ICE Russell 2000 Mini Future June 2017

Trading Metrics calculated at close of trading on 15-Jun-2017

Day Change Summary
	Previous	Current
	14-Jun-2017	15-Jun-2017	Change	Change %	Previous Week
Open	1,428.3	1,414.8	-13.5	-0.9%	1,403.7
High	1,430.0	1,415.3	-14.7	-1.0%	1,435.2
Low	1,410.0	1,400.5	-9.5	-0.7%	1,383.0
Close	1,416.3	1,411.2	-5.1	-0.4%	1,422.4
Range	20.0	14.8	-5.2	-26.0%	52.2
ATR	18.1	17.9	-0.2	-0.9%	0.0
Volume	97,299	41,155	-56,144	-57.7%	837,013

Daily Pivots for day following 15-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	1,453.5	1,447.0	1,419.3
R3	1,438.5	1,432.3	1,415.3
R2	1,423.8	1,423.8	1,414.0
R1	1,417.5	1,417.5	1,412.5	1,413.3
PP	1,409.0	1,409.0	1,409.0	1,407.0
S1	1,402.8	1,402.8	1,409.8	1,398.5
S2	1,394.3	1,394.3	1,408.5
S3	1,379.5	1,388.0	1,407.3
S4	1,364.5	1,373.0	1,403.0

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	1,400.5	34.7	2.5%	16.5	1.2%	31%	False	True	148,080
10	1,435.2	1,383.0	52.2	3.7%	17.5	1.2%	54%	False	False	152,982
20	1,435.2	1,344.1	91.1	6.5%	17.5	1.2%	74%	False	False	145,752
40	1,435.2	1,344.1	91.1	6.5%	17.5	1.2%	74%	False	False	140,754
60	1,435.2	1,331.8	103.4	7.3%	18.5	1.3%	77%	False	False	145,307
80	1,435.2	1,331.8	103.4	7.3%	18.3	1.3%	77%	False	False	131,430
100	1,435.2	1,331.8	103.4	7.3%	16.5	1.2%	77%	False	False	105,150
120	1,435.2	1,331.8	103.4	7.3%	14.8	1.0%	77%	False	False	87,626

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	2.9
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,478.3
2.618	1,454.0
1.618	1,439.3
1.000	1,430.0
0.618	1,424.5
HIGH	1,415.3
0.618	1,409.8
0.500	1,408.0
0.382	1,406.3
LOW	1,400.5
0.618	1,391.3
1.000	1,385.8
1.618	1,376.5
2.618	1,361.8
4.250	1,337.5

Fisher Pivots for day following 15-Jun-2017
Pivot	1 day	3 day
R1	1,410.0	1,415.3
PP	1,409.0	1,414.0
S1	1,408.0	1,412.5

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols