ICE Russell 2000 Mini Future June 2017


Trading Metrics calculated at close of trading on 20-Feb-2017
Day Change Summary
Previous Current
17-Feb-2017 20-Feb-2017 Change Change % Previous Week
Open 1,395.7 1,396.3 0.6 0.0% 1,396.1
High 1,396.4 1,396.3 -0.1 0.0% 1,403.7
Low 1,387.1 1,396.3 9.2 0.7% 1,383.3
Close 1,396.3 1,396.3 0.0 0.0% 1,396.3
Range 9.3 0.0 -9.3 -100.0% 20.4
ATR 13.7 12.7 -1.0 -7.1% 0.0
Volume 35 0 -35 -100.0% 357
Daily Pivots for day following 20-Feb-2017
Classic Woodie Camarilla DeMark
R4 1,396.3 1,396.3 1,396.3
R3 1,396.3 1,396.3 1,396.3
R2 1,396.3 1,396.3 1,396.3
R1 1,396.3 1,396.3 1,396.3 1,396.3
PP 1,396.3 1,396.3 1,396.3 1,396.3
S1 1,396.3 1,396.3 1,396.3 1,396.3
S2 1,396.3 1,396.3 1,396.3
S3 1,396.3 1,396.3 1,396.3
S4 1,396.3 1,396.3 1,396.3
Weekly Pivots for week ending 17-Feb-2017
Classic Woodie Camarilla DeMark
R4 1,455.8 1,446.3 1,407.5
R3 1,435.3 1,426.0 1,402.0
R2 1,414.8 1,414.8 1,400.0
R1 1,405.5 1,405.5 1,398.3 1,410.3
PP 1,394.5 1,394.5 1,394.5 1,396.8
S1 1,385.3 1,385.3 1,394.5 1,389.8
S2 1,374.0 1,374.0 1,392.5
S3 1,353.8 1,364.8 1,390.8
S4 1,333.3 1,344.3 1,385.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,403.7 1,383.3 20.4 1.5% 9.8 0.7% 64% False False 27
10 1,403.7 1,345.0 58.7 4.2% 10.3 0.7% 87% False False 42
20 1,403.7 1,340.7 63.0 4.5% 10.0 0.7% 88% False False 29
40 1,403.7 1,337.0 66.7 4.8% 7.5 0.5% 89% False False 19
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.2
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1,396.3
2.618 1,396.3
1.618 1,396.3
1.000 1,396.3
0.618 1,396.3
HIGH 1,396.3
0.618 1,396.3
0.500 1,396.3
0.382 1,396.3
LOW 1,396.3
0.618 1,396.3
1.000 1,396.3
1.618 1,396.3
2.618 1,396.3
4.250 1,396.3
Fisher Pivots for day following 20-Feb-2017
Pivot 1 day 3 day
R1 1,396.3 1,396.0
PP 1,396.3 1,395.5
S1 1,396.3 1,395.3

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

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