ICE Russell 2000 Mini Future June 2017


Trading Metrics calculated at close of trading on 08-Jun-2017
Day Change Summary
Previous Current
07-Jun-2017 08-Jun-2017 Change Change % Previous Week
Open 1,394.1 1,394.6 0.5 0.0% 1,378.6
High 1,401.3 1,420.5 19.2 1.4% 1,416.6
Low 1,390.6 1,393.2 2.6 0.2% 1,351.8
Close 1,394.8 1,415.0 20.2 1.4% 1,406.6
Range 10.7 27.3 16.6 155.1% 64.8
ATR 17.9 18.6 0.7 3.7% 0.0
Volume 127,663 250,900 123,237 96.5% 665,129
Daily Pivots for day following 08-Jun-2017
Classic Woodie Camarilla DeMark
R4 1,491.5 1,480.5 1,430.0
R3 1,464.3 1,453.3 1,422.5
R2 1,436.8 1,436.8 1,420.0
R1 1,426.0 1,426.0 1,417.5 1,431.5
PP 1,409.5 1,409.5 1,409.5 1,412.3
S1 1,398.8 1,398.8 1,412.5 1,404.0
S2 1,382.3 1,382.3 1,410.0
S3 1,355.0 1,371.3 1,407.5
S4 1,327.8 1,344.0 1,400.0
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 1,420.5 1,383.0 37.5 2.7% 18.8 1.3% 85% True False 157,885
10 1,420.5 1,351.8 68.7 4.9% 18.5 1.3% 92% True False 146,543
20 1,420.5 1,344.1 76.4 5.4% 18.3 1.3% 93% True False 147,383
40 1,426.3 1,341.0 85.3 6.0% 18.0 1.3% 87% False False 139,351
60 1,426.3 1,331.8 94.5 6.7% 18.8 1.3% 88% False False 147,369
80 1,426.3 1,331.8 94.5 6.7% 17.8 1.3% 88% False False 122,177
100 1,426.3 1,331.8 94.5 6.7% 16.0 1.1% 88% False False 97,746
120 1,426.3 1,331.8 94.5 6.7% 14.3 1.0% 88% False False 81,457
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.6
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,536.5
2.618 1,492.0
1.618 1,464.8
1.000 1,447.8
0.618 1,437.3
HIGH 1,420.5
0.618 1,410.0
0.500 1,406.8
0.382 1,403.8
LOW 1,393.3
0.618 1,376.3
1.000 1,366.0
1.618 1,349.0
2.618 1,321.8
4.250 1,277.3
Fisher Pivots for day following 08-Jun-2017
Pivot 1 day 3 day
R1 1,412.3 1,410.5
PP 1,409.5 1,406.3
S1 1,406.8 1,401.8

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

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