ICE Russell 2000 Mini Future June 2018


Trading Metrics calculated at close of trading on 25-May-2018
Day Change Summary
Previous Current
24-May-2018 25-May-2018 Change Change % Previous Week
Open 1,628.4 1,631.0 2.6 0.2% 1,632.8
High 1,632.3 1,635.8 3.5 0.2% 1,643.3
Low 1,614.9 1,623.2 8.3 0.5% 1,614.9
Close 1,630.1 1,625.7 -4.4 -0.3% 1,625.7
Range 17.4 12.6 -4.8 -27.6% 28.4
ATR 18.7 18.3 -0.4 -2.3% 0.0
Volume 3,610 3,092 -518 -14.3% 15,959
Daily Pivots for day following 25-May-2018
Classic Woodie Camarilla DeMark
R4 1,666.0 1,658.5 1,632.8
R3 1,653.5 1,645.8 1,629.3
R2 1,640.8 1,640.8 1,628.0
R1 1,633.3 1,633.3 1,626.8 1,630.8
PP 1,628.3 1,628.3 1,628.3 1,627.0
S1 1,620.8 1,620.8 1,624.5 1,618.3
S2 1,615.8 1,615.8 1,623.5
S3 1,603.0 1,608.0 1,622.3
S4 1,590.5 1,595.5 1,618.8
Weekly Pivots for week ending 25-May-2018
Classic Woodie Camarilla DeMark
R4 1,713.3 1,697.8 1,641.3
R3 1,684.8 1,669.5 1,633.5
R2 1,656.3 1,656.3 1,631.0
R1 1,641.0 1,641.0 1,628.3 1,634.5
PP 1,628.0 1,628.0 1,628.0 1,624.8
S1 1,612.8 1,612.8 1,623.0 1,606.0
S2 1,599.5 1,599.5 1,620.5
S3 1,571.3 1,584.3 1,618.0
S4 1,542.8 1,555.8 1,610.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,643.3 1,614.9 28.4 1.7% 14.5 0.9% 38% False False 3,191
10 1,643.3 1,591.2 52.1 3.2% 14.8 0.9% 66% False False 3,769
20 1,643.3 1,527.2 116.1 7.1% 18.3 1.1% 85% False False 3,983
40 1,643.3 1,482.6 160.7 9.9% 21.5 1.3% 89% False False 5,225
60 1,643.3 1,482.6 160.7 9.9% 23.5 1.5% 89% False False 6,569
80 1,643.3 1,464.3 179.0 11.0% 20.5 1.3% 90% False False 4,935
100 1,643.3 1,464.3 179.0 11.0% 16.8 1.0% 90% False False 3,948
120 1,643.3 1,464.3 179.0 11.0% 14.3 0.9% 90% False False 3,290
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 3.7
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,689.3
2.618 1,668.8
1.618 1,656.3
1.000 1,648.5
0.618 1,643.5
HIGH 1,635.8
0.618 1,631.0
0.500 1,629.5
0.382 1,628.0
LOW 1,623.3
0.618 1,615.5
1.000 1,610.5
1.618 1,602.8
2.618 1,590.3
4.250 1,569.8
Fisher Pivots for day following 25-May-2018
Pivot 1 day 3 day
R1 1,629.5 1,625.5
PP 1,628.3 1,625.5
S1 1,627.0 1,625.3

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

View Archives - Comment on this page... - Back to Index of Symbols