ICE Russell 2000 Mini Future June 2016


Trading Metrics calculated at close of trading on 19-Apr-2016
Day Change Summary
Previous Current
18-Apr-2016 19-Apr-2016 Change Change % Previous Week
Open 1,120.8 1,136.3 15.5 1.4% 1,094.2
High 1,137.2 1,144.6 7.4 0.7% 1,130.1
Low 1,117.6 1,132.2 14.6 1.3% 1,086.7
Close 1,135.8 1,137.4 1.6 0.1% 1,128.1
Range 19.6 12.4 -7.2 -36.7% 43.4
ATR 17.3 16.9 -0.3 -2.0% 0.0
Volume 69,712 75,003 5,291 7.6% 430,644
Daily Pivots for day following 19-Apr-2016
Classic Woodie Camarilla DeMark
R4 1,175.3 1,168.8 1,144.3
R3 1,162.8 1,156.3 1,140.8
R2 1,150.5 1,150.5 1,139.8
R1 1,144.0 1,144.0 1,138.5 1,147.3
PP 1,138.0 1,138.0 1,138.0 1,139.8
S1 1,131.5 1,131.5 1,136.3 1,134.8
S2 1,125.8 1,125.8 1,135.3
S3 1,113.3 1,119.3 1,134.0
S4 1,100.8 1,106.8 1,130.5
Weekly Pivots for week ending 15-Apr-2016
Classic Woodie Camarilla DeMark
R4 1,245.3 1,230.0 1,152.0
R3 1,201.8 1,186.8 1,140.0
R2 1,158.3 1,158.3 1,136.0
R1 1,143.3 1,143.3 1,132.0 1,150.8
PP 1,115.0 1,115.0 1,115.0 1,118.8
S1 1,099.8 1,099.8 1,124.0 1,107.5
S2 1,071.5 1,071.5 1,120.3
S3 1,028.3 1,056.5 1,116.3
S4 984.8 1,013.0 1,104.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,144.6 1,101.6 43.0 3.8% 15.0 1.3% 83% True False 78,355
10 1,144.6 1,083.5 61.1 5.4% 17.0 1.5% 88% True False 83,758
20 1,144.6 1,059.5 85.1 7.5% 17.0 1.5% 92% True False 85,078
40 1,144.6 997.1 147.5 13.0% 17.3 1.5% 95% True False 68,421
60 1,144.6 945.2 199.4 17.5% 15.0 1.3% 96% True False 45,620
80 1,158.6 945.2 213.4 18.8% 13.3 1.2% 90% False False 34,216
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 3.3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,197.3
2.618 1,177.0
1.618 1,164.8
1.000 1,157.0
0.618 1,152.3
HIGH 1,144.5
0.618 1,139.8
0.500 1,138.5
0.382 1,137.0
LOW 1,132.3
0.618 1,124.5
1.000 1,119.8
1.618 1,112.3
2.618 1,099.8
4.250 1,079.5
Fisher Pivots for day following 19-Apr-2016
Pivot 1 day 3 day
R1 1,138.5 1,135.3
PP 1,138.0 1,133.3
S1 1,137.8 1,131.0

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

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