ICE Russell 2000 Mini Future June 2017


Trading Metrics calculated at close of trading on 21-Apr-2017
Day Change Summary
Previous Current
20-Apr-2017 21-Apr-2017 Change Change % Previous Week
Open 1,365.8 1,381.7 15.9 1.2% 1,343.8
High 1,384.1 1,384.5 0.4 0.0% 1,384.5
Low 1,364.1 1,374.2 10.1 0.7% 1,341.0
Close 1,381.6 1,379.8 -1.8 -0.1% 1,379.8
Range 20.0 10.3 -9.7 -48.5% 43.5
ATR 19.8 19.1 -0.7 -3.4% 0.0
Volume 139,549 131,550 -7,999 -5.7% 646,189
Daily Pivots for day following 21-Apr-2017
Classic Woodie Camarilla DeMark
R4 1,410.5 1,405.5 1,385.5
R3 1,400.0 1,395.0 1,382.8
R2 1,389.8 1,389.8 1,381.8
R1 1,384.8 1,384.8 1,380.8 1,382.3
PP 1,379.5 1,379.5 1,379.5 1,378.3
S1 1,374.5 1,374.5 1,378.8 1,371.8
S2 1,369.3 1,369.3 1,378.0
S3 1,359.0 1,364.3 1,377.0
S4 1,348.5 1,354.0 1,374.3
Weekly Pivots for week ending 21-Apr-2017
Classic Woodie Camarilla DeMark
R4 1,499.0 1,482.8 1,403.8
R3 1,455.5 1,439.3 1,391.8
R2 1,412.0 1,412.0 1,387.8
R1 1,395.8 1,395.8 1,383.8 1,404.0
PP 1,368.5 1,368.5 1,368.5 1,372.5
S1 1,352.3 1,352.3 1,375.8 1,360.5
S2 1,325.0 1,325.0 1,371.8
S3 1,281.5 1,308.8 1,367.8
S4 1,238.0 1,265.3 1,356.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,384.5 1,341.0 43.5 3.2% 17.0 1.2% 89% True False 129,237
10 1,384.5 1,341.0 43.5 3.2% 19.0 1.4% 89% True False 144,247
20 1,390.6 1,332.2 58.4 4.2% 19.8 1.4% 82% False False 146,832
40 1,414.0 1,331.8 82.2 6.0% 19.0 1.4% 58% False False 128,881
60 1,414.0 1,331.8 82.2 6.0% 16.0 1.2% 58% False False 85,931
80 1,414.0 1,331.8 82.2 6.0% 13.5 1.0% 58% False False 64,451
100 1,414.0 1,307.6 106.4 7.7% 11.5 0.8% 68% False False 51,561
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.3
Narrowest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 1,428.3
2.618 1,411.5
1.618 1,401.3
1.000 1,394.8
0.618 1,390.8
HIGH 1,384.5
0.618 1,380.5
0.500 1,379.3
0.382 1,378.3
LOW 1,374.3
0.618 1,367.8
1.000 1,364.0
1.618 1,357.5
2.618 1,347.3
4.250 1,330.5
Fisher Pivots for day following 21-Apr-2017
Pivot 1 day 3 day
R1 1,379.8 1,377.3
PP 1,379.5 1,374.5
S1 1,379.3 1,372.0

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

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