ICE Russell 2000 Mini Future June 2017


Trading Metrics calculated at close of trading on 04-May-2017
Day Change Summary
Previous Current
03-May-2017 04-May-2017 Change Change % Previous Week
Open 1,396.1 1,389.6 -6.5 -0.5% 1,388.4
High 1,396.9 1,396.7 -0.2 0.0% 1,426.3
Low 1,383.7 1,377.7 -6.0 -0.4% 1,388.4
Close 1,388.7 1,388.4 -0.3 0.0% 1,398.4
Range 13.2 19.0 5.8 43.9% 37.9
ATR 19.0 19.0 0.0 0.0% 0.0
Volume 136,049 130,922 -5,127 -3.8% 745,098
Daily Pivots for day following 04-May-2017
Classic Woodie Camarilla DeMark
R4 1,444.5 1,435.5 1,398.8
R3 1,425.5 1,416.5 1,393.5
R2 1,406.5 1,406.5 1,392.0
R1 1,397.5 1,397.5 1,390.3 1,392.5
PP 1,387.5 1,387.5 1,387.5 1,385.0
S1 1,378.5 1,378.5 1,386.8 1,373.5
S2 1,368.5 1,368.5 1,385.0
S3 1,349.5 1,359.5 1,383.3
S4 1,330.5 1,340.5 1,378.0
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 1,420.9 1,377.7 43.2 3.1% 18.8 1.3% 25% False True 131,065
10 1,426.3 1,374.2 52.1 3.8% 17.3 1.2% 27% False False 136,647
20 1,426.3 1,338.6 87.7 6.3% 19.0 1.4% 57% False False 143,197
40 1,426.3 1,331.8 94.5 6.8% 19.3 1.4% 60% False False 157,824
60 1,426.3 1,331.8 94.5 6.8% 17.3 1.3% 60% False False 106,511
80 1,426.3 1,331.8 94.5 6.8% 15.0 1.1% 60% False False 79,886
100 1,426.3 1,331.8 94.5 6.8% 12.8 0.9% 60% False False 63,911
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 2.9
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,477.5
2.618 1,446.5
1.618 1,427.5
1.000 1,415.8
0.618 1,408.5
HIGH 1,396.8
0.618 1,389.5
0.500 1,387.3
0.382 1,385.0
LOW 1,377.8
0.618 1,366.0
1.000 1,358.8
1.618 1,347.0
2.618 1,328.0
4.250 1,297.0
Fisher Pivots for day following 04-May-2017
Pivot 1 day 3 day
R1 1,388.0 1,394.3
PP 1,387.5 1,392.3
S1 1,387.3 1,390.3

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

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