ICE Russell 2000 Mini Future June 2017


Trading Metrics calculated at close of trading on 13-Jun-2017
Day Change Summary
Previous Current
12-Jun-2017 13-Jun-2017 Change Change % Previous Week
Open 1,421.0 1,421.1 0.1 0.0% 1,403.7
High 1,427.6 1,429.1 1.5 0.1% 1,435.2
Low 1,415.1 1,420.5 5.4 0.4% 1,383.0
Close 1,420.6 1,427.4 6.8 0.5% 1,422.4
Range 12.5 8.6 -3.9 -31.2% 52.2
ATR 18.7 17.9 -0.7 -3.9% 0.0
Volume 200,625 154,318 -46,307 -23.1% 837,013
Daily Pivots for day following 13-Jun-2017
Classic Woodie Camarilla DeMark
R4 1,451.5 1,448.0 1,432.3
R3 1,442.8 1,439.5 1,429.8
R2 1,434.3 1,434.3 1,429.0
R1 1,430.8 1,430.8 1,428.3 1,432.5
PP 1,425.8 1,425.8 1,425.8 1,426.5
S1 1,422.3 1,422.3 1,426.5 1,424.0
S2 1,417.0 1,417.0 1,425.8
S3 1,408.5 1,413.8 1,425.0
S4 1,399.8 1,405.0 1,422.8
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 1,390.6 44.6 3.1% 17.0 1.2% 83% False False 196,102
10 1,435.2 1,351.8 83.4 5.8% 19.5 1.4% 91% False False 174,363
20 1,435.2 1,344.1 91.1 6.4% 18.0 1.3% 91% False False 157,718
40 1,435.2 1,344.1 91.1 6.4% 17.5 1.2% 91% False False 144,248
60 1,435.2 1,331.8 103.4 7.2% 18.8 1.3% 92% False False 149,065
80 1,435.2 1,331.8 103.4 7.2% 18.0 1.3% 92% False False 129,699
100 1,435.2 1,331.8 103.4 7.2% 16.5 1.1% 92% False False 103,765
120 1,435.2 1,331.8 103.4 7.2% 14.5 1.0% 92% False False 86,473
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.6
Narrowest range in 77 trading days
Fibonacci Retracements and Extensions
4.250 1,465.8
2.618 1,451.5
1.618 1,443.0
1.000 1,437.8
0.618 1,434.5
HIGH 1,429.0
0.618 1,425.8
0.500 1,424.8
0.382 1,423.8
LOW 1,420.5
0.618 1,415.3
1.000 1,412.0
1.618 1,406.5
2.618 1,398.0
4.250 1,384.0
Fisher Pivots for day following 13-Jun-2017
Pivot 1 day 3 day
R1 1,426.5 1,425.8
PP 1,425.8 1,423.8
S1 1,424.8 1,422.0

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

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