ICE Russell 2000 Mini Future June 2016


Trading Metrics calculated at close of trading on 22-Apr-2016
Day Change Summary
Previous Current
21-Apr-2016 22-Apr-2016 Change Change % Previous Week
Open 1,139.0 1,130.8 -8.2 -0.7% 1,120.8
High 1,142.5 1,146.4 3.9 0.3% 1,146.4
Low 1,129.7 1,130.2 0.5 0.0% 1,117.6
Close 1,132.3 1,144.8 12.5 1.1% 1,144.8
Range 12.8 16.2 3.4 26.6% 28.8
ATR 16.4 16.4 0.0 -0.1% 0.0
Volume 81,232 90,398 9,166 11.3% 389,681
Daily Pivots for day following 22-Apr-2016
Classic Woodie Camarilla DeMark
R4 1,189.0 1,183.3 1,153.8
R3 1,172.8 1,167.0 1,149.3
R2 1,156.8 1,156.8 1,147.8
R1 1,150.8 1,150.8 1,146.3 1,153.8
PP 1,140.5 1,140.5 1,140.5 1,142.0
S1 1,134.5 1,134.5 1,143.3 1,137.5
S2 1,124.3 1,124.3 1,141.8
S3 1,108.0 1,118.3 1,140.3
S4 1,091.8 1,102.3 1,136.0
Weekly Pivots for week ending 22-Apr-2016
Classic Woodie Camarilla DeMark
R4 1,222.8 1,212.5 1,160.8
R3 1,193.8 1,183.8 1,152.8
R2 1,165.0 1,165.0 1,150.0
R1 1,155.0 1,155.0 1,147.5 1,160.0
PP 1,136.3 1,136.3 1,136.3 1,138.8
S1 1,126.3 1,126.3 1,142.3 1,131.3
S2 1,107.5 1,107.5 1,139.5
S3 1,078.8 1,097.3 1,137.0
S4 1,049.8 1,068.5 1,129.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,146.4 1,117.6 28.8 2.5% 14.8 1.3% 94% True False 77,936
10 1,146.4 1,086.7 59.7 5.2% 15.8 1.4% 97% True False 82,032
20 1,146.4 1,067.7 78.7 6.9% 16.5 1.4% 98% True False 84,646
40 1,146.4 1,022.4 124.0 10.8% 17.3 1.5% 99% True False 74,543
60 1,146.4 945.2 201.2 17.6% 15.5 1.4% 99% True False 49,703
80 1,146.4 945.2 201.2 17.6% 13.5 1.2% 99% True False 37,278
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.0
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,215.3
2.618 1,188.8
1.618 1,172.5
1.000 1,162.5
0.618 1,156.5
HIGH 1,146.5
0.618 1,140.3
0.500 1,138.3
0.382 1,136.5
LOW 1,130.3
0.618 1,120.3
1.000 1,114.0
1.618 1,104.0
2.618 1,087.8
4.250 1,061.3
Fisher Pivots for day following 22-Apr-2016
Pivot 1 day 3 day
R1 1,142.8 1,142.5
PP 1,140.5 1,140.3
S1 1,138.3 1,138.0

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

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