ICE Russell 2000 Mini Future March 2018


Trading Metrics calculated at close of trading on 13-Mar-2018
Day Change Summary
Previous Current
12-Mar-2018 13-Mar-2018 Change Change % Previous Week
Open 1,593.2 1,600.6 7.4 0.5% 1,526.3
High 1,606.5 1,611.3 4.8 0.3% 1,598.3
Low 1,593.2 1,590.2 -3.0 -0.2% 1,515.0
Close 1,601.9 1,597.4 -4.5 -0.3% 1,596.9
Range 13.3 21.1 7.8 58.6% 83.3
ATR 30.2 29.5 -0.6 -2.1% 0.0
Volume 5,473 5,560 87 1.6% 70,391
Daily Pivots for day following 13-Mar-2018
Classic Woodie Camarilla DeMark
R4 1,663.0 1,651.3 1,609.0
R3 1,641.8 1,630.3 1,603.3
R2 1,620.8 1,620.8 1,601.3
R1 1,609.0 1,609.0 1,599.3 1,604.3
PP 1,599.8 1,599.8 1,599.8 1,597.3
S1 1,588.0 1,588.0 1,595.5 1,583.3
S2 1,578.5 1,578.5 1,593.5
S3 1,557.5 1,566.8 1,591.5
S4 1,536.3 1,545.8 1,585.8
Weekly Pivots for week ending 09-Mar-2018
Classic Woodie Camarilla DeMark
R4 1,820.0 1,791.8 1,642.8
R3 1,736.8 1,708.5 1,619.8
R2 1,653.3 1,653.3 1,612.3
R1 1,625.3 1,625.3 1,604.5 1,639.3
PP 1,570.0 1,570.0 1,570.0 1,577.0
S1 1,541.8 1,541.8 1,589.3 1,556.0
S2 1,486.8 1,486.8 1,581.8
S3 1,403.5 1,458.5 1,574.0
S4 1,320.3 1,375.3 1,551.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,611.3 1,539.3 72.0 4.5% 24.3 1.5% 81% True False 9,357
10 1,611.3 1,490.4 120.9 7.6% 29.8 1.9% 89% True False 14,755
20 1,611.3 1,470.1 141.2 8.8% 29.0 1.8% 90% True False 16,363
40 1,619.2 1,411.8 207.4 13.0% 31.5 2.0% 89% False False 23,054
60 1,619.2 1,411.8 207.4 13.0% 26.5 1.7% 89% False False 21,582
80 1,619.2 1,411.8 207.4 13.0% 23.3 1.5% 89% False False 17,488
100 1,619.2 1,411.8 207.4 13.0% 19.5 1.2% 89% False False 13,992
120 1,619.2 1,411.8 207.4 13.0% 17.0 1.1% 89% False False 11,661
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.0
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,701.0
2.618 1,666.5
1.618 1,645.5
1.000 1,632.5
0.618 1,624.3
HIGH 1,611.3
0.618 1,603.3
0.500 1,600.8
0.382 1,598.3
LOW 1,590.3
0.618 1,577.3
1.000 1,569.0
1.618 1,556.0
2.618 1,535.0
4.250 1,500.5
Fisher Pivots for day following 13-Mar-2018
Pivot 1 day 3 day
R1 1,600.8 1,595.3
PP 1,599.8 1,592.8
S1 1,598.5 1,590.5

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

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