ICE Russell 2000 Mini Future June 2017


Trading Metrics calculated at close of trading on 02-Jun-2017
Day Change Summary
Previous Current
01-Jun-2017 02-Jun-2017 Change Change % Previous Week
Open 1,370.5 1,398.1 27.6 2.0% 1,378.6
High 1,398.4 1,416.6 18.2 1.3% 1,416.6
Low 1,367.6 1,396.2 28.6 2.1% 1,351.8
Close 1,397.4 1,406.6 9.2 0.7% 1,406.6
Range 30.8 20.4 -10.4 -33.8% 64.8
ATR 18.5 18.6 0.1 0.7% 0.0
Volume 187,392 199,419 12,027 6.4% 665,129
Daily Pivots for day following 02-Jun-2017
Classic Woodie Camarilla DeMark
R4 1,467.8 1,457.5 1,417.8
R3 1,447.3 1,437.3 1,412.3
R2 1,426.8 1,426.8 1,410.3
R1 1,416.8 1,416.8 1,408.5 1,421.8
PP 1,406.5 1,406.5 1,406.5 1,409.0
S1 1,396.3 1,396.3 1,404.8 1,401.5
S2 1,386.0 1,386.0 1,402.8
S3 1,365.8 1,376.0 1,401.0
S4 1,345.3 1,355.5 1,395.5
Weekly Pivots for week ending 02-Jun-2017
Classic Woodie Camarilla DeMark
R4 1,586.0 1,561.3 1,442.3
R3 1,521.3 1,496.3 1,424.5
R2 1,456.5 1,456.5 1,418.5
R1 1,431.5 1,431.5 1,412.5 1,444.0
PP 1,391.8 1,391.8 1,391.8 1,398.0
S1 1,366.8 1,366.8 1,400.8 1,379.3
S2 1,326.8 1,326.8 1,394.8
S3 1,262.0 1,302.0 1,388.8
S4 1,197.3 1,237.3 1,371.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,416.6 1,351.8 64.8 4.6% 19.8 1.4% 85% True False 152,603
10 1,416.6 1,351.8 64.8 4.6% 17.3 1.2% 85% True False 138,267
20 1,416.6 1,344.1 72.5 5.2% 17.8 1.3% 86% True False 139,687
40 1,426.3 1,338.6 87.7 6.2% 18.3 1.3% 78% False False 141,442
60 1,426.3 1,331.8 94.5 6.7% 18.8 1.3% 79% False False 151,778
80 1,426.3 1,331.8 94.5 6.7% 17.5 1.2% 79% False False 114,805
100 1,426.3 1,331.8 94.5 6.7% 15.5 1.1% 79% False False 91,846
120 1,426.3 1,331.8 94.5 6.7% 13.8 1.0% 79% False False 76,540
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 3.3
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,503.3
2.618 1,470.0
1.618 1,449.5
1.000 1,437.0
0.618 1,429.3
HIGH 1,416.5
0.618 1,408.8
0.500 1,406.5
0.382 1,404.0
LOW 1,396.3
0.618 1,383.5
1.000 1,375.8
1.618 1,363.3
2.618 1,342.8
4.250 1,309.5
Fisher Pivots for day following 02-Jun-2017
Pivot 1 day 3 day
R1 1,406.5 1,399.3
PP 1,406.5 1,391.8
S1 1,406.5 1,384.3

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

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