ICE Russell 2000 Mini Future June 2017


Trading Metrics calculated at close of trading on 12-Apr-2017
Day Change Summary
Previous Current
11-Apr-2017 12-Apr-2017 Change Change % Previous Week
Open 1,365.0 1,377.4 12.4 0.9% 1,382.6
High 1,379.4 1,382.7 3.3 0.2% 1,389.8
Low 1,358.4 1,355.2 -3.2 -0.2% 1,338.6
Close 1,378.6 1,357.2 -21.4 -1.6% 1,361.8
Range 21.0 27.5 6.5 31.0% 51.2
ATR 19.6 20.2 0.6 2.9% 0.0
Volume 188,130 151,891 -36,239 -19.3% 824,996
Daily Pivots for day following 12-Apr-2017
Classic Woodie Camarilla DeMark
R4 1,447.5 1,429.8 1,372.3
R3 1,420.0 1,402.3 1,364.8
R2 1,392.5 1,392.5 1,362.3
R1 1,374.8 1,374.8 1,359.8 1,370.0
PP 1,365.0 1,365.0 1,365.0 1,362.5
S1 1,347.3 1,347.3 1,354.8 1,342.5
S2 1,337.5 1,337.5 1,352.3
S3 1,310.0 1,319.8 1,349.8
S4 1,282.5 1,292.3 1,342.0
Weekly Pivots for week ending 07-Apr-2017
Classic Woodie Camarilla DeMark
R4 1,517.0 1,490.5 1,390.0
R3 1,465.8 1,439.5 1,376.0
R2 1,414.5 1,414.5 1,371.3
R1 1,388.3 1,388.3 1,366.5 1,375.8
PP 1,363.5 1,363.5 1,363.5 1,357.3
S1 1,337.0 1,337.0 1,357.0 1,324.5
S2 1,312.3 1,312.3 1,352.5
S3 1,261.0 1,285.8 1,347.8
S4 1,209.8 1,234.5 1,333.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,382.7 1,338.6 44.1 3.2% 22.5 1.7% 42% True False 165,111
10 1,390.6 1,338.6 52.0 3.8% 21.8 1.6% 36% False False 156,963
20 1,393.5 1,331.8 61.7 4.5% 20.8 1.5% 41% False False 159,992
40 1,414.0 1,331.8 82.2 6.1% 18.0 1.3% 31% False False 108,798
60 1,414.0 1,331.8 82.2 6.1% 15.0 1.1% 31% False False 72,541
80 1,414.0 1,331.8 82.2 6.1% 12.8 0.9% 31% False False 54,408
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.8
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,499.5
2.618 1,454.8
1.618 1,427.3
1.000 1,410.3
0.618 1,399.8
HIGH 1,382.8
0.618 1,372.3
0.500 1,369.0
0.382 1,365.8
LOW 1,355.3
0.618 1,338.3
1.000 1,327.8
1.618 1,310.8
2.618 1,283.3
4.250 1,238.3
Fisher Pivots for day following 12-Apr-2017
Pivot 1 day 3 day
R1 1,369.0 1,369.0
PP 1,365.0 1,365.0
S1 1,361.0 1,361.0

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

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