ICE Russell 2000 Mini Future June 2017


Trading Metrics calculated at close of trading on 19-May-2017
Day Change Summary
Previous Current
18-May-2017 19-May-2017 Change Change % Previous Week
Open 1,357.1 1,359.2 2.1 0.2% 1,383.0
High 1,365.1 1,373.6 8.5 0.6% 1,399.2
Low 1,344.1 1,356.0 11.9 0.9% 1,344.1
Close 1,357.9 1,365.9 8.0 0.6% 1,365.9
Range 21.0 17.6 -3.4 -16.2% 55.1
ATR 19.3 19.2 -0.1 -0.6% 0.0
Volume 201,967 175,843 -26,124 -12.9% 873,996
Daily Pivots for day following 19-May-2017
Classic Woodie Camarilla DeMark
R4 1,418.0 1,409.5 1,375.5
R3 1,400.3 1,392.0 1,370.8
R2 1,382.8 1,382.8 1,369.3
R1 1,374.3 1,374.3 1,367.5 1,378.5
PP 1,365.3 1,365.3 1,365.3 1,367.3
S1 1,356.8 1,356.8 1,364.3 1,361.0
S2 1,347.5 1,347.5 1,362.8
S3 1,330.0 1,339.3 1,361.0
S4 1,312.3 1,321.5 1,356.3
Weekly Pivots for week ending 19-May-2017
Classic Woodie Camarilla DeMark
R4 1,535.0 1,505.5 1,396.3
R3 1,480.0 1,450.5 1,381.0
R2 1,424.8 1,424.8 1,376.0
R1 1,395.3 1,395.3 1,371.0 1,382.5
PP 1,369.8 1,369.8 1,369.8 1,363.3
S1 1,340.3 1,340.3 1,360.8 1,327.5
S2 1,314.8 1,314.8 1,355.8
S3 1,259.5 1,285.3 1,350.8
S4 1,204.5 1,230.0 1,335.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,399.2 1,344.1 55.1 4.0% 20.8 1.5% 40% False False 174,799
10 1,403.3 1,344.1 59.2 4.3% 18.3 1.3% 37% False False 148,687
20 1,426.3 1,344.1 82.2 6.0% 18.0 1.3% 27% False False 141,092
40 1,426.3 1,332.2 94.1 6.9% 19.0 1.4% 36% False False 143,962
60 1,426.3 1,331.8 94.5 6.9% 18.8 1.4% 36% False False 132,951
80 1,426.3 1,331.8 94.5 6.9% 16.5 1.2% 36% False False 99,721
100 1,426.3 1,331.8 94.5 6.9% 14.5 1.1% 36% False False 79,780
120 1,426.3 1,307.6 118.7 8.7% 12.5 0.9% 49% False False 66,483
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.9
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,448.5
2.618 1,419.8
1.618 1,402.0
1.000 1,391.3
0.618 1,384.5
HIGH 1,373.5
0.618 1,367.0
0.500 1,364.8
0.382 1,362.8
LOW 1,356.0
0.618 1,345.0
1.000 1,338.5
1.618 1,327.5
2.618 1,310.0
4.250 1,281.3
Fisher Pivots for day following 19-May-2017
Pivot 1 day 3 day
R1 1,365.5 1,365.5
PP 1,365.3 1,365.3
S1 1,364.8 1,365.0

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

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