ICE Russell 2000 Mini Future June 2017


Trading Metrics calculated at close of trading on 25-Apr-2017
Day Change Summary
Previous Current
24-Apr-2017 25-Apr-2017 Change Change % Previous Week
Open 1,388.4 1,396.4 8.0 0.6% 1,343.8
High 1,403.5 1,416.8 13.3 0.9% 1,384.5
Low 1,388.4 1,395.8 7.4 0.5% 1,341.0
Close 1,396.0 1,411.2 15.2 1.1% 1,379.8
Range 15.1 21.0 5.9 39.1% 43.5
ATR 19.5 19.6 0.1 0.6% 0.0
Volume 143,273 145,363 2,090 1.5% 646,189
Daily Pivots for day following 25-Apr-2017
Classic Woodie Camarilla DeMark
R4 1,471.0 1,462.0 1,422.8
R3 1,450.0 1,441.0 1,417.0
R2 1,429.0 1,429.0 1,415.0
R1 1,420.0 1,420.0 1,413.0 1,424.5
PP 1,408.0 1,408.0 1,408.0 1,410.3
S1 1,399.0 1,399.0 1,409.3 1,403.5
S2 1,387.0 1,387.0 1,407.3
S3 1,366.0 1,378.0 1,405.5
S4 1,345.0 1,357.0 1,399.8
Weekly Pivots for week ending 21-Apr-2017
Classic Woodie Camarilla DeMark
R4 1,499.0 1,482.8 1,403.8
R3 1,455.5 1,439.3 1,391.8
R2 1,412.0 1,412.0 1,387.8
R1 1,395.8 1,395.8 1,383.8 1,404.0
PP 1,368.5 1,368.5 1,368.5 1,372.5
S1 1,352.3 1,352.3 1,375.8 1,360.5
S2 1,325.0 1,325.0 1,371.8
S3 1,281.5 1,308.8 1,367.8
S4 1,238.0 1,265.3 1,356.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,416.8 1,359.3 57.5 4.1% 16.8 1.2% 90% True False 140,664
10 1,416.8 1,341.0 75.8 5.4% 19.0 1.3% 93% True False 143,213
20 1,416.8 1,338.6 78.2 5.5% 19.5 1.4% 93% True False 144,447
40 1,416.8 1,331.8 85.0 6.0% 19.3 1.4% 93% True False 136,092
60 1,416.8 1,331.8 85.0 6.0% 16.3 1.2% 93% True False 90,741
80 1,416.8 1,331.8 85.0 6.0% 14.0 1.0% 93% True False 68,058
100 1,416.8 1,307.6 109.2 7.7% 11.8 0.8% 95% True False 54,448
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.8
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1,506.0
2.618 1,471.8
1.618 1,450.8
1.000 1,437.8
0.618 1,429.8
HIGH 1,416.8
0.618 1,408.8
0.500 1,406.3
0.382 1,403.8
LOW 1,395.8
0.618 1,382.8
1.000 1,374.8
1.618 1,361.8
2.618 1,340.8
4.250 1,306.5
Fisher Pivots for day following 25-Apr-2017
Pivot 1 day 3 day
R1 1,409.5 1,406.0
PP 1,408.0 1,400.8
S1 1,406.3 1,395.5

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

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