ICE Russell 2000 Mini Future September 2017


Trading Metrics calculated at close of trading on 30-Jun-2017
Day Change Summary
Previous Current
29-Jun-2017 30-Jun-2017 Change Change % Previous Week
Open 1,431.3 1,416.9 -14.4 -1.0% 1,411.3
High 1,432.2 1,421.4 -10.8 -0.8% 1,432.2
Low 1,401.0 1,411.4 10.4 0.7% 1,401.0
Close 1,418.0 1,414.3 -3.7 -0.3% 1,414.3
Range 31.2 10.0 -21.2 -67.9% 31.2
ATR 18.0 17.4 -0.6 -3.2% 0.0
Volume 178,860 138,099 -40,761 -22.8% 715,259
Daily Pivots for day following 30-Jun-2017
Classic Woodie Camarilla DeMark
R4 1,445.8 1,440.0 1,419.8
R3 1,435.8 1,430.0 1,417.0
R2 1,425.8 1,425.8 1,416.3
R1 1,420.0 1,420.0 1,415.3 1,417.8
PP 1,415.8 1,415.8 1,415.8 1,414.5
S1 1,410.0 1,410.0 1,413.5 1,407.8
S2 1,405.8 1,405.8 1,412.5
S3 1,395.8 1,400.0 1,411.5
S4 1,385.8 1,390.0 1,408.8
Weekly Pivots for week ending 30-Jun-2017
Classic Woodie Camarilla DeMark
R4 1,509.5 1,493.0 1,431.5
R3 1,478.3 1,461.8 1,423.0
R2 1,447.0 1,447.0 1,420.0
R1 1,430.8 1,430.8 1,417.3 1,438.8
PP 1,415.8 1,415.8 1,415.8 1,420.0
S1 1,399.5 1,399.5 1,411.5 1,407.8
S2 1,384.8 1,384.8 1,408.5
S3 1,353.5 1,368.3 1,405.8
S4 1,322.3 1,337.0 1,397.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,432.2 1,401.0 31.2 2.2% 20.8 1.5% 43% False False 143,051
10 1,432.2 1,393.5 38.7 2.7% 18.3 1.3% 54% False False 126,950
20 1,434.6 1,383.3 51.3 3.6% 17.8 1.3% 60% False False 134,609
40 1,434.6 1,344.3 90.3 6.4% 14.8 1.0% 78% False False 67,412
60 1,434.6 1,343.1 91.5 6.5% 12.5 0.9% 78% False False 44,945
80 1,434.6 1,332.3 102.3 7.2% 11.8 0.8% 80% False False 33,710
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 3.8
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1,464.0
2.618 1,447.5
1.618 1,437.5
1.000 1,431.5
0.618 1,427.5
HIGH 1,421.5
0.618 1,417.5
0.500 1,416.5
0.382 1,415.3
LOW 1,411.5
0.618 1,405.3
1.000 1,401.5
1.618 1,395.3
2.618 1,385.3
4.250 1,369.0
Fisher Pivots for day following 30-Jun-2017
Pivot 1 day 3 day
R1 1,416.5 1,416.5
PP 1,415.8 1,415.8
S1 1,415.0 1,415.0

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

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