ICE Russell 2000 Mini Future June 2017


Trading Metrics calculated at close of trading on 03-Jan-2017
Day Change Summary
Previous Current
30-Dec-2016 03-Jan-2017 Change Change % Previous Week
Open 1,357.0 1,355.2 -1.8 -0.1% 1,380.0
High 1,357.0 1,365.5 8.5 0.6% 1,380.0
Low 1,352.7 1,355.2 2.5 0.2% 1,352.7
Close 1,353.9 1,363.1 9.2 0.7% 1,353.9
Range 4.3 10.3 6.0 139.5% 27.3
ATR 10.0 10.1 0.1 1.1% 0.0
Volume 108 2 -106 -98.1% 110
Daily Pivots for day following 03-Jan-2017
Classic Woodie Camarilla DeMark
R4 1,392.3 1,388.0 1,368.8
R3 1,381.8 1,377.8 1,366.0
R2 1,371.5 1,371.5 1,365.0
R1 1,367.3 1,367.3 1,364.0 1,369.5
PP 1,361.3 1,361.3 1,361.3 1,362.3
S1 1,357.0 1,357.0 1,362.3 1,359.3
S2 1,351.0 1,351.0 1,361.3
S3 1,340.8 1,346.8 1,360.3
S4 1,330.3 1,336.5 1,357.5
Weekly Pivots for week ending 30-Dec-2016
Classic Woodie Camarilla DeMark
R4 1,444.0 1,426.3 1,369.0
R3 1,416.8 1,399.0 1,361.5
R2 1,389.5 1,389.5 1,359.0
R1 1,371.8 1,371.8 1,356.5 1,367.0
PP 1,362.3 1,362.3 1,362.3 1,359.8
S1 1,344.5 1,344.5 1,351.5 1,339.8
S2 1,335.0 1,335.0 1,349.0
S3 1,307.5 1,317.0 1,346.5
S4 1,280.3 1,289.8 1,339.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,380.0 1,352.7 27.3 2.0% 5.5 0.4% 38% False False 22
10 1,385.2 1,352.7 32.5 2.4% 5.5 0.4% 32% False False 14
20 1,385.2 1,332.0 53.2 3.9% 4.0 0.3% 58% False False 7
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.2
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 1,409.3
2.618 1,392.5
1.618 1,382.3
1.000 1,375.8
0.618 1,371.8
HIGH 1,365.5
0.618 1,361.5
0.500 1,360.3
0.382 1,359.3
LOW 1,355.3
0.618 1,348.8
1.000 1,345.0
1.618 1,338.5
2.618 1,328.3
4.250 1,311.5
Fisher Pivots for day following 03-Jan-2017
Pivot 1 day 3 day
R1 1,362.3 1,361.8
PP 1,361.3 1,360.5
S1 1,360.3 1,359.0

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

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