ICE Russell 2000 Mini Future June 2018

Trading Metrics calculated at close of trading on 11-May-2018

Day Change Summary
	Previous	Current
	10-May-2018	11-May-2018	Change	Change %	Previous Week
Open	1,598.0	1,605.5	7.5	0.5%	1,567.1
High	1,610.9	1,610.6	-0.3	0.0%	1,610.9
Low	1,596.1	1,599.7	3.6	0.2%	1,566.9
Close	1,605.1	1,609.1	4.0	0.2%	1,609.1
Range	14.8	10.9	-3.9	-26.4%	44.0
ATR	22.7	21.9	-0.8	-3.7%	0.0
Volume	3,011	3,474	463	15.4%	19,113

Daily Pivots for day following 11-May-2018
	Classic	Woodie	Camarilla	DeMark
R4	1,639.3	1,635.0	1,615.0
R3	1,628.3	1,624.3	1,612.0
R2	1,617.3	1,617.3	1,611.0
R1	1,613.3	1,613.3	1,610.0	1,615.3
PP	1,606.5	1,606.5	1,606.5	1,607.5
S1	1,602.3	1,602.3	1,608.0	1,604.5
S2	1,595.5	1,595.5	1,607.0
S3	1,584.8	1,591.5	1,606.0
S4	1,573.8	1,580.5	1,603.0

Weekly Pivots for week ending 11-May-2018
	Classic	Woodie	Camarilla	DeMark
R4	1,727.8	1,712.3	1,633.3
R3	1,683.8	1,668.3	1,621.3
R2	1,639.8	1,639.8	1,617.3
R1	1,624.3	1,624.3	1,613.3	1,632.0
PP	1,595.8	1,595.8	1,595.8	1,599.5
S1	1,580.3	1,580.3	1,605.0	1,588.0
S2	1,551.8	1,551.8	1,601.0
S3	1,507.8	1,536.3	1,597.0
S4	1,463.8	1,492.3	1,585.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,610.9	1,566.9	44.0	2.7%	15.8	1.0%	96%	False	False	3,822
10	1,610.9	1,527.2	83.7	5.2%	21.8	1.3%	98%	False	False	4,197
20	1,610.9	1,527.2	83.7	5.2%	20.5	1.3%	98%	False	False	4,386
40	1,610.9	1,482.6	128.3	8.0%	25.5	1.6%	99%	False	False	7,666
60	1,615.7	1,482.6	133.1	8.3%	22.5	1.4%	95%	False	False	5,950
80	1,615.9	1,464.3	151.6	9.4%	19.0	1.2%	96%	False	False	4,464
100	1,615.9	1,464.3	151.6	9.4%	15.5	1.0%	96%	False	False	3,571

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	5.7
Narrowest range in 52 trading days

Fibonacci Retracements and Extensions
4.250	1,657.0
2.618	1,639.3
1.618	1,628.3
1.000	1,621.5
0.618	1,617.3
HIGH	1,610.5
0.618	1,606.5
0.500	1,605.3
0.382	1,603.8
LOW	1,599.8
0.618	1,593.0
1.000	1,588.8
1.618	1,582.0
2.618	1,571.3
4.250	1,553.5

Fisher Pivots for day following 11-May-2018
Pivot	1 day	3 day
R1	1,607.8	1,605.0
PP	1,606.5	1,601.0
S1	1,605.3	1,597.0

Download as Excel Spreadsheet

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

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