ICE Russell 2000 Mini Future June 2017


Trading Metrics calculated at close of trading on 10-May-2017
Day Change Summary
Previous Current
09-May-2017 10-May-2017 Change Change % Previous Week
Open 1,390.8 1,385.2 -5.6 -0.4% 1,398.8
High 1,395.1 1,400.0 4.9 0.4% 1,410.9
Low 1,384.2 1,382.8 -1.4 -0.1% 1,377.7
Close 1,389.4 1,398.2 8.8 0.6% 1,397.1
Range 10.9 17.2 6.3 57.8% 33.2
ATR 18.2 18.1 -0.1 -0.4% 0.0
Volume 118,950 117,011 -1,939 -1.6% 589,872
Daily Pivots for day following 10-May-2017
Classic Woodie Camarilla DeMark
R4 1,445.3 1,439.0 1,407.8
R3 1,428.0 1,421.8 1,403.0
R2 1,410.8 1,410.8 1,401.3
R1 1,404.5 1,404.5 1,399.8 1,407.8
PP 1,393.8 1,393.8 1,393.8 1,395.3
S1 1,387.3 1,387.3 1,396.5 1,390.5
S2 1,376.5 1,376.5 1,395.0
S3 1,359.3 1,370.3 1,393.5
S4 1,342.0 1,353.0 1,388.8
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% 16.3 1.2% 80% False False 113,403
10 1,426.0 1,377.7 48.3 3.5% 17.0 1.2% 42% False False 121,057
20 1,426.3 1,341.0 85.3 6.1% 17.8 1.3% 67% False False 131,319
40 1,426.3 1,331.8 94.5 6.8% 19.3 1.4% 70% False False 147,362
60 1,426.3 1,331.8 94.5 6.8% 17.8 1.3% 70% False False 113,775
80 1,426.3 1,331.8 94.5 6.8% 15.5 1.1% 70% False False 85,337
100 1,426.3 1,331.8 94.5 6.8% 13.5 1.0% 70% False False 68,272
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 3.9
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,473.0
2.618 1,445.0
1.618 1,427.8
1.000 1,417.3
0.618 1,410.8
HIGH 1,400.0
0.618 1,393.5
0.500 1,391.5
0.382 1,389.3
LOW 1,382.8
0.618 1,372.3
1.000 1,365.5
1.618 1,355.0
2.618 1,337.8
4.250 1,309.8
Fisher Pivots for day following 10-May-2017
Pivot 1 day 3 day
R1 1,396.0 1,396.5
PP 1,393.8 1,394.8
S1 1,391.5 1,393.0

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

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