ICE Russell 2000 Mini Future June 2017


Trading Metrics calculated at close of trading on 31-May-2017
Day Change Summary
Previous Current
30-May-2017 31-May-2017 Change Change % Previous Week
Open 1,378.6 1,371.0 -7.6 -0.6% 1,365.9
High 1,380.3 1,376.5 -3.8 -0.3% 1,392.3
Low 1,367.8 1,351.8 -16.0 -1.2% 1,362.5
Close 1,370.0 1,369.1 -0.9 -0.1% 1,379.8
Range 12.5 24.7 12.2 97.6% 29.8
ATR 17.0 17.6 0.5 3.2% 0.0
Volume 113,450 164,868 51,418 45.3% 541,699
Daily Pivots for day following 31-May-2017
Classic Woodie Camarilla DeMark
R4 1,440.0 1,429.3 1,382.8
R3 1,415.3 1,404.5 1,376.0
R2 1,390.5 1,390.5 1,373.8
R1 1,379.8 1,379.8 1,371.3 1,372.8
PP 1,365.8 1,365.8 1,365.8 1,362.3
S1 1,355.0 1,355.0 1,366.8 1,348.0
S2 1,341.0 1,341.0 1,364.5
S3 1,316.5 1,330.5 1,362.3
S4 1,291.8 1,305.8 1,355.5
Weekly Pivots for week ending 26-May-2017
Classic Woodie Camarilla DeMark
R4 1,467.5 1,453.5 1,396.3
R3 1,437.8 1,423.8 1,388.0
R2 1,408.0 1,408.0 1,385.3
R1 1,394.0 1,394.0 1,382.5 1,401.0
PP 1,378.3 1,378.3 1,378.3 1,381.8
S1 1,364.0 1,364.0 1,377.0 1,371.3
S2 1,348.5 1,348.5 1,374.3
S3 1,318.5 1,334.3 1,371.5
S4 1,288.8 1,304.5 1,363.5
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 1,351.8 40.5 3.0% 14.8 1.1% 43% False True 119,098
10 1,392.3 1,344.1 48.2 3.5% 17.5 1.3% 52% False False 145,901
20 1,403.3 1,344.1 59.2 4.3% 16.8 1.2% 42% False False 133,695
40 1,426.3 1,338.6 87.7 6.4% 18.3 1.3% 35% False False 139,958
60 1,426.3 1,331.8 94.5 6.9% 18.3 1.3% 39% False False 146,576
80 1,426.3 1,331.8 94.5 6.9% 17.0 1.2% 39% False False 109,970
100 1,426.3 1,331.8 94.5 6.9% 15.0 1.1% 39% False False 87,978
120 1,426.3 1,331.8 94.5 6.9% 13.3 1.0% 39% False False 73,317
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 3.7
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1,481.5
2.618 1,441.3
1.618 1,416.5
1.000 1,401.3
0.618 1,391.8
HIGH 1,376.5
0.618 1,367.0
0.500 1,364.3
0.382 1,361.3
LOW 1,351.8
0.618 1,336.5
1.000 1,327.0
1.618 1,311.8
2.618 1,287.3
4.250 1,246.8
Fisher Pivots for day following 31-May-2017
Pivot 1 day 3 day
R1 1,367.5 1,368.8
PP 1,365.8 1,368.3
S1 1,364.3 1,367.8

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

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