ICE Russell 2000 Mini Future June 2016


Trading Metrics calculated at close of trading on 22-Mar-2016
Day Change Summary
Previous Current
21-Mar-2016 22-Mar-2016 Change Change % Previous Week
Open 1,095.5 1,092.9 -2.6 -0.2% 1,079.9
High 1,099.6 1,096.1 -3.5 -0.3% 1,099.1
Low 1,089.8 1,083.7 -6.1 -0.6% 1,054.2
Close 1,094.0 1,091.9 -2.1 -0.2% 1,096.0
Range 9.8 12.4 2.6 26.5% 44.9
ATR 17.8 17.4 -0.4 -2.2% 0.0
Volume 69,160 66,925 -2,235 -3.2% 675,235
Daily Pivots for day following 22-Mar-2016
Classic Woodie Camarilla DeMark
R4 1,127.8 1,122.3 1,098.8
R3 1,115.3 1,109.8 1,095.3
R2 1,103.0 1,103.0 1,094.3
R1 1,097.5 1,097.5 1,093.0 1,094.0
PP 1,090.5 1,090.5 1,090.5 1,088.8
S1 1,085.0 1,085.0 1,090.8 1,081.5
S2 1,078.3 1,078.3 1,089.8
S3 1,065.8 1,072.8 1,088.5
S4 1,053.3 1,060.3 1,085.0
Weekly Pivots for week ending 18-Mar-2016
Classic Woodie Camarilla DeMark
R4 1,217.8 1,201.8 1,120.8
R3 1,173.0 1,157.0 1,108.3
R2 1,128.0 1,128.0 1,104.3
R1 1,112.0 1,112.0 1,100.0 1,120.0
PP 1,083.0 1,083.0 1,083.0 1,087.0
S1 1,067.0 1,067.0 1,092.0 1,075.0
S2 1,038.3 1,038.3 1,087.8
S3 993.3 1,022.3 1,083.8
S4 948.5 977.3 1,071.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,099.6 1,054.2 45.4 4.2% 17.5 1.6% 83% False False 100,389
10 1,099.6 1,046.6 53.0 4.9% 18.5 1.7% 85% False False 109,372
20 1,099.6 997.1 102.5 9.4% 17.5 1.6% 92% False False 55,108
40 1,099.6 945.2 154.4 14.1% 14.0 1.3% 95% False False 27,564
60 1,158.6 945.2 213.4 19.5% 12.0 1.1% 69% False False 18,377
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.3
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,148.8
2.618 1,128.5
1.618 1,116.3
1.000 1,108.5
0.618 1,103.8
HIGH 1,096.0
0.618 1,091.3
0.500 1,090.0
0.382 1,088.5
LOW 1,083.8
0.618 1,076.0
1.000 1,071.3
1.618 1,063.8
2.618 1,051.3
4.250 1,031.0
Fisher Pivots for day following 22-Mar-2016
Pivot 1 day 3 day
R1 1,091.3 1,091.8
PP 1,090.5 1,091.5
S1 1,090.0 1,091.3

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

View Archives - Comment on this page... - Back to Index of Symbols