ICE Russell 2000 Mini Future September 2017


Trading Metrics calculated at close of trading on 08-Jun-2017
Day Change Summary
Previous Current
07-Jun-2017 08-Jun-2017 Change Change % Previous Week
Open 1,394.1 1,395.4 1.3 0.1% 1,381.0
High 1,400.4 1,419.8 19.4 1.4% 1,415.5
Low 1,390.4 1,392.6 2.2 0.2% 1,351.0
Close 1,394.2 1,414.3 20.1 1.4% 1,405.6
Range 10.0 27.2 17.2 172.0% 64.5
ATR 14.3 15.2 0.9 6.5% 0.0
Volume 24,263 157,003 132,740 547.1% 1,847
Daily Pivots for day following 08-Jun-2017
Classic Woodie Camarilla DeMark
R4 1,490.5 1,479.5 1,429.3
R3 1,463.3 1,452.5 1,421.8
R2 1,436.0 1,436.0 1,419.3
R1 1,425.3 1,425.3 1,416.8 1,430.8
PP 1,409.0 1,409.0 1,409.0 1,411.5
S1 1,398.0 1,398.0 1,411.8 1,403.5
S2 1,381.8 1,381.8 1,409.3
S3 1,354.5 1,370.8 1,406.8
S4 1,327.3 1,343.5 1,399.3
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 1,419.8 1,383.3 36.5 2.6% 18.0 1.3% 85% True False 37,374
10 1,419.8 1,351.0 68.8 4.9% 16.3 1.1% 92% True False 18,820
20 1,419.8 1,344.3 75.5 5.3% 14.5 1.0% 93% True False 9,526
40 1,420.0 1,343.1 76.9 5.4% 10.8 0.8% 93% False False 4,769
60 1,420.0 1,332.3 87.7 6.2% 10.5 0.7% 94% False False 3,182
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,535.5
2.618 1,491.0
1.618 1,463.8
1.000 1,447.0
0.618 1,436.5
HIGH 1,419.8
0.618 1,409.5
0.500 1,406.3
0.382 1,403.0
LOW 1,392.5
0.618 1,375.8
1.000 1,365.5
1.618 1,348.5
2.618 1,321.5
4.250 1,277.0
Fisher Pivots for day following 08-Jun-2017
Pivot 1 day 3 day
R1 1,411.5 1,410.0
PP 1,409.0 1,405.8
S1 1,406.3 1,401.5

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

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