ICE Russell 2000 Mini Future June 2016


Trading Metrics calculated at close of trading on 31-Mar-2016
Day Change Summary
Previous Current
30-Mar-2016 31-Mar-2016 Change Change % Previous Week
Open 1,107.2 1,106.6 -0.6 -0.1% 1,095.5
High 1,114.5 1,114.8 0.3 0.0% 1,099.6
Low 1,103.3 1,102.3 -1.0 -0.1% 1,059.5
Close 1,107.0 1,109.6 2.6 0.2% 1,074.9
Range 11.2 12.5 1.3 11.6% 40.1
ATR 18.3 17.9 -0.4 -2.3% 0.0
Volume 91,815 88,445 -3,370 -3.7% 322,780
Daily Pivots for day following 31-Mar-2016
Classic Woodie Camarilla DeMark
R4 1,146.5 1,140.5 1,116.5
R3 1,134.0 1,128.0 1,113.0
R2 1,121.5 1,121.5 1,112.0
R1 1,115.5 1,115.5 1,110.8 1,118.5
PP 1,109.0 1,109.0 1,109.0 1,110.5
S1 1,103.0 1,103.0 1,108.5 1,106.0
S2 1,096.5 1,096.5 1,107.3
S3 1,084.0 1,090.5 1,106.3
S4 1,071.5 1,078.0 1,102.8
Weekly Pivots for week ending 25-Mar-2016
Classic Woodie Camarilla DeMark
R4 1,198.3 1,176.8 1,097.0
R3 1,158.3 1,136.5 1,086.0
R2 1,118.0 1,118.0 1,082.3
R1 1,096.5 1,096.5 1,078.5 1,087.3
PP 1,078.0 1,078.0 1,078.0 1,073.5
S1 1,056.5 1,056.5 1,071.3 1,047.3
S2 1,038.0 1,038.0 1,067.5
S3 997.8 1,016.3 1,063.8
S4 957.8 976.3 1,052.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,114.8 1,059.5 55.3 5.0% 18.5 1.7% 91% True False 88,517
10 1,114.8 1,059.5 55.3 5.0% 18.5 1.7% 91% True False 90,505
20 1,114.8 1,046.6 68.2 6.1% 18.8 1.7% 92% True False 82,448
40 1,114.8 945.2 169.6 15.3% 15.8 1.4% 97% True False 41,263
60 1,114.8 945.2 169.6 15.3% 13.5 1.2% 97% True False 27,510
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
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 1,168.0
2.618 1,147.5
1.618 1,135.0
1.000 1,127.3
0.618 1,122.5
HIGH 1,114.8
0.618 1,110.0
0.500 1,108.5
0.382 1,107.0
LOW 1,102.3
0.618 1,094.5
1.000 1,089.8
1.618 1,082.0
2.618 1,069.5
4.250 1,049.3
Fisher Pivots for day following 31-Mar-2016
Pivot 1 day 3 day
R1 1,109.3 1,104.0
PP 1,109.0 1,098.3
S1 1,108.5 1,092.5

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

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