ICE Russell 2000 Mini Future June 2017


Trading Metrics calculated at close of trading on 09-Jun-2017
Day Change Summary
Previous Current
08-Jun-2017 09-Jun-2017 Change Change % Previous Week
Open 1,394.6 1,410.1 15.5 1.1% 1,403.7
High 1,420.5 1,435.2 14.7 1.0% 1,435.2
Low 1,393.2 1,409.0 15.8 1.1% 1,383.0
Close 1,415.0 1,422.4 7.4 0.5% 1,422.4
Range 27.3 26.2 -1.1 -4.0% 52.2
ATR 18.6 19.1 0.5 2.9% 0.0
Volume 250,900 247,004 -3,896 -1.6% 837,013
Daily Pivots for day following 09-Jun-2017
Classic Woodie Camarilla DeMark
R4 1,500.8 1,487.8 1,436.8
R3 1,474.5 1,461.5 1,429.5
R2 1,448.5 1,448.5 1,427.3
R1 1,435.5 1,435.5 1,424.8 1,442.0
PP 1,422.3 1,422.3 1,422.3 1,425.5
S1 1,409.3 1,409.3 1,420.0 1,415.8
S2 1,396.0 1,396.0 1,417.5
S3 1,369.8 1,383.0 1,415.3
S4 1,343.5 1,356.8 1,408.0
Weekly Pivots for week ending 09-Jun-2017
Classic Woodie Camarilla DeMark
R4 1,570.3 1,548.5 1,451.0
R3 1,518.0 1,496.3 1,436.8
R2 1,465.8 1,465.8 1,432.0
R1 1,444.0 1,444.0 1,427.3 1,455.0
PP 1,413.5 1,413.5 1,413.5 1,419.0
S1 1,391.8 1,391.8 1,417.5 1,402.8
S2 1,361.3 1,361.3 1,412.8
S3 1,309.3 1,339.8 1,408.0
S4 1,257.0 1,287.5 1,393.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,435.2 1,383.0 52.2 3.7% 19.8 1.4% 75% True False 167,402
10 1,435.2 1,351.8 83.4 5.9% 19.8 1.4% 85% True False 160,002
20 1,435.2 1,344.1 91.1 6.4% 18.3 1.3% 86% True False 152,556
40 1,435.2 1,341.0 94.2 6.6% 18.0 1.3% 86% True False 141,729
60 1,435.2 1,331.8 103.4 7.3% 18.8 1.3% 88% True False 147,816
80 1,435.2 1,331.8 103.4 7.3% 18.0 1.3% 88% True False 125,263
100 1,435.2 1,331.8 103.4 7.3% 16.3 1.1% 88% True False 100,216
120 1,435.2 1,331.8 103.4 7.3% 14.5 1.0% 88% True False 83,515
Crabel Price Patterns
NR True
NR4 False
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 3.4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,546.5
2.618 1,503.8
1.618 1,477.5
1.000 1,461.5
0.618 1,451.5
HIGH 1,435.3
0.618 1,425.3
0.500 1,422.0
0.382 1,419.0
LOW 1,409.0
0.618 1,392.8
1.000 1,382.8
1.618 1,366.5
2.618 1,340.5
4.250 1,297.8
Fisher Pivots for day following 09-Jun-2017
Pivot 1 day 3 day
R1 1,422.3 1,419.3
PP 1,422.3 1,416.0
S1 1,422.0 1,413.0

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

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