ICE Russell 2000 Mini Future June 2017


Trading Metrics calculated at close of trading on 18-Apr-2017
Day Change Summary
Previous Current
17-Apr-2017 18-Apr-2017 Change Change % Previous Week
Open 1,343.8 1,361.9 18.1 1.3% 1,360.7
High 1,363.2 1,363.9 0.7 0.1% 1,382.7
Low 1,341.0 1,348.9 7.9 0.6% 1,341.9
Close 1,361.7 1,358.7 -3.0 -0.2% 1,344.6
Range 22.2 15.0 -7.2 -32.4% 40.8
ATR 20.3 19.9 -0.4 -1.9% 0.0
Volume 96,893 134,610 37,717 38.9% 651,419
Daily Pivots for day following 18-Apr-2017
Classic Woodie Camarilla DeMark
R4 1,402.3 1,395.5 1,367.0
R3 1,387.3 1,380.5 1,362.8
R2 1,372.3 1,372.3 1,361.5
R1 1,365.5 1,365.5 1,360.0 1,361.3
PP 1,357.3 1,357.3 1,357.3 1,355.0
S1 1,350.5 1,350.5 1,357.3 1,346.3
S2 1,342.3 1,342.3 1,356.0
S3 1,327.3 1,335.5 1,354.5
S4 1,312.3 1,320.5 1,350.5
Weekly Pivots for week ending 14-Apr-2017
Classic Woodie Camarilla DeMark
R4 1,478.8 1,452.5 1,367.0
R3 1,438.0 1,411.8 1,355.8
R2 1,397.3 1,397.3 1,352.0
R1 1,371.0 1,371.0 1,348.3 1,363.8
PP 1,356.5 1,356.5 1,356.5 1,352.8
S1 1,330.0 1,330.0 1,340.8 1,322.8
S2 1,315.5 1,315.5 1,337.0
S3 1,274.8 1,289.3 1,333.5
S4 1,234.0 1,248.5 1,322.3
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 1,341.0 41.7 3.1% 21.0 1.5% 42% False False 145,762
10 1,382.7 1,338.6 44.1 3.2% 22.0 1.6% 46% False False 154,178
20 1,390.9 1,331.8 59.1 4.3% 21.8 1.6% 46% False False 160,403
40 1,414.0 1,331.8 82.2 6.0% 18.8 1.4% 33% False False 118,517
60 1,414.0 1,331.8 82.2 6.0% 15.8 1.2% 33% False False 79,021
80 1,414.0 1,331.8 82.2 6.0% 13.3 1.0% 33% False False 59,268
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.3
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1,427.8
2.618 1,403.3
1.618 1,388.3
1.000 1,379.0
0.618 1,373.3
HIGH 1,364.0
0.618 1,358.3
0.500 1,356.5
0.382 1,354.8
LOW 1,349.0
0.618 1,339.8
1.000 1,334.0
1.618 1,324.8
2.618 1,309.8
4.250 1,285.3
Fisher Pivots for day following 18-Apr-2017
Pivot 1 day 3 day
R1 1,358.0 1,356.5
PP 1,357.3 1,354.5
S1 1,356.5 1,352.5

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

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