ICE Russell 2000 Mini Future June 2016


Trading Metrics calculated at close of trading on 29-Jan-2016
Day Change Summary
Previous Current
28-Jan-2016 29-Jan-2016 Change Change % Previous Week
Open 992.2 1,000.0 7.8 0.8% 989.9
High 992.2 1,026.4 34.2 3.4% 1,026.4
Low 992.2 1,000.0 7.8 0.8% 989.9
Close 992.2 1,026.4 34.2 3.4% 1,026.4
Range 0.0 26.4 26.4 36.5
ATR 16.5 17.7 1.3 7.7% 0.0
Volume 0 3 3 3
Daily Pivots for day following 29-Jan-2016
Classic Woodie Camarilla DeMark
R4 1,096.8 1,088.0 1,041.0
R3 1,070.5 1,061.5 1,033.8
R2 1,044.0 1,044.0 1,031.3
R1 1,035.3 1,035.3 1,028.8 1,039.5
PP 1,017.5 1,017.5 1,017.5 1,019.8
S1 1,008.8 1,008.8 1,024.0 1,013.3
S2 991.3 991.3 1,021.5
S3 964.8 982.5 1,019.3
S4 938.5 956.0 1,012.0
Weekly Pivots for week ending 29-Jan-2016
Classic Woodie Camarilla DeMark
R4 1,123.8 1,111.5 1,046.5
R3 1,087.3 1,075.0 1,036.5
R2 1,050.8 1,050.8 1,033.0
R1 1,038.5 1,038.5 1,029.8 1,044.8
PP 1,014.3 1,014.3 1,014.3 1,017.3
S1 1,002.0 1,002.0 1,023.0 1,008.3
S2 977.8 977.8 1,019.8
S3 941.3 965.5 1,016.3
S4 904.8 929.0 1,006.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,026.4 989.9 36.5 3.6% 5.3 0.5% 100% True False
10 1,026.4 952.0 74.4 7.2% 10.5 1.0% 100% True False 8
20 1,106.9 952.0 154.9 15.1% 8.5 0.8% 48% False False 5
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 0.0
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1,138.5
2.618 1,095.5
1.618 1,069.0
1.000 1,052.8
0.618 1,042.8
HIGH 1,026.5
0.618 1,016.3
0.500 1,013.3
0.382 1,010.0
LOW 1,000.0
0.618 983.8
1.000 973.5
1.618 957.3
2.618 931.0
4.250 887.8
Fisher Pivots for day following 29-Jan-2016
Pivot 1 day 3 day
R1 1,022.0 1,020.8
PP 1,017.5 1,015.0
S1 1,013.3 1,009.3

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

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