ICE Russell 2000 Mini Future June 2017


Trading Metrics calculated at close of trading on 05-Apr-2017
Day Change Summary
Previous Current
04-Apr-2017 05-Apr-2017 Change Change % Previous Week
Open 1,368.3 1,369.4 1.1 0.1% 1,351.7
High 1,373.9 1,382.7 8.8 0.6% 1,390.6
Low 1,361.1 1,344.8 -16.3 -1.2% 1,332.2
Close 1,368.1 1,347.2 -20.9 -1.5% 1,384.4
Range 12.8 37.9 25.1 196.1% 58.4
ATR 17.7 19.2 1.4 8.1% 0.0
Volume 131,824 195,618 63,794 48.4% 647,897
Daily Pivots for day following 05-Apr-2017
Classic Woodie Camarilla DeMark
R4 1,472.0 1,447.5 1,368.0
R3 1,434.0 1,409.5 1,357.5
R2 1,396.3 1,396.3 1,354.3
R1 1,371.8 1,371.8 1,350.8 1,365.0
PP 1,358.3 1,358.3 1,358.3 1,355.0
S1 1,333.8 1,333.8 1,343.8 1,327.0
S2 1,320.3 1,320.3 1,340.3
S3 1,282.5 1,295.8 1,336.8
S4 1,244.5 1,258.0 1,326.3
Weekly Pivots for week ending 31-Mar-2017
Classic Woodie Camarilla DeMark
R4 1,544.3 1,522.8 1,416.5
R3 1,485.8 1,464.3 1,400.5
R2 1,427.5 1,427.5 1,395.0
R1 1,406.0 1,406.0 1,389.8 1,416.8
PP 1,369.0 1,369.0 1,369.0 1,374.5
S1 1,347.5 1,347.5 1,379.0 1,358.3
S2 1,310.8 1,310.8 1,373.8
S3 1,252.3 1,289.3 1,368.3
S4 1,193.8 1,230.8 1,352.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,390.6 1,344.8 45.8 3.4% 21.0 1.6% 5% False True 148,816
10 1,390.6 1,332.2 58.4 4.3% 20.0 1.5% 26% False False 149,861
20 1,393.5 1,331.8 61.7 4.6% 19.5 1.5% 25% False False 172,451
40 1,414.0 1,331.8 82.2 6.1% 16.5 1.2% 19% False False 88,168
60 1,414.0 1,331.8 82.2 6.1% 13.8 1.0% 19% False False 58,782
80 1,414.0 1,331.8 82.2 6.1% 11.3 0.8% 19% False False 44,089
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.7
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1,543.8
2.618 1,482.0
1.618 1,444.0
1.000 1,420.5
0.618 1,406.0
HIGH 1,382.8
0.618 1,368.3
0.500 1,363.8
0.382 1,359.3
LOW 1,344.8
0.618 1,321.5
1.000 1,307.0
1.618 1,283.5
2.618 1,245.5
4.250 1,183.8
Fisher Pivots for day following 05-Apr-2017
Pivot 1 day 3 day
R1 1,363.8 1,367.3
PP 1,358.3 1,360.5
S1 1,352.8 1,354.0

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

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