ICE Russell 2000 Mini Future June 2018


Trading Metrics calculated at close of trading on 30-May-2018
Day Change Summary
Previous Current
29-May-2018 30-May-2018 Change Change % Previous Week
Open 1,624.7 1,623.4 -1.3 -0.1% 1,632.8
High 1,630.7 1,652.8 22.1 1.4% 1,643.3
Low 1,607.2 1,620.8 13.6 0.8% 1,614.9
Close 1,625.1 1,649.2 24.1 1.5% 1,625.7
Range 23.5 32.0 8.5 36.2% 28.4
ATR 18.7 19.6 1.0 5.1% 0.0
Volume 5,275 5,700 425 8.1% 15,959
Daily Pivots for day following 30-May-2018
Classic Woodie Camarilla DeMark
R4 1,737.0 1,725.0 1,666.8
R3 1,705.0 1,693.0 1,658.0
R2 1,673.0 1,673.0 1,655.0
R1 1,661.0 1,661.0 1,652.3 1,667.0
PP 1,641.0 1,641.0 1,641.0 1,644.0
S1 1,629.0 1,629.0 1,646.3 1,635.0
S2 1,609.0 1,609.0 1,643.3
S3 1,577.0 1,597.0 1,640.5
S4 1,545.0 1,565.0 1,631.5
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 1,652.8 1,607.2 45.6 2.8% 19.8 1.2% 92% True False 4,268
10 1,652.8 1,600.3 52.5 3.2% 17.3 1.0% 93% True False 3,798
20 1,652.8 1,531.1 121.7 7.4% 18.5 1.1% 97% True False 4,071
40 1,652.8 1,484.3 168.5 10.2% 21.0 1.3% 98% True False 4,835
60 1,652.8 1,482.6 170.2 10.3% 23.3 1.4% 98% True False 6,743
80 1,652.8 1,464.3 188.5 11.4% 20.5 1.2% 98% True False 5,072
100 1,652.8 1,464.3 188.5 11.4% 17.3 1.1% 98% True False 4,058
120 1,652.8 1,464.3 188.5 11.4% 14.8 0.9% 98% True False 3,382
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.7
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 1,788.8
2.618 1,736.5
1.618 1,704.5
1.000 1,684.8
0.618 1,672.5
HIGH 1,652.8
0.618 1,640.5
0.500 1,636.8
0.382 1,633.0
LOW 1,620.8
0.618 1,601.0
1.000 1,588.8
1.618 1,569.0
2.618 1,537.0
4.250 1,484.8
Fisher Pivots for day following 30-May-2018
Pivot 1 day 3 day
R1 1,645.0 1,642.8
PP 1,641.0 1,636.5
S1 1,636.8 1,630.0

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

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