ICE Russell 2000 Mini Future June 2016


Trading Metrics calculated at close of trading on 02-Feb-2016
Day Change Summary
Previous Current
01-Feb-2016 02-Feb-2016 Change Change % Previous Week
Open 1,028.0 1,018.0 -10.0 -1.0% 989.9
High 1,028.0 1,018.0 -10.0 -1.0% 1,026.4
Low 1,021.3 1,002.4 -18.9 -1.9% 989.9
Close 1,021.3 1,002.4 -18.9 -1.9% 1,026.4
Range 6.7 15.6 8.9 132.8% 36.5
ATR 17.0 17.1 0.1 0.8% 0.0
Volume 1 2 1 100.0% 3
Daily Pivots for day following 02-Feb-2016
Classic Woodie Camarilla DeMark
R4 1,054.5 1,044.0 1,011.0
R3 1,038.8 1,028.5 1,006.8
R2 1,023.3 1,023.3 1,005.3
R1 1,012.8 1,012.8 1,003.8 1,010.3
PP 1,007.5 1,007.5 1,007.5 1,006.3
S1 997.3 997.3 1,001.0 994.5
S2 992.0 992.0 999.5
S3 976.5 981.5 998.0
S4 960.8 966.0 993.8
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 1,028.0 992.2 35.8 3.6% 9.8 1.0% 28% False False 1
10 1,028.0 952.0 76.0 7.6% 11.5 1.2% 66% False False 8
20 1,090.2 952.0 138.2 13.8% 9.5 1.0% 36% False False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,084.3
2.618 1,058.8
1.618 1,043.3
1.000 1,033.5
0.618 1,027.8
HIGH 1,018.0
0.618 1,012.0
0.500 1,010.3
0.382 1,008.3
LOW 1,002.5
0.618 992.8
1.000 986.8
1.618 977.3
2.618 961.5
4.250 936.0
Fisher Pivots for day following 02-Feb-2016
Pivot 1 day 3 day
R1 1,010.3 1,014.0
PP 1,007.5 1,010.3
S1 1,005.0 1,006.3

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

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