ICE Russell 2000 Mini Future June 2018


Trading Metrics calculated at close of trading on 15-Jun-2018
Day Change Summary
Previous Current
14-Jun-2018 15-Jun-2018 Change Change % Previous Week
Open 1,676.4 1,685.0 8.6 0.5% 1,666.6
High 1,686.4 1,687.7 1.3 0.1% 1,687.7
Low 1,671.3 1,675.2 3.9 0.2% 1,666.5
Close 1,686.1 1,677.8 -8.4 -0.5% 1,677.8
Range 15.1 12.5 -2.6 -17.2% 21.2
ATR 17.2 16.8 -0.3 -1.9% 0.0
Volume 1,647 112 -1,535 -93.2% 9,378
Daily Pivots for day following 15-Jun-2018
Classic Woodie Camarilla DeMark
R4 1,717.8 1,710.3 1,684.5
R3 1,705.3 1,697.8 1,681.3
R2 1,692.8 1,692.8 1,680.0
R1 1,685.3 1,685.3 1,679.0 1,682.8
PP 1,680.3 1,680.3 1,680.3 1,679.0
S1 1,672.8 1,672.8 1,676.5 1,670.3
S2 1,667.8 1,667.8 1,675.5
S3 1,655.3 1,660.3 1,674.3
S4 1,642.8 1,647.8 1,671.0
Weekly Pivots for week ending 15-Jun-2018
Classic Woodie Camarilla DeMark
R4 1,741.0 1,730.5 1,689.5
R3 1,719.8 1,709.3 1,683.5
R2 1,698.5 1,698.5 1,681.8
R1 1,688.3 1,688.3 1,679.8 1,693.3
PP 1,677.3 1,677.3 1,677.3 1,680.0
S1 1,667.0 1,667.0 1,675.8 1,672.0
S2 1,656.0 1,656.0 1,673.8
S3 1,635.0 1,645.8 1,672.0
S4 1,613.8 1,624.5 1,666.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,687.7 1,666.5 21.2 1.3% 13.3 0.8% 53% True False 1,875
10 1,687.7 1,641.6 46.1 2.7% 14.5 0.9% 78% True False 2,819
20 1,687.7 1,607.2 80.5 4.8% 15.8 0.9% 88% True False 3,421
40 1,687.7 1,527.2 160.5 9.6% 18.0 1.1% 94% True False 3,902
60 1,687.7 1,482.6 205.1 12.2% 22.0 1.3% 95% True False 5,897
80 1,687.7 1,482.6 205.1 12.2% 21.5 1.3% 95% True False 5,550
100 1,687.7 1,464.3 223.4 13.3% 19.0 1.1% 96% True False 4,441
120 1,687.7 1,464.3 223.4 13.3% 16.0 1.0% 96% True False 3,701
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 True
8BNR True
Bear Hook False
Bull Hook False
Stretch 2.8
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,740.8
2.618 1,720.5
1.618 1,708.0
1.000 1,700.3
0.618 1,695.5
HIGH 1,687.8
0.618 1,683.0
0.500 1,681.5
0.382 1,680.0
LOW 1,675.3
0.618 1,667.5
1.000 1,662.8
1.618 1,655.0
2.618 1,642.5
4.250 1,622.0
Fisher Pivots for day following 15-Jun-2018
Pivot 1 day 3 day
R1 1,681.5 1,679.5
PP 1,680.3 1,679.0
S1 1,679.0 1,678.3

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

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