ICE Russell 2000 Mini Future June 2017


Trading Metrics calculated at close of trading on 12-Jun-2017
Day Change Summary
Previous Current
09-Jun-2017 12-Jun-2017 Change Change % Previous Week
Open 1,410.1 1,421.0 10.9 0.8% 1,403.7
High 1,435.2 1,427.6 -7.6 -0.5% 1,435.2
Low 1,409.0 1,415.1 6.1 0.4% 1,383.0
Close 1,422.4 1,420.6 -1.8 -0.1% 1,422.4
Range 26.2 12.5 -13.7 -52.3% 52.2
ATR 19.1 18.7 -0.5 -2.5% 0.0
Volume 247,004 200,625 -46,379 -18.8% 837,013
Daily Pivots for day following 12-Jun-2017
Classic Woodie Camarilla DeMark
R4 1,458.5 1,452.0 1,427.5
R3 1,446.0 1,439.5 1,424.0
R2 1,433.5 1,433.5 1,423.0
R1 1,427.0 1,427.0 1,421.8 1,424.0
PP 1,421.0 1,421.0 1,421.0 1,419.5
S1 1,414.5 1,414.5 1,419.5 1,411.5
S2 1,408.5 1,408.5 1,418.3
S3 1,396.0 1,402.0 1,417.3
S4 1,383.5 1,389.5 1,413.8
Weekly Pivots for week ending 09-Jun-2017
Classic Woodie Camarilla DeMark
R4 1,570.3 1,548.5 1,451.0
R3 1,518.0 1,496.3 1,436.8
R2 1,465.8 1,465.8 1,432.0
R1 1,444.0 1,444.0 1,427.3 1,455.0
PP 1,413.5 1,413.5 1,413.5 1,419.0
S1 1,391.8 1,391.8 1,417.5 1,402.8
S2 1,361.3 1,361.3 1,412.8
S3 1,309.3 1,339.8 1,408.0
S4 1,257.0 1,287.5 1,393.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,435.2 1,383.0 52.2 3.7% 19.3 1.4% 72% False False 188,801
10 1,435.2 1,351.8 83.4 5.9% 20.0 1.4% 82% False False 170,276
20 1,435.2 1,344.1 91.1 6.4% 18.5 1.3% 84% False False 155,923
40 1,435.2 1,341.0 94.2 6.6% 17.8 1.3% 85% False False 142,812
60 1,435.2 1,331.8 103.4 7.3% 19.0 1.3% 86% False False 148,696
80 1,435.2 1,331.8 103.4 7.3% 18.0 1.3% 86% False False 127,771
100 1,435.2 1,331.8 103.4 7.3% 16.3 1.1% 86% False False 102,222
120 1,435.2 1,331.8 103.4 7.3% 14.5 1.0% 86% False False 85,187
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.7
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,480.8
2.618 1,460.3
1.618 1,447.8
1.000 1,440.0
0.618 1,435.3
HIGH 1,427.5
0.618 1,422.8
0.500 1,421.3
0.382 1,420.0
LOW 1,415.0
0.618 1,407.5
1.000 1,402.5
1.618 1,395.0
2.618 1,382.5
4.250 1,362.0
Fisher Pivots for day following 12-Jun-2017
Pivot 1 day 3 day
R1 1,421.3 1,418.5
PP 1,421.0 1,416.3
S1 1,420.8 1,414.3

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

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