ICE Russell 2000 Mini Future June 2017


Trading Metrics calculated at close of trading on 01-May-2017
Day Change Summary
Previous Current
28-Apr-2017 01-May-2017 Change Change % Previous Week
Open 1,418.6 1,398.8 -19.8 -1.4% 1,388.4
High 1,420.9 1,410.4 -10.5 -0.7% 1,426.3
Low 1,394.0 1,395.1 1.1 0.1% 1,388.4
Close 1,398.4 1,408.4 10.0 0.7% 1,398.4
Range 26.9 15.3 -11.6 -43.1% 37.9
ATR 19.6 19.3 -0.3 -1.6% 0.0
Volume 165,500 117,254 -48,246 -29.2% 745,098
Daily Pivots for day following 01-May-2017
Classic Woodie Camarilla DeMark
R4 1,450.5 1,444.8 1,416.8
R3 1,435.3 1,429.5 1,412.5
R2 1,420.0 1,420.0 1,411.3
R1 1,414.3 1,414.3 1,409.8 1,417.0
PP 1,404.8 1,404.8 1,404.8 1,406.0
S1 1,398.8 1,398.8 1,407.0 1,401.8
S2 1,389.3 1,389.3 1,405.5
S3 1,374.0 1,383.5 1,404.3
S4 1,358.8 1,368.3 1,400.0
Weekly Pivots for week ending 28-Apr-2017
Classic Woodie Camarilla DeMark
R4 1,518.0 1,496.3 1,419.3
R3 1,480.3 1,458.3 1,408.8
R2 1,442.3 1,442.3 1,405.3
R1 1,420.3 1,420.3 1,401.8 1,431.3
PP 1,404.3 1,404.3 1,404.3 1,409.8
S1 1,382.5 1,382.5 1,395.0 1,393.5
S2 1,366.5 1,366.5 1,391.5
S3 1,328.5 1,344.5 1,388.0
S4 1,290.8 1,306.8 1,377.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,426.3 1,394.0 32.3 2.3% 19.0 1.4% 45% False False 143,815
10 1,426.3 1,348.9 77.4 5.5% 17.3 1.2% 77% False False 141,164
20 1,426.3 1,338.6 87.7 6.2% 20.3 1.4% 80% False False 149,247
40 1,426.3 1,331.8 94.5 6.7% 19.0 1.3% 81% False False 150,400
60 1,426.3 1,331.8 94.5 6.7% 16.8 1.2% 81% False False 100,302
80 1,426.3 1,331.8 94.5 6.7% 14.5 1.0% 81% False False 75,229
100 1,426.3 1,331.8 94.5 6.7% 12.5 0.9% 81% False False 60,185
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,475.5
2.618 1,450.5
1.618 1,435.3
1.000 1,425.8
0.618 1,419.8
HIGH 1,410.5
0.618 1,404.5
0.500 1,402.8
0.382 1,401.0
LOW 1,395.0
0.618 1,385.8
1.000 1,379.8
1.618 1,370.3
2.618 1,355.0
4.250 1,330.0
Fisher Pivots for day following 01-May-2017
Pivot 1 day 3 day
R1 1,406.5 1,410.0
PP 1,404.8 1,409.5
S1 1,402.8 1,409.0

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

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