ICE Russell 2000 Mini Future June 2017


Trading Metrics calculated at close of trading on 26-May-2017
Day Change Summary
Previous Current
25-May-2017 26-May-2017 Change Change % Previous Week
Open 1,381.2 1,381.0 -0.2 0.0% 1,365.9
High 1,392.3 1,383.8 -8.5 -0.6% 1,392.3
Low 1,377.9 1,373.5 -4.4 -0.3% 1,362.5
Close 1,380.9 1,379.8 -1.1 -0.1% 1,379.8
Range 14.4 10.3 -4.1 -28.5% 29.8
ATR 17.9 17.3 -0.5 -3.0% 0.0
Volume 112,407 97,886 -14,521 -12.9% 541,699
Daily Pivots for day following 26-May-2017
Classic Woodie Camarilla DeMark
R4 1,410.0 1,405.3 1,385.5
R3 1,399.8 1,394.8 1,382.8
R2 1,389.3 1,389.3 1,381.8
R1 1,384.5 1,384.5 1,380.8 1,381.8
PP 1,379.0 1,379.0 1,379.0 1,377.8
S1 1,374.3 1,374.3 1,378.8 1,371.5
S2 1,368.8 1,368.8 1,378.0
S3 1,358.5 1,364.0 1,377.0
S4 1,348.3 1,353.8 1,374.3
Weekly Pivots for week ending 26-May-2017
Classic Woodie Camarilla DeMark
R4 1,467.5 1,453.5 1,396.3
R3 1,437.8 1,423.8 1,388.0
R2 1,408.0 1,408.0 1,385.3
R1 1,394.0 1,394.0 1,382.5 1,401.0
PP 1,378.3 1,378.3 1,378.3 1,381.8
S1 1,364.0 1,364.0 1,377.0 1,371.3
S2 1,348.5 1,348.5 1,374.3
S3 1,318.5 1,334.3 1,371.5
S4 1,288.8 1,304.5 1,363.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,392.3 1,362.5 29.8 2.2% 13.3 1.0% 58% False False 108,339
10 1,399.2 1,344.1 55.1 4.0% 17.0 1.2% 65% False False 141,569
20 1,410.9 1,344.1 66.8 4.8% 16.5 1.2% 53% False False 130,922
40 1,426.3 1,338.6 87.7 6.4% 18.3 1.3% 47% False False 140,798
60 1,426.3 1,331.8 94.5 6.8% 18.3 1.3% 51% False False 141,958
80 1,426.3 1,331.8 94.5 6.8% 16.8 1.2% 51% False False 106,491
100 1,426.3 1,331.8 94.5 6.8% 14.8 1.1% 51% False False 85,195
120 1,426.3 1,331.8 94.5 6.8% 13.0 0.9% 51% False False 70,997
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.5
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1,427.5
2.618 1,410.8
1.618 1,400.5
1.000 1,394.0
0.618 1,390.3
HIGH 1,383.8
0.618 1,379.8
0.500 1,378.8
0.382 1,377.5
LOW 1,373.5
0.618 1,367.3
1.000 1,363.3
1.618 1,356.8
2.618 1,346.5
4.250 1,329.8
Fisher Pivots for day following 26-May-2017
Pivot 1 day 3 day
R1 1,379.5 1,383.0
PP 1,379.0 1,381.8
S1 1,378.8 1,380.8

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

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