ICE Russell 2000 Mini Future June 2016


Trading Metrics calculated at close of trading on 02-May-2016
Day Change Summary
Previous Current
29-Apr-2016 02-May-2016 Change Change % Previous Week
Open 1,141.0 1,130.1 -10.9 -1.0% 1,147.8
High 1,142.0 1,138.7 -3.3 -0.3% 1,154.4
Low 1,120.1 1,124.8 4.7 0.4% 1,120.1
Close 1,127.6 1,137.5 9.9 0.9% 1,127.6
Range 21.9 13.9 -8.0 -36.5% 34.3
ATR 16.7 16.5 -0.2 -1.2% 0.0
Volume 123,849 80,728 -43,121 -34.8% 465,429
Daily Pivots for day following 02-May-2016
Classic Woodie Camarilla DeMark
R4 1,175.3 1,170.3 1,145.3
R3 1,161.5 1,156.5 1,141.3
R2 1,147.5 1,147.5 1,140.0
R1 1,142.5 1,142.5 1,138.8 1,145.0
PP 1,133.8 1,133.8 1,133.8 1,135.0
S1 1,128.8 1,128.8 1,136.3 1,131.3
S2 1,119.8 1,119.8 1,135.0
S3 1,105.8 1,114.8 1,133.8
S4 1,092.0 1,100.8 1,129.8
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% 16.5 1.4% 51% False False 95,920
10 1,154.4 1,120.1 34.3 3.0% 15.5 1.4% 51% False False 86,612
20 1,154.4 1,083.5 70.9 6.2% 16.3 1.4% 76% False False 85,688
40 1,154.4 1,046.6 107.8 9.5% 17.5 1.5% 84% False False 88,105
60 1,154.4 945.2 209.2 18.4% 16.3 1.4% 92% False False 58,804
80 1,154.4 945.2 209.2 18.4% 14.3 1.2% 92% False False 44,105
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.7
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,197.8
2.618 1,175.0
1.618 1,161.3
1.000 1,152.5
0.618 1,147.3
HIGH 1,138.8
0.618 1,133.5
0.500 1,131.8
0.382 1,130.0
LOW 1,124.8
0.618 1,116.3
1.000 1,111.0
1.618 1,102.3
2.618 1,088.5
4.250 1,065.8
Fisher Pivots for day following 02-May-2016
Pivot 1 day 3 day
R1 1,135.5 1,137.5
PP 1,133.8 1,137.3
S1 1,131.8 1,137.3

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

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