ICE Russell 2000 Mini Future June 2016


Trading Metrics calculated at close of trading on 25-Jan-2016
Day Change Summary
Previous Current
22-Jan-2016 25-Jan-2016 Change Change % Previous Week
Open 1,004.0 989.9 -14.1 -1.4% 1,002.7
High 1,013.2 989.9 -23.3 -2.3% 1,013.2
Low 1,004.0 989.9 -14.1 -1.4% 952.0
Close 1,011.1 989.9 -21.2 -2.1% 1,011.1
Range 9.2 0.0 -9.2 -100.0% 61.2
ATR 17.4 17.7 0.3 1.6% 0.0
Volume 3 0 -3 -100.0% 80
Daily Pivots for day following 25-Jan-2016
Classic Woodie Camarilla DeMark
R4 990.0 990.0 990.0
R3 990.0 990.0 990.0
R2 990.0 990.0 990.0
R1 990.0 990.0 990.0 990.0
PP 990.0 990.0 990.0 990.0
S1 990.0 990.0 990.0 990.0
S2 990.0 990.0 990.0
S3 990.0 990.0 990.0
S4 990.0 990.0 990.0
Weekly Pivots for week ending 22-Jan-2016
Classic Woodie Camarilla DeMark
R4 1,175.8 1,154.5 1,044.8
R3 1,114.5 1,093.5 1,028.0
R2 1,053.3 1,053.3 1,022.3
R1 1,032.3 1,032.3 1,016.8 1,042.8
PP 992.0 992.0 992.0 997.5
S1 971.0 971.0 1,005.5 981.5
S2 931.0 931.0 1,000.0
S3 869.8 909.8 994.3
S4 808.5 848.5 977.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,013.2 952.0 61.2 6.2% 15.8 1.6% 62% False False 16
10 1,033.6 952.0 81.6 8.2% 9.0 0.9% 46% False False 8
20 1,158.6 952.0 206.6 20.9% 8.0 0.8% 18% False False 5
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 False
Stretch 0.0
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 990.0
2.618 990.0
1.618 990.0
1.000 990.0
0.618 990.0
HIGH 990.0
0.618 990.0
0.500 990.0
0.382 990.0
LOW 990.0
0.618 990.0
1.000 990.0
1.618 990.0
2.618 990.0
4.250 990.0
Fisher Pivots for day following 25-Jan-2016
Pivot 1 day 3 day
R1 990.0 1,000.5
PP 990.0 997.0
S1 990.0 993.5

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

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