ICE Russell 2000 Mini Future September 2017


Trading Metrics calculated at close of trading on 06-Jul-2017
Day Change Summary
Previous Current
05-Jul-2017 06-Jul-2017 Change Change % Previous Week
Open 1,413.4 1,418.7 5.3 0.4% 1,411.3
High 1,422.9 1,419.6 -3.3 -0.2% 1,432.2
Low 1,411.0 1,398.1 -12.9 -0.9% 1,401.0
Close 1,418.5 1,400.3 -18.2 -1.3% 1,414.3
Range 11.9 21.5 9.6 80.7% 31.2
ATR 17.2 17.6 0.3 1.8% 0.0
Volume 114,345 137,268 22,923 20.0% 715,259
Daily Pivots for day following 06-Jul-2017
Classic Woodie Camarilla DeMark
R4 1,470.5 1,457.0 1,412.0
R3 1,449.0 1,435.5 1,406.3
R2 1,427.5 1,427.5 1,404.3
R1 1,414.0 1,414.0 1,402.3 1,410.0
PP 1,406.0 1,406.0 1,406.0 1,404.0
S1 1,392.5 1,392.5 1,398.3 1,388.5
S2 1,384.5 1,384.5 1,396.3
S3 1,363.0 1,371.0 1,394.5
S4 1,341.5 1,349.5 1,388.5
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 1,398.1 34.1 2.4% 18.8 1.3% 6% False True 129,480
10 1,432.2 1,393.5 38.7 2.8% 18.8 1.3% 18% False False 127,893
20 1,434.6 1,392.6 42.0 3.0% 18.3 1.3% 18% False False 149,668
40 1,434.6 1,344.3 90.3 6.4% 15.8 1.1% 62% False False 75,672
60 1,434.6 1,343.1 91.5 6.5% 13.0 0.9% 63% False False 50,452
80 1,434.6 1,332.3 102.3 7.3% 12.0 0.9% 66% False False 37,841
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.2
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,511.0
2.618 1,476.0
1.618 1,454.5
1.000 1,441.0
0.618 1,433.0
HIGH 1,419.5
0.618 1,411.5
0.500 1,408.8
0.382 1,406.3
LOW 1,398.0
0.618 1,384.8
1.000 1,376.5
1.618 1,363.3
2.618 1,341.8
4.250 1,306.8
Fisher Pivots for day following 06-Jul-2017
Pivot 1 day 3 day
R1 1,408.8 1,414.0
PP 1,406.0 1,409.5
S1 1,403.3 1,404.8

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

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