ICE Russell 2000 Mini Future June 2018


Trading Metrics calculated at close of trading on 30-Apr-2018
Day Change Summary
Previous Current
27-Apr-2018 30-Apr-2018 Change Change % Previous Week
Open 1,560.8 1,558.4 -2.4 -0.2% 1,573.2
High 1,564.7 1,567.0 2.3 0.1% 1,577.7
Low 1,548.4 1,542.0 -6.4 -0.4% 1,540.5
Close 1,558.9 1,543.8 -15.1 -1.0% 1,558.9
Range 16.3 25.0 8.7 53.4% 37.2
ATR 23.2 23.4 0.1 0.5% 0.0
Volume 3,637 4,617 980 26.9% 21,688
Daily Pivots for day following 30-Apr-2018
Classic Woodie Camarilla DeMark
R4 1,626.0 1,609.8 1,557.5
R3 1,601.0 1,584.8 1,550.8
R2 1,576.0 1,576.0 1,548.5
R1 1,559.8 1,559.8 1,546.0 1,555.5
PP 1,551.0 1,551.0 1,551.0 1,548.8
S1 1,534.8 1,534.8 1,541.5 1,530.5
S2 1,526.0 1,526.0 1,539.3
S3 1,501.0 1,509.8 1,537.0
S4 1,476.0 1,484.8 1,530.0
Weekly Pivots for week ending 27-Apr-2018
Classic Woodie Camarilla DeMark
R4 1,670.8 1,652.0 1,579.3
R3 1,633.5 1,614.8 1,569.3
R2 1,596.3 1,596.3 1,565.8
R1 1,577.5 1,577.5 1,562.3 1,568.3
PP 1,559.0 1,559.0 1,559.0 1,554.5
S1 1,540.3 1,540.3 1,555.5 1,531.0
S2 1,521.8 1,521.8 1,552.0
S3 1,484.8 1,503.3 1,548.8
S4 1,447.5 1,466.0 1,538.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,577.7 1,540.5 37.2 2.4% 22.0 1.4% 9% False False 4,305
10 1,595.9 1,540.5 55.4 3.6% 20.0 1.3% 6% False False 4,522
20 1,595.9 1,484.3 111.6 7.2% 23.5 1.5% 53% False False 6,003
40 1,615.7 1,482.6 133.1 8.6% 26.0 1.7% 46% False False 7,969
60 1,615.7 1,464.3 151.4 9.8% 21.8 1.4% 53% False False 5,329
80 1,615.9 1,464.3 151.6 9.8% 16.8 1.1% 52% False False 3,997
100 1,615.9 1,464.3 151.6 9.8% 13.8 0.9% 52% False False 3,198
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.1
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,673.3
2.618 1,632.5
1.618 1,607.5
1.000 1,592.0
0.618 1,582.5
HIGH 1,567.0
0.618 1,557.5
0.500 1,554.5
0.382 1,551.5
LOW 1,542.0
0.618 1,526.5
1.000 1,517.0
1.618 1,501.5
2.618 1,476.5
4.250 1,435.8
Fisher Pivots for day following 30-Apr-2018
Pivot 1 day 3 day
R1 1,554.5 1,554.5
PP 1,551.0 1,551.0
S1 1,547.3 1,547.3

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

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