ICE Russell 2000 Mini Future September 2017


Trading Metrics calculated at close of trading on 17-May-2017
Day Change Summary
Previous Current
16-May-2017 17-May-2017 Change Change % Previous Week
Open 1,390.5 1,379.7 -10.8 -0.8% 1,386.6
High 1,393.5 1,379.7 -13.8 -1.0% 1,397.7
Low 1,381.2 1,352.4 -28.8 -2.1% 1,379.3
Close 1,391.9 1,353.2 -38.7 -2.8% 1,379.3
Range 12.3 27.3 15.0 122.0% 18.4
ATR 11.2 13.2 2.0 18.1% 0.0
Volume 54 154 100 185.2% 1,862
Daily Pivots for day following 17-May-2017
Classic Woodie Camarilla DeMark
R4 1,443.8 1,425.8 1,368.3
R3 1,416.3 1,398.5 1,360.8
R2 1,389.0 1,389.0 1,358.3
R1 1,371.3 1,371.3 1,355.8 1,366.5
PP 1,361.8 1,361.8 1,361.8 1,359.5
S1 1,343.8 1,343.8 1,350.8 1,339.3
S2 1,334.5 1,334.5 1,348.3
S3 1,307.3 1,316.5 1,345.8
S4 1,279.8 1,289.3 1,338.3
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 1,393.8 1,352.4 41.4 3.1% 10.3 0.8% 2% False True 409
10 1,397.7 1,352.4 45.3 3.3% 7.0 0.5% 2% False True 207
20 1,420.0 1,352.4 67.6 5.0% 7.5 0.6% 1% False True 112
40 1,420.0 1,332.3 87.7 6.5% 8.8 0.7% 24% False False 60
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.5
Widest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 1,495.8
2.618 1,451.3
1.618 1,423.8
1.000 1,407.0
0.618 1,396.5
HIGH 1,379.8
0.618 1,369.3
0.500 1,366.0
0.382 1,362.8
LOW 1,352.5
0.618 1,335.5
1.000 1,325.0
1.618 1,308.3
2.618 1,281.0
4.250 1,236.5
Fisher Pivots for day following 17-May-2017
Pivot 1 day 3 day
R1 1,366.0 1,373.0
PP 1,361.8 1,366.5
S1 1,357.5 1,359.8

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

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