ICE Russell 2000 Mini Future June 2017


Trading Metrics calculated at close of trading on 24-Mar-2017
Day Change Summary
Previous Current
23-Mar-2017 24-Mar-2017 Change Change % Previous Week
Open 1,345.4 1,352.6 7.2 0.5% 1,388.8
High 1,361.5 1,363.3 1.8 0.1% 1,390.9
Low 1,340.5 1,346.8 6.3 0.5% 1,331.8
Close 1,350.6 1,354.6 4.0 0.3% 1,354.6
Range 21.0 16.5 -4.5 -21.4% 59.1
ATR 17.8 17.7 -0.1 -0.5% 0.0
Volume 190,992 166,154 -24,838 -13.0% 952,791
Daily Pivots for day following 24-Mar-2017
Classic Woodie Camarilla DeMark
R4 1,404.5 1,396.0 1,363.8
R3 1,388.0 1,379.5 1,359.3
R2 1,371.5 1,371.5 1,357.5
R1 1,363.0 1,363.0 1,356.0 1,367.3
PP 1,355.0 1,355.0 1,355.0 1,357.0
S1 1,346.5 1,346.5 1,353.0 1,350.8
S2 1,338.5 1,338.5 1,351.5
S3 1,322.0 1,330.0 1,350.0
S4 1,305.5 1,313.5 1,345.5
Weekly Pivots for week ending 24-Mar-2017
Classic Woodie Camarilla DeMark
R4 1,536.5 1,504.5 1,387.0
R3 1,477.3 1,445.5 1,370.8
R2 1,418.3 1,418.3 1,365.5
R1 1,386.5 1,386.5 1,360.0 1,372.8
PP 1,359.0 1,359.0 1,359.0 1,352.3
S1 1,327.3 1,327.3 1,349.3 1,313.8
S2 1,300.0 1,300.0 1,343.8
S3 1,241.0 1,268.3 1,338.3
S4 1,181.8 1,209.0 1,322.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,390.9 1,331.8 59.1 4.4% 22.5 1.7% 39% False False 190,558
10 1,393.5 1,331.8 61.7 4.6% 19.5 1.4% 37% False False 193,550
20 1,414.0 1,331.8 82.2 6.1% 18.5 1.4% 28% False False 119,235
40 1,414.0 1,331.8 82.2 6.1% 14.5 1.1% 28% False False 59,634
60 1,414.0 1,331.8 82.2 6.1% 11.8 0.9% 28% False False 39,760
80 1,414.0 1,307.6 106.4 7.9% 9.5 0.7% 44% False False 29,821
Crabel Price Patterns
NR True
NR4 False
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 False
Bear Hook False
Bull Hook False
Stretch 3.7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,433.5
2.618 1,406.5
1.618 1,390.0
1.000 1,379.8
0.618 1,373.5
HIGH 1,363.3
0.618 1,357.0
0.500 1,355.0
0.382 1,353.0
LOW 1,346.8
0.618 1,336.5
1.000 1,330.3
1.618 1,320.0
2.618 1,303.5
4.250 1,276.8
Fisher Pivots for day following 24-Mar-2017
Pivot 1 day 3 day
R1 1,355.0 1,352.3
PP 1,355.0 1,350.0
S1 1,354.8 1,347.5

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

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