ICE Russell 2000 Mini Future June 2017


Trading Metrics calculated at close of trading on 08-May-2017
Day Change Summary
Previous Current
05-May-2017 08-May-2017 Change Change % Previous Week
Open 1,389.1 1,400.0 10.9 0.8% 1,398.8
High 1,397.5 1,403.3 5.8 0.4% 1,410.9
Low 1,381.9 1,384.2 2.3 0.2% 1,377.7
Close 1,397.1 1,390.6 -6.5 -0.5% 1,397.1
Range 15.6 19.1 3.5 22.4% 33.2
ATR 18.7 18.7 0.0 0.1% 0.0
Volume 100,043 100,089 46 0.0% 589,872
Daily Pivots for day following 08-May-2017
Classic Woodie Camarilla DeMark
R4 1,450.0 1,439.5 1,401.0
R3 1,431.0 1,420.3 1,395.8
R2 1,411.8 1,411.8 1,394.0
R1 1,401.3 1,401.3 1,392.3 1,397.0
PP 1,392.8 1,392.8 1,392.8 1,390.5
S1 1,382.0 1,382.0 1,388.8 1,377.8
S2 1,373.5 1,373.5 1,387.0
S3 1,354.5 1,363.0 1,385.3
S4 1,335.5 1,344.0 1,380.0
Weekly Pivots for week ending 05-May-2017
Classic Woodie Camarilla DeMark
R4 1,494.8 1,479.3 1,415.3
R3 1,461.8 1,446.0 1,406.3
R2 1,428.5 1,428.5 1,403.3
R1 1,412.8 1,412.8 1,400.3 1,404.0
PP 1,395.3 1,395.3 1,395.3 1,390.8
S1 1,379.5 1,379.5 1,394.0 1,370.8
S2 1,362.0 1,362.0 1,391.0
S3 1,328.8 1,346.3 1,388.0
S4 1,295.8 1,313.3 1,378.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,410.9 1,377.7 33.2 2.4% 17.3 1.2% 39% False False 114,541
10 1,426.3 1,377.7 48.6 3.5% 18.3 1.3% 27% False False 129,178
20 1,426.3 1,341.0 85.3 6.1% 18.3 1.3% 58% False False 136,633
40 1,426.3 1,331.8 94.5 6.8% 19.3 1.4% 62% False False 153,526
60 1,426.3 1,331.8 94.5 6.8% 17.5 1.3% 62% False False 109,846
80 1,426.3 1,331.8 94.5 6.8% 15.3 1.1% 62% False False 82,388
100 1,426.3 1,331.8 94.5 6.8% 13.3 0.9% 62% False False 65,912
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.7
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,484.5
2.618 1,453.3
1.618 1,434.3
1.000 1,422.5
0.618 1,415.0
HIGH 1,403.3
0.618 1,396.0
0.500 1,393.8
0.382 1,391.5
LOW 1,384.3
0.618 1,372.5
1.000 1,365.0
1.618 1,353.3
2.618 1,334.3
4.250 1,303.0
Fisher Pivots for day following 08-May-2017
Pivot 1 day 3 day
R1 1,393.8 1,390.5
PP 1,392.8 1,390.5
S1 1,391.8 1,390.5

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

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