ICE Russell 2000 Mini Future June 2016


Trading Metrics calculated at close of trading on 28-Jan-2016
Day Change Summary
Previous Current
27-Jan-2016 28-Jan-2016 Change Change % Previous Week
Open 993.5 992.2 -1.3 -0.1% 1,002.7
High 993.5 992.2 -1.3 -0.1% 1,013.2
Low 993.5 992.2 -1.3 -0.1% 952.0
Close 993.5 992.2 -1.3 -0.1% 1,011.1
Range
ATR 17.7 16.5 -1.2 -6.6% 0.0
Volume
Daily Pivots for day following 28-Jan-2016
Classic Woodie Camarilla DeMark
R4 992.3 992.3 992.3
R3 992.3 992.3 992.3
R2 992.3 992.3 992.3
R1 992.3 992.3 992.3 992.3
PP 992.3 992.3 992.3 992.3
S1 992.3 992.3 992.3 992.3
S2 992.3 992.3 992.3
S3 992.3 992.3 992.3
S4 992.3 992.3 992.3
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 1,013.2 989.9 23.3 2.3% 1.8 0.2% 10% False False
10 1,013.2 952.0 61.2 6.2% 7.8 0.8% 66% False False 8
20 1,130.5 952.0 178.5 18.0% 7.3 0.7% 23% False False 5
Crabel Price Patterns
NR False
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 False
Stretch 0.0
Fibonacci Retracements and Extensions
4.250 992.3
2.618 992.3
1.618 992.3
1.000 992.3
0.618 992.3
HIGH 992.3
0.618 992.3
0.500 992.3
0.382 992.3
LOW 992.3
0.618 992.3
1.000 992.3
1.618 992.3
2.618 992.3
4.250 992.3
Fisher Pivots for day following 28-Jan-2016
Pivot 1 day 3 day
R1 992.3 1,000.8
PP 992.3 998.0
S1 992.3 995.0

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

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