ICE Russell 2000 Mini Future June 2017

Trading Metrics calculated at close of trading on 10-May-2017

Day Change Summary
	Previous	Current
	09-May-2017	10-May-2017	Change	Change %	Previous Week
Open	1,390.8	1,385.2	-5.6	-0.4%	1,398.8
High	1,395.1	1,400.0	4.9	0.4%	1,410.9
Low	1,384.2	1,382.8	-1.4	-0.1%	1,377.7
Close	1,389.4	1,398.2	8.8	0.6%	1,397.1
Range	10.9	17.2	6.3	57.8%	33.2
ATR	18.2	18.1	-0.1	-0.4%	0.0
Volume	118,950	117,011	-1,939	-1.6%	589,872

Daily Pivots for day following 10-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	1,445.3	1,439.0	1,407.8
R3	1,428.0	1,421.8	1,403.0
R2	1,410.8	1,410.8	1,401.3
R1	1,404.5	1,404.5	1,399.8	1,407.8
PP	1,393.8	1,393.8	1,393.8	1,395.3
S1	1,387.3	1,387.3	1,396.5	1,390.5
S2	1,376.5	1,376.5	1,395.0
S3	1,359.3	1,370.3	1,393.5
S4	1,342.0	1,353.0	1,388.8

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	1,403.3	1,377.7	25.6	1.8%	16.3	1.2%	80%	False	False	113,403
10	1,426.0	1,377.7	48.3	3.5%	17.0	1.2%	42%	False	False	121,057
20	1,426.3	1,341.0	85.3	6.1%	17.8	1.3%	67%	False	False	131,319
40	1,426.3	1,331.8	94.5	6.8%	19.3	1.4%	70%	False	False	147,362
60	1,426.3	1,331.8	94.5	6.8%	17.8	1.3%	70%	False	False	113,775
80	1,426.3	1,331.8	94.5	6.8%	15.5	1.1%	70%	False	False	85,337
100	1,426.3	1,331.8	94.5	6.8%	13.5	1.0%	70%	False	False	68,272

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	3.9
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,473.0
2.618	1,445.0
1.618	1,427.8
1.000	1,417.3
0.618	1,410.8
HIGH	1,400.0
0.618	1,393.5
0.500	1,391.5
0.382	1,389.3
LOW	1,382.8
0.618	1,372.3
1.000	1,365.5
1.618	1,355.0
2.618	1,337.8
4.250	1,309.8

Fisher Pivots for day following 10-May-2017
Pivot	1 day	3 day
R1	1,396.0	1,396.5
PP	1,393.8	1,394.8
S1	1,391.5	1,393.0

Download as Excel Spreadsheet

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

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