ICE Russell 2000 Mini Future March 2018

Trading Metrics calculated at close of trading on 08-Mar-2018

Day Change Summary
	Previous	Current
	07-Mar-2018	08-Mar-2018	Change	Change %	Previous Week
Open	1,541.7	1,572.0	30.3	2.0%	1,551.3
High	1,578.1	1,582.8	4.7	0.3%	1,567.5
Low	1,539.3	1,563.0	23.7	1.5%	1,490.4
Close	1,573.3	1,573.7	0.4	0.0%	1,530.0
Range	38.8	19.8	-19.0	-49.0%	77.1
ATR	32.6	31.7	-0.9	-2.8%	0.0
Volume	16,075	12,152	-3,923	-24.4%	88,380

Daily Pivots for day following 08-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	1,632.5	1,623.0	1,584.5
R3	1,612.8	1,603.3	1,579.3
R2	1,593.0	1,593.0	1,577.3
R1	1,583.3	1,583.3	1,575.5	1,588.3
PP	1,573.3	1,573.3	1,573.3	1,575.5
S1	1,563.5	1,563.5	1,572.0	1,568.3
S2	1,553.3	1,553.3	1,570.0
S3	1,533.5	1,543.8	1,568.3
S4	1,513.8	1,524.0	1,562.8

Weekly Pivots for week ending 02-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	1,760.5	1,722.5	1,572.5
R3	1,683.5	1,645.3	1,551.3
R2	1,606.5	1,606.5	1,544.3
R1	1,568.3	1,568.3	1,537.0	1,548.8
PP	1,529.3	1,529.3	1,529.3	1,519.5
S1	1,491.0	1,491.0	1,523.0	1,471.8
S2	1,452.3	1,452.3	1,515.8
S3	1,375.0	1,414.0	1,508.8
S4	1,298.0	1,337.0	1,487.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,582.8	1,490.4	92.4	5.9%	33.3	2.1%	90%	True	False	16,506
10	1,582.8	1,490.4	92.4	5.9%	31.0	2.0%	90%	True	False	16,077
20	1,582.8	1,434.0	148.8	9.5%	33.0	2.1%	94%	True	False	22,036
40	1,619.2	1,411.8	207.4	13.2%	31.5	2.0%	78%	False	False	24,212
60	1,619.2	1,411.8	207.4	13.2%	26.3	1.7%	78%	False	False	22,660
80	1,619.2	1,411.8	207.4	13.2%	22.8	1.4%	78%	False	False	17,257
100	1,619.2	1,411.8	207.4	13.2%	19.0	1.2%	78%	False	False	13,807
120	1,619.2	1,411.8	207.4	13.2%	16.5	1.0%	78%	False	False	11,507

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	8.9
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	1,667.0
2.618	1,634.8
1.618	1,614.8
1.000	1,602.5
0.618	1,595.0
HIGH	1,582.8
0.618	1,575.3
0.500	1,573.0
0.382	1,570.5
LOW	1,563.0
0.618	1,550.8
1.000	1,543.3
1.618	1,531.0
2.618	1,511.3
4.250	1,478.8

Fisher Pivots for day following 08-Mar-2018
Pivot	1 day	3 day
R1	1,573.5	1,569.0
PP	1,573.3	1,564.3
S1	1,573.0	1,559.3

Download as Excel Spreadsheet

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

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