ICE Russell 2000 Mini Future June 2018


Trading Metrics calculated at close of trading on 14-May-2018
Day Change Summary
Previous Current
11-May-2018 14-May-2018 Change Change % Previous Week
Open 1,605.5 1,608.1 2.6 0.2% 1,567.1
High 1,610.6 1,616.2 5.6 0.3% 1,610.9
Low 1,599.7 1,598.5 -1.2 -0.1% 1,566.9
Close 1,609.1 1,604.0 -5.1 -0.3% 1,609.1
Range 10.9 17.7 6.8 62.4% 44.0
ATR 21.9 21.6 -0.3 -1.4% 0.0
Volume 3,474 4,836 1,362 39.2% 19,113
Daily Pivots for day following 14-May-2018
Classic Woodie Camarilla DeMark
R4 1,659.3 1,649.3 1,613.8
R3 1,641.8 1,631.8 1,608.8
R2 1,624.0 1,624.0 1,607.3
R1 1,614.0 1,614.0 1,605.5 1,610.0
PP 1,606.3 1,606.3 1,606.3 1,604.3
S1 1,596.3 1,596.3 1,602.5 1,592.5
S2 1,588.5 1,588.5 1,600.8
S3 1,570.8 1,578.5 1,599.3
S4 1,553.3 1,560.8 1,594.3
Weekly Pivots for week ending 11-May-2018
Classic Woodie Camarilla DeMark
R4 1,727.8 1,712.3 1,633.3
R3 1,683.8 1,668.3 1,621.3
R2 1,639.8 1,639.8 1,617.3
R1 1,624.3 1,624.3 1,613.3 1,632.0
PP 1,595.8 1,595.8 1,595.8 1,599.5
S1 1,580.3 1,580.3 1,605.0 1,588.0
S2 1,551.8 1,551.8 1,601.0
S3 1,507.8 1,536.3 1,597.0
S4 1,463.8 1,492.3 1,585.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,616.2 1,575.0 41.2 2.6% 15.0 0.9% 70% True False 4,080
10 1,616.2 1,527.2 89.0 5.5% 21.0 1.3% 86% True False 4,219
20 1,616.2 1,527.2 89.0 5.5% 20.5 1.3% 86% True False 4,371
40 1,616.2 1,482.6 133.6 8.3% 25.5 1.6% 91% True False 7,530
60 1,616.2 1,482.6 133.6 8.3% 22.8 1.4% 91% True False 6,031
80 1,616.2 1,464.3 151.9 9.5% 19.0 1.2% 92% True False 4,524
100 1,616.2 1,464.3 151.9 9.5% 15.5 1.0% 92% True False 3,620
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.7
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,691.5
2.618 1,662.5
1.618 1,644.8
1.000 1,634.0
0.618 1,627.3
HIGH 1,616.3
0.618 1,609.5
0.500 1,607.3
0.382 1,605.3
LOW 1,598.5
0.618 1,587.5
1.000 1,580.8
1.618 1,569.8
2.618 1,552.3
4.250 1,523.3
Fisher Pivots for day following 14-May-2018
Pivot 1 day 3 day
R1 1,607.3 1,606.3
PP 1,606.3 1,605.5
S1 1,605.0 1,604.8

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

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