ICE Russell 2000 Mini Future June 2016


Trading Metrics calculated at close of trading on 28-Apr-2016
Day Change Summary
Previous Current
27-Apr-2016 28-Apr-2016 Change Change % Previous Week
Open 1,148.6 1,153.5 4.9 0.4% 1,120.8
High 1,153.9 1,154.4 0.5 0.0% 1,146.4
Low 1,142.1 1,134.9 -7.2 -0.6% 1,117.6
Close 1,152.7 1,139.8 -12.9 -1.1% 1,144.8
Range 11.8 19.5 7.7 65.3% 28.8
ATR 16.0 16.3 0.2 1.5% 0.0
Volume 84,080 95,189 11,109 13.2% 389,681
Daily Pivots for day following 28-Apr-2016
Classic Woodie Camarilla DeMark
R4 1,201.5 1,190.3 1,150.5
R3 1,182.0 1,170.8 1,145.3
R2 1,162.5 1,162.5 1,143.5
R1 1,151.3 1,151.3 1,141.5 1,147.0
PP 1,143.0 1,143.0 1,143.0 1,141.0
S1 1,131.8 1,131.8 1,138.0 1,127.5
S2 1,123.5 1,123.5 1,136.3
S3 1,104.0 1,112.3 1,134.5
S4 1,084.5 1,092.8 1,129.0
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 1,154.4 1,130.2 24.2 2.1% 16.0 1.4% 40% True False 86,395
10 1,154.4 1,117.6 36.8 3.2% 14.8 1.3% 60% True False 79,765
20 1,154.4 1,083.5 70.9 6.2% 16.0 1.4% 79% True False 83,660
40 1,154.4 1,046.6 107.8 9.5% 17.3 1.5% 86% True False 83,054
60 1,154.4 945.2 209.2 18.4% 15.8 1.4% 93% True False 55,396
80 1,154.4 945.2 209.2 18.4% 14.3 1.2% 93% True False 41,548
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 2.7
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1,237.3
2.618 1,205.5
1.618 1,186.0
1.000 1,174.0
0.618 1,166.5
HIGH 1,154.5
0.618 1,147.0
0.500 1,144.8
0.382 1,142.3
LOW 1,135.0
0.618 1,122.8
1.000 1,115.5
1.618 1,103.3
2.618 1,083.8
4.250 1,052.0
Fisher Pivots for day following 28-Apr-2016
Pivot 1 day 3 day
R1 1,144.8 1,144.5
PP 1,143.0 1,143.0
S1 1,141.5 1,141.5

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

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