ICE Russell 2000 Mini Future September 2017


Trading Metrics calculated at close of trading on 07-Jun-2017
Day Change Summary
Previous Current
06-Jun-2017 07-Jun-2017 Change Change % Previous Week
Open 1,391.8 1,394.1 2.3 0.2% 1,381.0
High 1,401.7 1,400.4 -1.3 -0.1% 1,415.5
Low 1,383.3 1,390.4 7.1 0.5% 1,351.0
Close 1,394.9 1,394.2 -0.7 -0.1% 1,405.6
Range 18.4 10.0 -8.4 -45.7% 64.5
ATR 14.6 14.3 -0.3 -2.3% 0.0
Volume 4,240 24,263 20,023 472.2% 1,847
Daily Pivots for day following 07-Jun-2017
Classic Woodie Camarilla DeMark
R4 1,425.0 1,419.5 1,399.8
R3 1,415.0 1,409.5 1,397.0
R2 1,405.0 1,405.0 1,396.0
R1 1,399.5 1,399.5 1,395.0 1,402.3
PP 1,395.0 1,395.0 1,395.0 1,396.3
S1 1,389.5 1,389.5 1,393.3 1,392.3
S2 1,385.0 1,385.0 1,392.3
S3 1,375.0 1,379.5 1,391.5
S4 1,365.0 1,369.5 1,388.8
Weekly Pivots for week ending 02-Jun-2017
Classic Woodie Camarilla DeMark
R4 1,584.3 1,559.5 1,441.0
R3 1,519.8 1,495.0 1,423.3
R2 1,455.3 1,455.3 1,417.5
R1 1,430.5 1,430.5 1,411.5 1,442.8
PP 1,390.8 1,390.8 1,390.8 1,397.0
S1 1,366.0 1,366.0 1,399.8 1,378.3
S2 1,326.3 1,326.3 1,393.8
S3 1,261.8 1,301.5 1,387.8
S4 1,197.3 1,237.0 1,370.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,415.5 1,368.7 46.8 3.4% 18.3 1.3% 54% False False 6,155
10 1,415.5 1,351.0 64.5 4.6% 14.5 1.0% 67% False False 3,125
20 1,415.5 1,344.3 71.2 5.1% 13.3 0.9% 70% False False 1,677
40 1,420.0 1,343.1 76.9 5.5% 10.5 0.8% 66% False False 844
60 1,420.0 1,332.3 87.7 6.3% 10.0 0.7% 71% False False 565
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.9
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1,443.0
2.618 1,426.5
1.618 1,416.5
1.000 1,410.5
0.618 1,406.5
HIGH 1,400.5
0.618 1,396.5
0.500 1,395.5
0.382 1,394.3
LOW 1,390.5
0.618 1,384.3
1.000 1,380.5
1.618 1,374.3
2.618 1,364.3
4.250 1,348.0
Fisher Pivots for day following 07-Jun-2017
Pivot 1 day 3 day
R1 1,395.5 1,394.5
PP 1,395.0 1,394.5
S1 1,394.5 1,394.3

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

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