ICE Russell 2000 Mini Future September 2017


Trading Metrics calculated at close of trading on 12-May-2017
Day Change Summary
Previous Current
11-May-2017 12-May-2017 Change Change % Previous Week
Open 1,388.0 1,380.3 -7.7 -0.6% 1,386.6
High 1,388.0 1,380.3 -7.7 -0.6% 1,397.7
Low 1,386.0 1,379.3 -6.7 -0.5% 1,379.3
Close 1,386.0 1,379.3 -6.7 -0.5% 1,379.3
Range 2.0 1.0 -1.0 -50.0% 18.4
ATR 11.2 10.8 -0.3 -2.9% 0.0
Volume 10 1,821 1,811 18,110.0% 1,862
Daily Pivots for day following 12-May-2017
Classic Woodie Camarilla DeMark
R4 1,382.8 1,382.0 1,379.8
R3 1,381.8 1,381.0 1,379.5
R2 1,380.8 1,380.8 1,379.5
R1 1,380.0 1,380.0 1,379.5 1,379.8
PP 1,379.8 1,379.8 1,379.8 1,379.5
S1 1,379.0 1,379.0 1,379.3 1,378.8
S2 1,378.8 1,378.8 1,379.0
S3 1,377.8 1,378.0 1,379.0
S4 1,376.8 1,377.0 1,378.8
Weekly Pivots for week ending 12-May-2017
Classic Woodie Camarilla DeMark
R4 1,440.8 1,428.3 1,389.5
R3 1,422.3 1,410.0 1,384.3
R2 1,403.8 1,403.8 1,382.8
R1 1,391.5 1,391.5 1,381.0 1,388.5
PP 1,385.5 1,385.5 1,385.5 1,384.0
S1 1,373.3 1,373.3 1,377.5 1,370.0
S2 1,367.0 1,367.0 1,376.0
S3 1,348.8 1,354.8 1,374.3
S4 1,330.3 1,336.3 1,369.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,397.7 1,379.3 18.4 1.3% 3.8 0.3% 0% False True 372
10 1,408.0 1,379.3 28.7 2.1% 5.3 0.4% 0% False True 188
20 1,420.0 1,344.0 76.0 5.5% 6.8 0.5% 46% False False 102
40 1,420.0 1,332.3 87.7 6.4% 8.5 0.6% 54% False False 55
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.3
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1,384.5
2.618 1,383.0
1.618 1,382.0
1.000 1,381.3
0.618 1,381.0
HIGH 1,380.3
0.618 1,380.0
0.500 1,379.8
0.382 1,379.8
LOW 1,379.3
0.618 1,378.8
1.000 1,378.3
1.618 1,377.8
2.618 1,376.8
4.250 1,375.0
Fisher Pivots for day following 12-May-2017
Pivot 1 day 3 day
R1 1,379.8 1,388.5
PP 1,379.8 1,385.5
S1 1,379.5 1,382.3

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

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