ICE Russell 2000 Mini Future June 2017

Trading Metrics calculated at close of trading on 11-May-2017

Day Change Summary
	Previous	Current
	10-May-2017	11-May-2017	Change	Change %	Previous Week
Open	1,385.2	1,397.4	12.2	0.9%	1,398.8
High	1,400.0	1,398.1	-1.9	-0.1%	1,410.9
Low	1,382.8	1,376.0	-6.8	-0.5%	1,377.7
Close	1,398.2	1,387.3	-10.9	-0.8%	1,397.1
Range	17.2	22.1	4.9	28.5%	33.2
ATR	18.1	18.4	0.3	1.6%	0.0
Volume	117,011	143,532	26,521	22.7%	589,872

Daily Pivots for day following 11-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	1,453.5	1,442.5	1,399.5
R3	1,431.3	1,420.3	1,393.5
R2	1,409.3	1,409.3	1,391.3
R1	1,398.3	1,398.3	1,389.3	1,392.8
PP	1,387.3	1,387.3	1,387.3	1,384.3
S1	1,376.3	1,376.3	1,385.3	1,370.5
S2	1,365.0	1,365.0	1,383.3
S3	1,343.0	1,354.0	1,381.3
S4	1,320.8	1,332.0	1,375.3

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	1,376.0	27.3	2.0%	17.0	1.2%	41%	False	True	115,925
10	1,420.9	1,376.0	44.9	3.2%	17.8	1.3%	25%	False	True	123,495
20	1,426.3	1,341.0	85.3	6.1%	17.5	1.3%	54%	False	False	130,901
40	1,426.3	1,331.8	94.5	6.8%	19.0	1.4%	59%	False	False	145,446
60	1,426.3	1,331.8	94.5	6.8%	17.8	1.3%	59%	False	False	116,166
80	1,426.3	1,331.8	94.5	6.8%	15.8	1.1%	59%	False	False	87,131
100	1,426.3	1,331.8	94.5	6.8%	13.8	1.0%	59%	False	False	69,707

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.5
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	1,492.0
2.618	1,456.0
1.618	1,433.8
1.000	1,420.3
0.618	1,411.8
HIGH	1,398.0
0.618	1,389.8
0.500	1,387.0
0.382	1,384.5
LOW	1,376.0
0.618	1,362.3
1.000	1,354.0
1.618	1,340.3
2.618	1,318.3
4.250	1,282.0

Fisher Pivots for day following 11-May-2017
Pivot	1 day	3 day
R1	1,387.3	1,388.0
PP	1,387.3	1,387.8
S1	1,387.0	1,387.5

Download as Excel Spreadsheet

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

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