ICE Russell 2000 Mini Future June 2016


Trading Metrics calculated at close of trading on 25-May-2016
Day Change Summary
Previous Current
24-May-2016 25-May-2016 Change Change % Previous Week
Open 1,108.7 1,135.6 26.9 2.4% 1,099.8
High 1,135.7 1,142.5 6.8 0.6% 1,118.6
Low 1,106.1 1,134.1 28.0 2.5% 1,082.7
Close 1,134.1 1,139.8 5.7 0.5% 1,111.8
Range 29.6 8.4 -21.2 -71.6% 35.9
ATR 18.6 17.9 -0.7 -3.9% 0.0
Volume 103,620 84,345 -19,275 -18.6% 564,791
Daily Pivots for day following 25-May-2016
Classic Woodie Camarilla DeMark
R4 1,164.0 1,160.3 1,144.5
R3 1,155.5 1,152.0 1,142.0
R2 1,147.3 1,147.3 1,141.3
R1 1,143.5 1,143.5 1,140.5 1,145.3
PP 1,138.8 1,138.8 1,138.8 1,139.8
S1 1,135.0 1,135.0 1,139.0 1,137.0
S2 1,130.5 1,130.5 1,138.3
S3 1,122.0 1,126.8 1,137.5
S4 1,113.5 1,118.3 1,135.3
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 1,142.5 1,082.7 59.8 5.2% 17.3 1.5% 95% True False 92,878
10 1,142.5 1,082.7 59.8 5.2% 19.5 1.7% 95% True False 101,670
20 1,154.4 1,082.7 71.7 6.3% 18.5 1.6% 80% False False 97,110
40 1,154.4 1,082.7 71.7 6.3% 17.0 1.5% 80% False False 90,216
60 1,154.4 1,045.4 109.0 9.6% 17.5 1.5% 87% False False 86,161
80 1,154.4 945.2 209.2 18.4% 16.3 1.4% 93% False False 64,634
100 1,154.4 945.2 209.2 18.4% 15.0 1.3% 93% False False 51,708
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 4.1
Narrowest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 1,178.3
2.618 1,164.5
1.618 1,156.0
1.000 1,151.0
0.618 1,147.8
HIGH 1,142.5
0.618 1,139.3
0.500 1,138.3
0.382 1,137.3
LOW 1,134.0
0.618 1,129.0
1.000 1,125.8
1.618 1,120.5
2.618 1,112.0
4.250 1,098.5
Fisher Pivots for day following 25-May-2016
Pivot 1 day 3 day
R1 1,139.3 1,134.8
PP 1,138.8 1,129.5
S1 1,138.3 1,124.3

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

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