ICE Russell 2000 Mini Future June 2016


Trading Metrics calculated at close of trading on 09-May-2016
Day Change Summary
Previous Current
06-May-2016 09-May-2016 Change Change % Previous Week
Open 1,104.3 1,114.7 10.4 0.9% 1,130.1
High 1,114.9 1,122.1 7.2 0.6% 1,138.7
Low 1,097.5 1,109.2 11.7 1.1% 1,097.5
Close 1,113.9 1,115.2 1.3 0.1% 1,113.9
Range 17.4 12.9 -4.5 -25.9% 41.2
ATR 17.0 16.7 -0.3 -1.7% 0.0
Volume 96,043 84,287 -11,756 -12.2% 459,899
Daily Pivots for day following 09-May-2016
Classic Woodie Camarilla DeMark
R4 1,154.3 1,147.5 1,122.3
R3 1,141.3 1,134.8 1,118.8
R2 1,128.5 1,128.5 1,117.5
R1 1,121.8 1,121.8 1,116.5 1,125.0
PP 1,115.5 1,115.5 1,115.5 1,117.3
S1 1,109.0 1,109.0 1,114.0 1,112.3
S2 1,102.5 1,102.5 1,112.8
S3 1,089.8 1,096.0 1,111.8
S4 1,076.8 1,083.0 1,108.0
Weekly Pivots for week ending 06-May-2016
Classic Woodie Camarilla DeMark
R4 1,240.3 1,218.3 1,136.5
R3 1,199.0 1,177.0 1,125.3
R2 1,158.0 1,158.0 1,121.5
R1 1,136.0 1,136.0 1,117.8 1,126.3
PP 1,116.8 1,116.8 1,116.8 1,112.0
S1 1,094.8 1,094.8 1,110.0 1,085.0
S2 1,075.5 1,075.5 1,106.3
S3 1,034.3 1,053.5 1,102.5
S4 993.0 1,012.3 1,091.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,138.4 1,097.5 40.9 3.7% 17.8 1.6% 43% False False 92,691
10 1,154.4 1,097.5 56.9 5.1% 17.0 1.5% 31% False False 94,306
20 1,154.4 1,086.7 67.7 6.1% 16.3 1.5% 42% False False 86,797
40 1,154.4 1,054.2 100.2 9.0% 16.8 1.5% 61% False False 92,513
60 1,154.4 963.1 191.3 17.2% 16.5 1.5% 80% False False 66,528
80 1,154.4 945.2 209.2 18.8% 15.0 1.3% 81% False False 49,898
100 1,158.6 945.2 213.4 19.1% 13.0 1.2% 80% False False 39,919
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.7
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1,177.0
2.618 1,155.8
1.618 1,143.0
1.000 1,135.0
0.618 1,130.0
HIGH 1,122.0
0.618 1,117.3
0.500 1,115.8
0.382 1,114.3
LOW 1,109.3
0.618 1,101.3
1.000 1,096.3
1.618 1,088.3
2.618 1,075.5
4.250 1,054.5
Fisher Pivots for day following 09-May-2016
Pivot 1 day 3 day
R1 1,115.8 1,113.5
PP 1,115.5 1,111.5
S1 1,115.3 1,109.8

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

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