ICE Russell 2000 Mini Future June 2017


Trading Metrics calculated at close of trading on 01-Jun-2017
Day Change Summary
Previous Current
31-May-2017 01-Jun-2017 Change Change % Previous Week
Open 1,371.0 1,370.5 -0.5 0.0% 1,365.9
High 1,376.5 1,398.4 21.9 1.6% 1,392.3
Low 1,351.8 1,367.6 15.8 1.2% 1,362.5
Close 1,369.1 1,397.4 28.3 2.1% 1,379.8
Range 24.7 30.8 6.1 24.7% 29.8
ATR 17.6 18.5 0.9 5.4% 0.0
Volume 164,868 187,392 22,524 13.7% 541,699
Daily Pivots for day following 01-Jun-2017
Classic Woodie Camarilla DeMark
R4 1,480.3 1,469.5 1,414.3
R3 1,449.5 1,438.8 1,405.8
R2 1,418.5 1,418.5 1,403.0
R1 1,408.0 1,408.0 1,400.3 1,413.3
PP 1,387.8 1,387.8 1,387.8 1,390.5
S1 1,377.3 1,377.3 1,394.5 1,382.5
S2 1,357.0 1,357.0 1,391.8
S3 1,326.3 1,346.5 1,389.0
S4 1,295.5 1,315.5 1,380.5
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 1,398.4 1,351.8 46.6 3.3% 18.5 1.3% 98% True False 135,200
10 1,398.4 1,344.1 54.3 3.9% 17.3 1.2% 98% True False 138,521
20 1,403.3 1,344.1 59.2 4.2% 17.5 1.3% 90% False False 136,262
40 1,426.3 1,338.6 87.7 6.3% 18.8 1.3% 67% False False 141,347
60 1,426.3 1,331.8 94.5 6.8% 18.8 1.3% 69% False False 149,635
80 1,426.3 1,331.8 94.5 6.8% 17.3 1.2% 69% False False 112,312
100 1,426.3 1,331.8 94.5 6.8% 15.5 1.1% 69% False False 89,852
120 1,426.3 1,331.8 94.5 6.8% 13.5 1.0% 69% False False 74,878
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 3.9
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1,529.3
2.618 1,479.0
1.618 1,448.3
1.000 1,429.3
0.618 1,417.5
HIGH 1,398.5
0.618 1,386.8
0.500 1,383.0
0.382 1,379.3
LOW 1,367.5
0.618 1,348.5
1.000 1,336.8
1.618 1,317.8
2.618 1,287.0
4.250 1,236.8
Fisher Pivots for day following 01-Jun-2017
Pivot 1 day 3 day
R1 1,392.5 1,390.0
PP 1,387.8 1,382.5
S1 1,383.0 1,375.0

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

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