ICE Russell 2000 Mini Future June 2016


Trading Metrics calculated at close of trading on 03-May-2016
Day Change Summary
Previous Current
02-May-2016 03-May-2016 Change Change % Previous Week
Open 1,130.1 1,137.7 7.6 0.7% 1,147.8
High 1,138.7 1,138.4 -0.3 0.0% 1,154.4
Low 1,124.8 1,112.1 -12.7 -1.1% 1,120.1
Close 1,137.5 1,118.2 -19.3 -1.7% 1,127.6
Range 13.9 26.3 12.4 89.2% 34.3
ATR 16.5 17.2 0.7 4.2% 0.0
Volume 80,728 108,591 27,863 34.5% 465,429
Daily Pivots for day following 03-May-2016
Classic Woodie Camarilla DeMark
R4 1,201.8 1,186.3 1,132.8
R3 1,175.5 1,160.0 1,125.5
R2 1,149.3 1,149.3 1,123.0
R1 1,133.8 1,133.8 1,120.5 1,128.3
PP 1,123.0 1,123.0 1,123.0 1,120.3
S1 1,107.5 1,107.5 1,115.8 1,102.0
S2 1,096.5 1,096.5 1,113.5
S3 1,070.3 1,081.0 1,111.0
S4 1,044.0 1,054.8 1,103.8
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 1,112.1 42.3 3.8% 18.8 1.7% 14% False True 98,487
10 1,154.4 1,112.1 42.3 3.8% 16.8 1.5% 14% False True 89,971
20 1,154.4 1,083.5 70.9 6.3% 17.0 1.5% 49% False False 86,865
40 1,154.4 1,046.6 107.8 9.6% 17.8 1.6% 66% False False 90,778
60 1,154.4 945.2 209.2 18.7% 16.0 1.4% 83% False False 60,614
80 1,154.4 945.2 209.2 18.7% 14.5 1.3% 83% False False 45,462
100 1,158.6 945.2 213.4 19.1% 12.5 1.1% 81% False False 36,370
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 2.3
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 1,250.3
2.618 1,207.3
1.618 1,181.0
1.000 1,164.8
0.618 1,154.8
HIGH 1,138.5
0.618 1,128.3
0.500 1,125.3
0.382 1,122.3
LOW 1,112.0
0.618 1,095.8
1.000 1,085.8
1.618 1,069.5
2.618 1,043.3
4.250 1,000.3
Fisher Pivots for day following 03-May-2016
Pivot 1 day 3 day
R1 1,125.3 1,127.0
PP 1,123.0 1,124.0
S1 1,120.5 1,121.3

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

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