ICE Russell 2000 Mini Future June 2017


Trading Metrics calculated at close of trading on 09-May-2017
Day Change Summary
Previous Current
08-May-2017 09-May-2017 Change Change % Previous Week
Open 1,400.0 1,390.8 -9.2 -0.7% 1,398.8
High 1,403.3 1,395.1 -8.2 -0.6% 1,410.9
Low 1,384.2 1,384.2 0.0 0.0% 1,377.7
Close 1,390.6 1,389.4 -1.2 -0.1% 1,397.1
Range 19.1 10.9 -8.2 -42.9% 33.2
ATR 18.7 18.2 -0.6 -3.0% 0.0
Volume 100,089 118,950 18,861 18.8% 589,872
Daily Pivots for day following 09-May-2017
Classic Woodie Camarilla DeMark
R4 1,422.3 1,416.8 1,395.5
R3 1,411.3 1,405.8 1,392.5
R2 1,400.5 1,400.5 1,391.5
R1 1,395.0 1,395.0 1,390.5 1,392.3
PP 1,389.5 1,389.5 1,389.5 1,388.3
S1 1,384.0 1,384.0 1,388.5 1,381.3
S2 1,378.8 1,378.8 1,387.5
S3 1,367.8 1,373.3 1,386.5
S4 1,356.8 1,362.3 1,383.5
Weekly Pivots for week ending 05-May-2017
Classic Woodie Camarilla DeMark
R4 1,494.8 1,479.3 1,415.3
R3 1,461.8 1,446.0 1,406.3
R2 1,428.5 1,428.5 1,403.3
R1 1,412.8 1,412.8 1,400.3 1,404.0
PP 1,395.3 1,395.3 1,395.3 1,390.8
S1 1,379.5 1,379.5 1,394.0 1,370.8
S2 1,362.0 1,362.0 1,391.0
S3 1,328.8 1,346.3 1,388.0
S4 1,295.8 1,313.3 1,378.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,403.3 1,377.7 25.6 1.8% 15.5 1.1% 46% False False 117,210
10 1,426.3 1,377.7 48.6 3.5% 17.3 1.2% 24% False False 126,537
20 1,426.3 1,341.0 85.3 6.1% 18.0 1.3% 57% False False 134,875
40 1,426.3 1,331.8 94.5 6.8% 19.3 1.4% 61% False False 150,799
60 1,426.3 1,331.8 94.5 6.8% 17.5 1.3% 61% False False 111,825
80 1,426.3 1,331.8 94.5 6.8% 15.3 1.1% 61% False False 83,874
100 1,426.3 1,331.8 94.5 6.8% 13.3 1.0% 61% False False 67,101
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 False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.0
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1,441.5
2.618 1,423.8
1.618 1,412.8
1.000 1,406.0
0.618 1,401.8
HIGH 1,395.0
0.618 1,391.0
0.500 1,389.8
0.382 1,388.3
LOW 1,384.3
0.618 1,377.5
1.000 1,373.3
1.618 1,366.5
2.618 1,355.8
4.250 1,338.0
Fisher Pivots for day following 09-May-2017
Pivot 1 day 3 day
R1 1,389.8 1,392.5
PP 1,389.5 1,391.5
S1 1,389.5 1,390.5

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

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