ICE Russell 2000 Mini Future June 2016


Trading Metrics calculated at close of trading on 20-Jan-2016
Day Change Summary
Previous Current
19-Jan-2016 20-Jan-2016 Change Change % Previous Week
Open 978.2 952.0 -26.2 -2.7% 1,039.0
High 989.2 994.0 4.8 0.5% 1,043.0
Low 978.2 952.0 -26.2 -2.7% 1,002.7
Close 985.6 994.0 8.4 0.9% 1,002.7
Range 11.0 42.0 31.0 281.8% 40.3
ATR 14.9 16.8 1.9 13.1% 0.0
Volume 4 34 30 750.0% 8
Daily Pivots for day following 20-Jan-2016
Classic Woodie Camarilla DeMark
R4 1,106.0 1,092.0 1,017.0
R3 1,064.0 1,050.0 1,005.5
R2 1,022.0 1,022.0 1,001.8
R1 1,008.0 1,008.0 997.8 1,015.0
PP 980.0 980.0 980.0 983.5
S1 966.0 966.0 990.3 973.0
S2 938.0 938.0 986.3
S3 896.0 924.0 982.5
S4 854.0 882.0 971.0
Weekly Pivots for week ending 15-Jan-2016
Classic Woodie Camarilla DeMark
R4 1,137.0 1,110.3 1,024.8
R3 1,096.8 1,069.8 1,013.8
R2 1,056.5 1,056.5 1,010.0
R1 1,029.5 1,029.5 1,006.5 1,022.8
PP 1,016.3 1,016.3 1,016.3 1,012.8
S1 989.3 989.3 999.0 982.5
S2 975.8 975.8 995.3
S3 935.5 949.0 991.5
S4 895.3 908.8 980.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,017.3 952.0 65.3 6.6% 10.5 1.1% 64% False True 7
10 1,080.0 952.0 128.0 12.9% 11.0 1.1% 33% False True 5
20 1,158.6 952.0 206.6 20.8% 7.5 0.7% 20% False True 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.4
Widest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 1,172.5
2.618 1,104.0
1.618 1,062.0
1.000 1,036.0
0.618 1,020.0
HIGH 994.0
0.618 978.0
0.500 973.0
0.382 968.0
LOW 952.0
0.618 926.0
1.000 910.0
1.618 884.0
2.618 842.0
4.250 773.5
Fisher Pivots for day following 20-Jan-2016
Pivot 1 day 3 day
R1 987.0 988.5
PP 980.0 983.0
S1 973.0 977.3

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

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