ICE Russell 2000 Mini Future June 2017

Trading Metrics calculated at close of trading on 16-May-2017

Day Change Summary
	Previous	Current
	15-May-2017	16-May-2017	Change	Change %	Previous Week
Open	1,383.0	1,392.9	9.9	0.7%	1,400.0
High	1,399.2	1,396.9	-2.3	-0.2%	1,403.3
Low	1,381.8	1,382.5	0.7	0.1%	1,376.0
Close	1,392.7	1,393.2	0.5	0.0%	1,380.6
Range	17.4	14.4	-3.0	-17.2%	27.3
ATR	17.8	17.6	-0.2	-1.4%	0.0
Volume	118,420	116,582	-1,838	-1.6%	612,879

Daily Pivots for day following 16-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	1,434.0	1,428.0	1,401.0
R3	1,419.8	1,413.8	1,397.3
R2	1,405.3	1,405.3	1,395.8
R1	1,399.3	1,399.3	1,394.5	1,402.3
PP	1,390.8	1,390.8	1,390.8	1,392.5
S1	1,384.8	1,384.8	1,392.0	1,387.8
S2	1,376.5	1,376.5	1,390.5
S3	1,362.0	1,370.5	1,389.3
S4	1,347.8	1,356.0	1,385.3

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	1,400.0	1,376.0	24.0	1.7%	16.3	1.2%	72%	False	False	125,768
10	1,403.3	1,376.0	27.3	2.0%	15.8	1.1%	63%	False	False	121,489
20	1,426.3	1,359.3	67.0	4.8%	16.8	1.2%	51%	False	False	129,876
40	1,426.3	1,331.8	94.5	6.8%	19.3	1.4%	65%	False	False	145,140
60	1,426.3	1,331.8	94.5	6.8%	18.0	1.3%	65%	False	False	122,303
80	1,426.3	1,331.8	94.5	6.8%	16.0	1.2%	65%	False	False	91,735
100	1,426.3	1,331.8	94.5	6.8%	14.0	1.0%	65%	False	False	73,390

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	3.2
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,458.0
2.618	1,434.5
1.618	1,420.3
1.000	1,411.3
0.618	1,405.8
HIGH	1,397.0
0.618	1,391.5
0.500	1,389.8
0.382	1,388.0
LOW	1,382.5
0.618	1,373.5
1.000	1,368.0
1.618	1,359.3
2.618	1,344.8
4.250	1,321.3

Fisher Pivots for day following 16-May-2017
Pivot	1 day	3 day
R1	1,392.0	1,391.8
PP	1,390.8	1,390.0
S1	1,389.8	1,388.5

Download as Excel Spreadsheet

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

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