ICE Russell 2000 Mini Future June 2016


Trading Metrics calculated at close of trading on 21-Jan-2016
Day Change Summary
Previous Current
20-Jan-2016 21-Jan-2016 Change Change % Previous Week
Open 952.0 1,003.8 51.8 5.4% 1,039.0
High 994.0 1,003.8 9.8 1.0% 1,043.0
Low 952.0 987.6 35.6 3.7% 1,002.7
Close 994.0 987.6 -6.4 -0.6% 1,002.7
Range 42.0 16.2 -25.8 -61.4% 40.3
ATR 16.8 16.7 0.0 -0.3% 0.0
Volume 34 39 5 14.7% 8
Daily Pivots for day following 21-Jan-2016
Classic Woodie Camarilla DeMark
R4 1,041.5 1,030.8 996.5
R3 1,025.5 1,014.5 992.0
R2 1,009.3 1,009.3 990.5
R1 998.5 998.5 989.0 995.8
PP 993.0 993.0 993.0 991.8
S1 982.3 982.3 986.0 979.5
S2 976.8 976.8 984.8
S3 960.5 966.0 983.3
S4 944.5 949.8 978.8
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 1,003.8 952.0 51.8 5.2% 13.8 1.4% 69% True False 15
10 1,046.0 952.0 94.0 9.5% 10.3 1.0% 38% False False 9
20 1,158.6 952.0 206.6 20.9% 8.3 0.8% 17% False False 5
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 True
Stretch 0.4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,072.8
2.618 1,046.3
1.618 1,030.0
1.000 1,020.0
0.618 1,013.8
HIGH 1,003.8
0.618 997.5
0.500 995.8
0.382 993.8
LOW 987.5
0.618 977.5
1.000 971.5
1.618 961.5
2.618 945.3
4.250 918.8
Fisher Pivots for day following 21-Jan-2016
Pivot 1 day 3 day
R1 995.8 984.3
PP 993.0 981.3
S1 990.3 978.0

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

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