ICE Russell 2000 Mini Future June 2016


Trading Metrics calculated at close of trading on 02-Jun-2016
Day Change Summary
Previous Current
01-Jun-2016 02-Jun-2016 Change Change % Previous Week
Open 1,154.9 1,160.8 5.9 0.5% 1,113.5
High 1,163.3 1,172.0 8.7 0.7% 1,151.6
Low 1,147.6 1,157.0 9.4 0.8% 1,106.1
Close 1,161.5 1,171.1 9.6 0.8% 1,150.1
Range 15.7 15.0 -0.7 -4.5% 45.5
ATR 16.4 16.3 -0.1 -0.6% 0.0
Volume 92,544 73,257 -19,287 -20.8% 372,802
Daily Pivots for day following 02-Jun-2016
Classic Woodie Camarilla DeMark
R4 1,211.8 1,206.5 1,179.3
R3 1,196.8 1,191.5 1,175.3
R2 1,181.8 1,181.8 1,173.8
R1 1,176.5 1,176.5 1,172.5 1,179.0
PP 1,166.8 1,166.8 1,166.8 1,168.0
S1 1,161.5 1,161.5 1,169.8 1,164.0
S2 1,151.8 1,151.8 1,168.3
S3 1,136.8 1,146.5 1,167.0
S4 1,121.8 1,131.5 1,162.8
Weekly Pivots for week ending 27-May-2016
Classic Woodie Camarilla DeMark
R4 1,272.5 1,256.8 1,175.0
R3 1,227.0 1,211.3 1,162.5
R2 1,181.5 1,181.5 1,158.5
R1 1,165.8 1,165.8 1,154.3 1,173.5
PP 1,136.0 1,136.0 1,136.0 1,139.8
S1 1,120.3 1,120.3 1,146.0 1,128.0
S2 1,090.5 1,090.5 1,141.8
S3 1,045.0 1,074.8 1,137.5
S4 999.5 1,029.3 1,125.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,172.0 1,135.8 36.2 3.1% 12.8 1.1% 98% True False 75,393
10 1,172.0 1,082.7 89.3 7.6% 15.0 1.3% 99% True False 84,136
20 1,172.0 1,082.7 89.3 7.6% 16.8 1.4% 99% True False 90,787
40 1,172.0 1,082.7 89.3 7.6% 16.8 1.4% 99% True False 89,061
60 1,172.0 1,046.6 125.4 10.7% 17.3 1.5% 99% True False 92,315
80 1,172.0 945.2 226.8 19.4% 16.3 1.4% 100% True False 69,345
100 1,172.0 945.2 226.8 19.4% 15.0 1.3% 100% True False 55,478
120 1,172.0 945.2 226.8 19.4% 13.3 1.1% 100% True False 46,232
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 3.1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,235.8
2.618 1,211.3
1.618 1,196.3
1.000 1,187.0
0.618 1,181.3
HIGH 1,172.0
0.618 1,166.3
0.500 1,164.5
0.382 1,162.8
LOW 1,157.0
0.618 1,147.8
1.000 1,142.0
1.618 1,132.8
2.618 1,117.8
4.250 1,093.3
Fisher Pivots for day following 02-Jun-2016
Pivot 1 day 3 day
R1 1,169.0 1,167.3
PP 1,166.8 1,163.5
S1 1,164.5 1,159.8

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

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