
HIGH	1,524.0
0.618	1,511.5
0.500	1,507.8
0.382	1,504.0
LOW	1,491.5
0.618	1,471.5
1.000	1,459.0
1.618	1,439.0
2.618	1,406.5
4.250	1,353.5

Fisher Pivots for day following 01-Mar-2018
Pivot	1 day	3 day
R1	1,507.8	1,529.5
PP	1,507.0	1,521.5
S1	1,506.3	1,513.5

Download as Excel Spreadsheet

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

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