ICE Russell 2000 Mini Future June 2016


Trading Metrics calculated at close of trading on 29-Apr-2016
Day Change Summary
Previous Current
28-Apr-2016 29-Apr-2016 Change Change % Previous Week
Open 1,153.5 1,141.0 -12.5 -1.1% 1,147.8
High 1,154.4 1,142.0 -12.4 -1.1% 1,154.4
Low 1,134.9 1,120.1 -14.8 -1.3% 1,120.1
Close 1,139.8 1,127.6 -12.2 -1.1% 1,127.6
Range 19.5 21.9 2.4 12.3% 34.3
ATR 16.3 16.7 0.4 2.5% 0.0
Volume 95,189 123,849 28,660 30.1% 465,429
Daily Pivots for day following 29-Apr-2016
Classic Woodie Camarilla DeMark
R4 1,195.5 1,183.5 1,139.8
R3 1,173.8 1,161.5 1,133.5
R2 1,151.8 1,151.8 1,131.5
R1 1,139.8 1,139.8 1,129.5 1,134.8
PP 1,130.0 1,130.0 1,130.0 1,127.5
S1 1,117.8 1,117.8 1,125.5 1,113.0
S2 1,108.0 1,108.0 1,123.5
S3 1,086.0 1,096.0 1,121.5
S4 1,064.3 1,074.0 1,115.5
Weekly Pivots for week ending 29-Apr-2016
Classic Woodie Camarilla DeMark
R4 1,237.0 1,216.5 1,146.5
R3 1,202.8 1,182.3 1,137.0
R2 1,168.3 1,168.3 1,134.0
R1 1,148.0 1,148.0 1,130.8 1,141.0
PP 1,134.0 1,134.0 1,134.0 1,130.5
S1 1,113.8 1,113.8 1,124.5 1,106.8
S2 1,099.8 1,099.8 1,121.3
S3 1,065.5 1,079.3 1,118.3
S4 1,031.3 1,045.0 1,108.8
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 1,120.1 34.3 3.0% 17.3 1.5% 22% False True 93,085
10 1,154.4 1,117.6 36.8 3.3% 16.0 1.4% 27% False False 85,511
20 1,154.4 1,083.5 70.9 6.3% 16.3 1.4% 62% False False 84,957
40 1,154.4 1,046.6 107.8 9.6% 17.5 1.6% 75% False False 86,143
60 1,154.4 945.2 209.2 18.6% 16.0 1.4% 87% False False 57,459
80 1,154.4 945.2 209.2 18.6% 14.3 1.3% 87% False False 43,096
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.4
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1,235.0
2.618 1,199.3
1.618 1,177.5
1.000 1,164.0
0.618 1,155.5
HIGH 1,142.0
0.618 1,133.8
0.500 1,131.0
0.382 1,128.5
LOW 1,120.0
0.618 1,106.5
1.000 1,098.3
1.618 1,084.8
2.618 1,062.8
4.250 1,027.0
Fisher Pivots for day following 29-Apr-2016
Pivot 1 day 3 day
R1 1,131.0 1,137.3
PP 1,130.0 1,134.0
S1 1,128.8 1,130.8

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

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