ICE Russell 2000 Mini Future June 2017


Trading Metrics calculated at close of trading on 15-Jun-2017
Day Change Summary
Previous Current
14-Jun-2017 15-Jun-2017 Change Change % Previous Week
Open 1,428.3 1,414.8 -13.5 -0.9% 1,403.7
High 1,430.0 1,415.3 -14.7 -1.0% 1,435.2
Low 1,410.0 1,400.5 -9.5 -0.7% 1,383.0
Close 1,416.3 1,411.2 -5.1 -0.4% 1,422.4
Range 20.0 14.8 -5.2 -26.0% 52.2
ATR 18.1 17.9 -0.2 -0.9% 0.0
Volume 97,299 41,155 -56,144 -57.7% 837,013
Daily Pivots for day following 15-Jun-2017
Classic Woodie Camarilla DeMark
R4 1,453.5 1,447.0 1,419.3
R3 1,438.5 1,432.3 1,415.3
R2 1,423.8 1,423.8 1,414.0
R1 1,417.5 1,417.5 1,412.5 1,413.3
PP 1,409.0 1,409.0 1,409.0 1,407.0
S1 1,402.8 1,402.8 1,409.8 1,398.5
S2 1,394.3 1,394.3 1,408.5
S3 1,379.5 1,388.0 1,407.3
S4 1,364.5 1,373.0 1,403.0
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 1,400.5 34.7 2.5% 16.5 1.2% 31% False True 148,080
10 1,435.2 1,383.0 52.2 3.7% 17.5 1.2% 54% False False 152,982
20 1,435.2 1,344.1 91.1 6.5% 17.5 1.2% 74% False False 145,752
40 1,435.2 1,344.1 91.1 6.5% 17.5 1.2% 74% False False 140,754
60 1,435.2 1,331.8 103.4 7.3% 18.5 1.3% 77% False False 145,307
80 1,435.2 1,331.8 103.4 7.3% 18.3 1.3% 77% False False 131,430
100 1,435.2 1,331.8 103.4 7.3% 16.5 1.2% 77% False False 105,150
120 1,435.2 1,331.8 103.4 7.3% 14.8 1.0% 77% False False 87,626
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 2.9
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,478.3
2.618 1,454.0
1.618 1,439.3
1.000 1,430.0
0.618 1,424.5
HIGH 1,415.3
0.618 1,409.8
0.500 1,408.0
0.382 1,406.3
LOW 1,400.5
0.618 1,391.3
1.000 1,385.8
1.618 1,376.5
2.618 1,361.8
4.250 1,337.5
Fisher Pivots for day following 15-Jun-2017
Pivot 1 day 3 day
R1 1,410.0 1,415.3
PP 1,409.0 1,414.0
S1 1,408.0 1,412.5

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

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