ICE Russell 2000 Mini Future June 2017

Trading Metrics calculated at close of trading on 25-May-2017

Day Change Summary
	Previous	Current
	24-May-2017	25-May-2017	Change	Change %	Previous Week
Open	1,379.2	1,381.2	2.0	0.1%	1,383.0
High	1,386.5	1,392.3	5.8	0.4%	1,399.2
Low	1,374.2	1,377.9	3.7	0.3%	1,344.1
Close	1,380.8	1,380.9	0.1	0.0%	1,365.9
Range	12.3	14.4	2.1	17.1%	55.1
ATR	18.2	17.9	-0.3	-1.5%	0.0
Volume	106,881	112,407	5,526	5.2%	873,996

Daily Pivots for day following 25-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	1,427.0	1,418.3	1,388.8
R3	1,412.5	1,404.0	1,384.8
R2	1,398.0	1,398.0	1,383.5
R1	1,389.5	1,389.5	1,382.3	1,386.5
PP	1,383.8	1,383.8	1,383.8	1,382.3
S1	1,375.0	1,375.0	1,379.5	1,372.3
S2	1,369.3	1,369.3	1,378.3
S3	1,355.0	1,360.8	1,377.0
S4	1,340.5	1,346.3	1,373.0

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	1,392.3	1,356.0	36.3	2.6%	14.8	1.1%	69%	True	False	123,931
10	1,399.2	1,344.1	55.1	4.0%	17.0	1.2%	67%	False	False	145,110
20	1,420.9	1,344.1	76.8	5.6%	17.5	1.3%	48%	False	False	134,303
40	1,426.3	1,338.6	87.7	6.4%	18.5	1.3%	48%	False	False	140,969
60	1,426.3	1,331.8	94.5	6.8%	18.3	1.3%	52%	False	False	140,329
80	1,426.3	1,331.8	94.5	6.8%	16.5	1.2%	52%	False	False	105,268
100	1,426.3	1,331.8	94.5	6.8%	14.8	1.1%	52%	False	False	84,217
120	1,426.3	1,331.8	94.5	6.8%	13.0	0.9%	52%	False	False	70,182

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	3.3
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1,453.5
2.618	1,430.0
1.618	1,415.5
1.000	1,406.8
0.618	1,401.3
HIGH	1,392.3
0.618	1,386.8
0.500	1,385.0
0.382	1,383.5
LOW	1,378.0
0.618	1,369.0
1.000	1,363.5
1.618	1,354.5
2.618	1,340.3
4.250	1,316.8

Fisher Pivots for day following 25-May-2017
Pivot	1 day	3 day
R1	1,385.0	1,381.0
PP	1,383.8	1,381.0
S1	1,382.3	1,381.0

Download as Excel Spreadsheet

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

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