ICE Russell 2000 Mini Future June 2016


Trading Metrics calculated at close of trading on 18-May-2016
Day Change Summary
Previous Current
17-May-2016 18-May-2016 Change Change % Previous Week
Open 1,112.8 1,096.6 -16.2 -1.5% 1,114.7
High 1,118.6 1,109.9 -8.7 -0.8% 1,127.3
Low 1,090.5 1,088.8 -1.7 -0.2% 1,096.6
Close 1,095.1 1,100.5 5.4 0.5% 1,100.0
Range 28.1 21.1 -7.0 -24.9% 30.7
ATR 18.0 18.2 0.2 1.2% 0.0
Volume 130,244 138,466 8,222 6.3% 444,238
Daily Pivots for day following 18-May-2016
Classic Woodie Camarilla DeMark
R4 1,163.0 1,152.8 1,112.0
R3 1,142.0 1,131.8 1,106.3
R2 1,120.8 1,120.8 1,104.3
R1 1,110.8 1,110.8 1,102.5 1,115.8
PP 1,099.8 1,099.8 1,099.8 1,102.3
S1 1,089.5 1,089.5 1,098.5 1,094.8
S2 1,078.8 1,078.8 1,096.8
S3 1,057.5 1,068.5 1,094.8
S4 1,036.5 1,047.3 1,089.0
Weekly Pivots for week ending 13-May-2016
Classic Woodie Camarilla DeMark
R4 1,200.0 1,180.8 1,117.0
R3 1,169.3 1,150.0 1,108.5
R2 1,138.8 1,138.8 1,105.8
R1 1,119.3 1,119.3 1,102.8 1,113.8
PP 1,108.0 1,108.0 1,108.0 1,105.0
S1 1,088.8 1,088.8 1,097.3 1,083.0
S2 1,077.3 1,077.3 1,094.3
S3 1,046.5 1,058.0 1,091.5
S4 1,015.8 1,027.3 1,083.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,118.6 1,088.8 29.8 2.7% 21.5 2.0% 39% False True 110,462
10 1,127.3 1,088.8 38.5 3.5% 18.5 1.7% 30% False True 97,439
20 1,154.4 1,088.8 65.6 6.0% 17.8 1.6% 18% False True 94,791
40 1,154.4 1,059.5 94.9 8.6% 17.5 1.6% 43% False False 90,095
60 1,154.4 997.1 157.3 14.3% 17.5 1.6% 66% False False 78,433
80 1,154.4 945.2 209.2 19.0% 15.8 1.4% 74% False False 58,829
100 1,158.6 945.2 213.4 19.4% 14.3 1.3% 73% False False 47,064
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 5.3
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,199.5
2.618 1,165.3
1.618 1,144.0
1.000 1,131.0
0.618 1,123.0
HIGH 1,110.0
0.618 1,101.8
0.500 1,099.3
0.382 1,096.8
LOW 1,088.8
0.618 1,075.8
1.000 1,067.8
1.618 1,054.8
2.618 1,033.5
4.250 999.0
Fisher Pivots for day following 18-May-2016
Pivot 1 day 3 day
R1 1,100.0 1,103.8
PP 1,099.8 1,102.8
S1 1,099.3 1,101.5

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

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