ICE Russell 2000 Mini Future June 2016


Trading Metrics calculated at close of trading on 11-May-2016
Day Change Summary
Previous Current
10-May-2016 11-May-2016 Change Change % Previous Week
Open 1,113.1 1,125.2 12.1 1.1% 1,130.1
High 1,127.3 1,126.5 -0.8 -0.1% 1,138.7
Low 1,112.9 1,110.0 -2.9 -0.3% 1,097.5
Close 1,126.3 1,110.3 -16.0 -1.4% 1,113.9
Range 14.4 16.5 2.1 14.6% 41.2
ATR 16.6 16.6 0.0 0.0% 0.0
Volume 78,506 83,775 5,269 6.7% 459,899
Daily Pivots for day following 11-May-2016
Classic Woodie Camarilla DeMark
R4 1,165.0 1,154.3 1,119.5
R3 1,148.5 1,137.8 1,114.8
R2 1,132.0 1,132.0 1,113.3
R1 1,121.3 1,121.3 1,111.8 1,118.5
PP 1,115.5 1,115.5 1,115.5 1,114.3
S1 1,104.8 1,104.8 1,108.8 1,102.0
S2 1,099.0 1,099.0 1,107.3
S3 1,082.5 1,088.3 1,105.8
S4 1,066.0 1,071.8 1,101.3
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 1,127.3 1,097.5 29.8 2.7% 15.3 1.4% 43% False False 84,416
10 1,154.4 1,097.5 56.9 5.1% 17.5 1.6% 22% False False 92,550
20 1,154.4 1,097.5 56.9 5.1% 15.5 1.4% 22% False False 85,355
40 1,154.4 1,054.2 100.2 9.0% 17.0 1.5% 56% False False 88,836
60 1,154.4 992.4 162.0 14.6% 16.5 1.5% 73% False False 69,231
80 1,154.4 945.2 209.2 18.8% 15.3 1.4% 79% False False 51,927
100 1,158.6 945.2 213.4 19.2% 13.3 1.2% 77% False False 41,541
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 3.3
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,196.5
2.618 1,169.8
1.618 1,153.3
1.000 1,143.0
0.618 1,136.8
HIGH 1,126.5
0.618 1,120.3
0.500 1,118.3
0.382 1,116.3
LOW 1,110.0
0.618 1,099.8
1.000 1,093.5
1.618 1,083.3
2.618 1,066.8
4.250 1,040.0
Fisher Pivots for day following 11-May-2016
Pivot 1 day 3 day
R1 1,118.3 1,118.3
PP 1,115.5 1,115.5
S1 1,113.0 1,113.0

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

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