ICE Russell 2000 Mini Future June 2017


Trading Metrics calculated at close of trading on 12-May-2017
Day Change Summary
Previous Current
11-May-2017 12-May-2017 Change Change % Previous Week
Open 1,397.4 1,386.7 -10.7 -0.8% 1,400.0
High 1,398.1 1,387.4 -10.7 -0.8% 1,403.3
Low 1,376.0 1,377.8 1.8 0.1% 1,376.0
Close 1,387.3 1,380.6 -6.7 -0.5% 1,380.6
Range 22.1 9.6 -12.5 -56.6% 27.3
ATR 18.4 17.8 -0.6 -3.4% 0.0
Volume 143,532 133,297 -10,235 -7.1% 612,879
Daily Pivots for day following 12-May-2017
Classic Woodie Camarilla DeMark
R4 1,410.8 1,405.3 1,386.0
R3 1,401.3 1,395.8 1,383.3
R2 1,391.5 1,391.5 1,382.3
R1 1,386.0 1,386.0 1,381.5 1,384.0
PP 1,382.0 1,382.0 1,382.0 1,381.0
S1 1,376.5 1,376.5 1,379.8 1,374.5
S2 1,372.3 1,372.3 1,378.8
S3 1,362.8 1,366.8 1,378.0
S4 1,353.3 1,357.3 1,375.3
Weekly Pivots for week ending 12-May-2017
Classic Woodie Camarilla DeMark
R4 1,468.5 1,451.8 1,395.5
R3 1,441.3 1,424.5 1,388.0
R2 1,414.0 1,414.0 1,385.5
R1 1,397.3 1,397.3 1,383.0 1,392.0
PP 1,386.8 1,386.8 1,386.8 1,384.0
S1 1,370.0 1,370.0 1,378.0 1,364.8
S2 1,359.3 1,359.3 1,375.5
S3 1,332.0 1,342.8 1,373.0
S4 1,304.8 1,315.3 1,365.5
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 1,376.0 27.3 2.0% 15.8 1.1% 17% False False 122,575
10 1,410.9 1,376.0 34.9 2.5% 16.0 1.2% 13% False False 120,275
20 1,426.3 1,341.0 85.3 6.2% 17.0 1.2% 46% False False 129,701
40 1,426.3 1,331.8 94.5 6.8% 19.0 1.4% 52% False False 145,083
60 1,426.3 1,331.8 94.5 6.8% 17.8 1.3% 52% False False 118,387
80 1,426.3 1,331.8 94.5 6.8% 15.8 1.1% 52% False False 88,797
100 1,426.3 1,331.8 94.5 6.8% 13.8 1.0% 52% False False 71,040
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 3.3
Narrowest range in 56 trading days
Fibonacci Retracements and Extensions
4.250 1,428.3
2.618 1,412.5
1.618 1,403.0
1.000 1,397.0
0.618 1,393.3
HIGH 1,387.5
0.618 1,383.8
0.500 1,382.5
0.382 1,381.5
LOW 1,377.8
0.618 1,371.8
1.000 1,368.3
1.618 1,362.3
2.618 1,352.8
4.250 1,337.0
Fisher Pivots for day following 12-May-2017
Pivot 1 day 3 day
R1 1,382.5 1,388.0
PP 1,382.0 1,385.5
S1 1,381.3 1,383.0

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

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