ICE Russell 2000 Mini Future June 2017

Trading Metrics calculated at close of trading on 12-May-2017

Day Change Summary
	Previous	Current
	11-May-2017	12-May-2017	Change	Change %	Previous Week
Open	1,397.4	1,386.7	-10.7	-0.8%	1,400.0
High	1,398.1	1,387.4	-10.7	-0.8%	1,403.3
Low	1,376.0	1,377.8	1.8	0.1%	1,376.0
Close	1,387.3	1,380.6	-6.7	-0.5%	1,380.6
Range	22.1	9.6	-12.5	-56.6%	27.3
ATR	18.4	17.8	-0.6	-3.4%	0.0
Volume	143,532	133,297	-10,235	-7.1%	612,879

Daily Pivots for day following 12-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	1,410.8	1,405.3	1,386.0
R3	1,401.3	1,395.8	1,383.3
R2	1,391.5	1,391.5	1,382.3
R1	1,386.0	1,386.0	1,381.5	1,384.0
PP	1,382.0	1,382.0	1,382.0	1,381.0
S1	1,376.5	1,376.5	1,379.8	1,374.5
S2	1,372.3	1,372.3	1,378.8
S3	1,362.8	1,366.8	1,378.0
S4	1,353.3	1,357.3	1,375.3

Weekly Pivots for week ending 12-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	1,468.5	1,451.8	1,395.5
R3	1,441.3	1,424.5	1,388.0
R2	1,414.0	1,414.0	1,385.5
R1	1,397.3	1,397.3	1,383.0	1,392.0
PP	1,386.8	1,386.8	1,386.8	1,384.0
S1	1,370.0	1,370.0	1,378.0	1,364.8
S2	1,359.3	1,359.3	1,375.5
S3	1,332.0	1,342.8	1,373.0
S4	1,304.8	1,315.3	1,365.5

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%	15.8	1.1%	17%	False	False	122,575
10	1,410.9	1,376.0	34.9	2.5%	16.0	1.2%	13%	False	False	120,275
20	1,426.3	1,341.0	85.3	6.2%	17.0	1.2%	46%	False	False	129,701
40	1,426.3	1,331.8	94.5	6.8%	19.0	1.4%	52%	False	False	145,083
60	1,426.3	1,331.8	94.5	6.8%	17.8	1.3%	52%	False	False	118,387
80	1,426.3	1,331.8	94.5	6.8%	15.8	1.1%	52%	False	False	88,797
100	1,426.3	1,331.8	94.5	6.8%	13.8	1.0%	52%	False	False	71,040

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	3.3
Narrowest range in 56 trading days

Fibonacci Retracements and Extensions
4.250	1,428.3
2.618	1,412.5
1.618	1,403.0
1.000	1,397.0
0.618	1,393.3
HIGH	1,387.5
0.618	1,383.8
0.500	1,382.5
0.382	1,381.5
LOW	1,377.8
0.618	1,371.8
1.000	1,368.3
1.618	1,362.3
2.618	1,352.8
4.250	1,337.0

Fisher Pivots for day following 12-May-2017
Pivot	1 day	3 day
R1	1,382.5	1,388.0
PP	1,382.0	1,385.5
S1	1,381.3	1,383.0

Download as Excel Spreadsheet

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

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