ICE Russell 2000 Mini Future June 2016


Trading Metrics calculated at close of trading on 01-Apr-2016
Day Change Summary
Previous Current
31-Mar-2016 01-Apr-2016 Change Change % Previous Week
Open 1,106.6 1,108.9 2.3 0.2% 1,074.9
High 1,114.8 1,115.2 0.4 0.0% 1,115.2
Low 1,102.3 1,097.3 -5.0 -0.5% 1,067.7
Close 1,109.6 1,114.0 4.4 0.4% 1,114.0
Range 12.5 17.9 5.4 43.2% 47.5
ATR 17.9 17.9 0.0 0.0% 0.0
Volume 88,445 97,913 9,468 10.7% 459,202
Daily Pivots for day following 01-Apr-2016
Classic Woodie Camarilla DeMark
R4 1,162.5 1,156.3 1,123.8
R3 1,144.8 1,138.3 1,119.0
R2 1,126.8 1,126.8 1,117.3
R1 1,120.3 1,120.3 1,115.8 1,123.5
PP 1,108.8 1,108.8 1,108.8 1,110.5
S1 1,102.5 1,102.5 1,112.3 1,105.8
S2 1,091.0 1,091.0 1,110.8
S3 1,073.0 1,084.5 1,109.0
S4 1,055.3 1,066.8 1,104.3
Weekly Pivots for week ending 01-Apr-2016
Classic Woodie Camarilla DeMark
R4 1,241.5 1,225.3 1,140.0
R3 1,194.0 1,177.8 1,127.0
R2 1,146.5 1,146.5 1,122.8
R1 1,130.3 1,130.3 1,118.3 1,138.3
PP 1,099.0 1,099.0 1,099.0 1,103.0
S1 1,082.8 1,082.8 1,109.8 1,090.8
S2 1,051.5 1,051.5 1,105.3
S3 1,004.0 1,035.3 1,101.0
S4 956.5 987.8 1,088.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,115.2 1,067.7 47.5 4.3% 18.8 1.7% 97% True False 91,840
10 1,115.2 1,059.5 55.7 5.0% 17.3 1.5% 98% True False 87,097
20 1,115.2 1,046.6 68.6 6.2% 19.0 1.7% 98% True False 87,329
40 1,115.2 945.2 170.0 15.3% 15.8 1.4% 99% True False 43,711
60 1,115.2 945.2 170.0 15.3% 13.5 1.2% 99% True False 29,142
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.1
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,191.3
2.618 1,162.0
1.618 1,144.3
1.000 1,133.0
0.618 1,126.3
HIGH 1,115.3
0.618 1,108.3
0.500 1,106.3
0.382 1,104.3
LOW 1,097.3
0.618 1,086.3
1.000 1,079.5
1.618 1,068.3
2.618 1,050.5
4.250 1,021.3
Fisher Pivots for day following 01-Apr-2016
Pivot 1 day 3 day
R1 1,111.5 1,111.5
PP 1,108.8 1,108.8
S1 1,106.3 1,106.3

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

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