ICE Russell 2000 Mini Future June 2016


Trading Metrics calculated at close of trading on 23-May-2016
Day Change Summary
Previous Current
20-May-2016 23-May-2016 Change Change % Previous Week
Open 1,093.5 1,113.5 20.0 1.8% 1,099.8
High 1,112.3 1,117.2 4.9 0.4% 1,118.6
Low 1,093.0 1,107.7 14.7 1.3% 1,082.7
Close 1,111.8 1,108.4 -3.4 -0.3% 1,111.8
Range 19.3 9.5 -9.8 -50.8% 35.9
ATR 18.4 17.7 -0.6 -3.5% 0.0
Volume 94,231 66,278 -27,953 -29.7% 564,791
Daily Pivots for day following 23-May-2016
Classic Woodie Camarilla DeMark
R4 1,139.5 1,133.5 1,113.5
R3 1,130.0 1,124.0 1,111.0
R2 1,120.5 1,120.5 1,110.3
R1 1,114.5 1,114.5 1,109.3 1,112.8
PP 1,111.0 1,111.0 1,111.0 1,110.3
S1 1,105.0 1,105.0 1,107.5 1,103.3
S2 1,101.5 1,101.5 1,106.8
S3 1,092.0 1,095.5 1,105.8
S4 1,082.5 1,086.0 1,103.3
Weekly Pivots for week ending 20-May-2016
Classic Woodie Camarilla DeMark
R4 1,212.0 1,197.8 1,131.5
R3 1,176.3 1,162.0 1,121.8
R2 1,140.3 1,140.3 1,118.5
R1 1,126.0 1,126.0 1,115.0 1,133.3
PP 1,104.3 1,104.3 1,104.3 1,108.0
S1 1,090.3 1,090.3 1,108.5 1,097.3
S2 1,068.5 1,068.5 1,105.3
S3 1,032.5 1,054.3 1,102.0
S4 996.8 1,018.3 1,092.0
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 1,082.7 35.9 3.2% 19.5 1.8% 72% False False 109,027
10 1,127.3 1,082.7 44.6 4.0% 18.8 1.7% 58% False False 99,102
20 1,154.4 1,082.7 71.7 6.5% 18.0 1.6% 36% False False 96,704
40 1,154.4 1,070.1 84.3 7.6% 17.3 1.6% 45% False False 90,763
60 1,154.4 1,022.4 132.0 11.9% 17.8 1.6% 65% False False 83,039
80 1,154.4 945.2 209.2 18.9% 16.0 1.4% 78% False False 62,285
100 1,154.4 945.2 209.2 18.9% 14.5 1.3% 78% False False 49,829
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 True
Stretch 3.9
Narrowest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 1,157.5
2.618 1,142.0
1.618 1,132.5
1.000 1,126.8
0.618 1,123.0
HIGH 1,117.3
0.618 1,113.5
0.500 1,112.5
0.382 1,111.3
LOW 1,107.8
0.618 1,101.8
1.000 1,098.3
1.618 1,092.3
2.618 1,082.8
4.250 1,067.3
Fisher Pivots for day following 23-May-2016
Pivot 1 day 3 day
R1 1,112.5 1,105.5
PP 1,111.0 1,102.8
S1 1,109.8 1,100.0

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

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