ICE Russell 2000 Mini Future June 2017


Trading Metrics calculated at close of trading on 05-Jun-2017
Day Change Summary
Previous Current
02-Jun-2017 05-Jun-2017 Change Change % Previous Week
Open 1,398.1 1,403.7 5.6 0.4% 1,378.6
High 1,416.6 1,407.1 -9.5 -0.7% 1,416.6
Low 1,396.2 1,391.8 -4.4 -0.3% 1,351.8
Close 1,406.6 1,392.8 -13.8 -1.0% 1,406.6
Range 20.4 15.3 -5.1 -25.0% 64.8
ATR 18.6 18.4 -0.2 -1.3% 0.0
Volume 199,419 93,631 -105,788 -53.0% 665,129
Daily Pivots for day following 05-Jun-2017
Classic Woodie Camarilla DeMark
R4 1,443.3 1,433.3 1,401.3
R3 1,427.8 1,418.0 1,397.0
R2 1,412.5 1,412.5 1,395.5
R1 1,402.8 1,402.8 1,394.3 1,400.0
PP 1,397.3 1,397.3 1,397.3 1,396.0
S1 1,387.3 1,387.3 1,391.5 1,384.8
S2 1,382.0 1,382.0 1,390.0
S3 1,366.8 1,372.0 1,388.5
S4 1,351.3 1,356.8 1,384.5
Weekly Pivots for week ending 02-Jun-2017
Classic Woodie Camarilla DeMark
R4 1,586.0 1,561.3 1,442.3
R3 1,521.3 1,496.3 1,424.5
R2 1,456.5 1,456.5 1,418.5
R1 1,431.5 1,431.5 1,412.5 1,444.0
PP 1,391.8 1,391.8 1,391.8 1,398.0
S1 1,366.8 1,366.8 1,400.8 1,379.3
S2 1,326.8 1,326.8 1,394.8
S3 1,262.0 1,302.0 1,388.8
S4 1,197.3 1,237.3 1,371.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,416.6 1,351.8 64.8 4.7% 20.8 1.5% 63% False False 151,752
10 1,416.6 1,351.8 64.8 4.7% 17.0 1.2% 63% False False 130,045
20 1,416.6 1,344.1 72.5 5.2% 17.5 1.3% 67% False False 139,366
40 1,426.3 1,341.0 85.3 6.1% 18.0 1.3% 61% False False 139,119
60 1,426.3 1,331.8 94.5 6.8% 18.8 1.3% 65% False False 151,404
80 1,426.3 1,331.8 94.5 6.8% 17.5 1.2% 65% False False 115,975
100 1,426.3 1,331.8 94.5 6.8% 15.5 1.1% 65% False False 92,782
120 1,426.3 1,331.8 94.5 6.8% 13.8 1.0% 65% False False 77,320
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 3.3
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,472.0
2.618 1,447.3
1.618 1,431.8
1.000 1,422.5
0.618 1,416.5
HIGH 1,407.0
0.618 1,401.3
0.500 1,399.5
0.382 1,397.8
LOW 1,391.8
0.618 1,382.3
1.000 1,376.5
1.618 1,367.0
2.618 1,351.8
4.250 1,326.8
Fisher Pivots for day following 05-Jun-2017
Pivot 1 day 3 day
R1 1,399.5 1,392.5
PP 1,397.3 1,392.3
S1 1,395.0 1,392.0

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

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