ICE Russell 2000 Mini Future June 2017


Trading Metrics calculated at close of trading on 06-Apr-2017
Day Change Summary
Previous Current
05-Apr-2017 06-Apr-2017 Change Change % Previous Week
Open 1,369.4 1,345.0 -24.4 -1.8% 1,351.7
High 1,382.7 1,366.0 -16.7 -1.2% 1,390.6
Low 1,344.8 1,338.6 -6.2 -0.5% 1,332.2
Close 1,347.2 1,364.4 17.2 1.3% 1,384.4
Range 37.9 27.4 -10.5 -27.7% 58.4
ATR 19.2 19.7 0.6 3.1% 0.0
Volume 195,618 186,557 -9,061 -4.6% 647,897
Daily Pivots for day following 06-Apr-2017
Classic Woodie Camarilla DeMark
R4 1,438.5 1,428.8 1,379.5
R3 1,411.3 1,401.5 1,372.0
R2 1,383.8 1,383.8 1,369.5
R1 1,374.0 1,374.0 1,367.0 1,379.0
PP 1,356.3 1,356.3 1,356.3 1,358.8
S1 1,346.8 1,346.8 1,362.0 1,351.5
S2 1,329.0 1,329.0 1,359.5
S3 1,301.5 1,319.3 1,356.8
S4 1,274.3 1,291.8 1,349.3
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 1,338.6 52.0 3.8% 23.8 1.7% 50% False True 165,181
10 1,390.6 1,332.2 58.4 4.3% 20.8 1.5% 55% False False 149,418
20 1,393.5 1,331.8 61.7 4.5% 20.3 1.5% 53% False False 175,975
40 1,414.0 1,331.8 82.2 6.0% 16.8 1.2% 40% False False 92,831
60 1,414.0 1,331.8 82.2 6.0% 14.0 1.0% 40% False False 61,891
80 1,414.0 1,331.8 82.2 6.0% 11.8 0.9% 40% False False 46,421
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 6.8
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,482.5
2.618 1,437.8
1.618 1,410.3
1.000 1,393.5
0.618 1,383.0
HIGH 1,366.0
0.618 1,355.5
0.500 1,352.3
0.382 1,349.0
LOW 1,338.5
0.618 1,321.8
1.000 1,311.3
1.618 1,294.3
2.618 1,266.8
4.250 1,222.3
Fisher Pivots for day following 06-Apr-2017
Pivot 1 day 3 day
R1 1,360.3 1,363.3
PP 1,356.3 1,362.0
S1 1,352.3 1,360.8

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

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