ICE Russell 2000 Mini Future June 2016


Trading Metrics calculated at close of trading on 07-Jun-2016
Day Change Summary
Previous Current
06-Jun-2016 07-Jun-2016 Change Change % Previous Week
Open 1,162.0 1,175.7 13.7 1.2% 1,152.8
High 1,179.4 1,183.6 4.2 0.4% 1,172.8
Low 1,159.4 1,173.2 13.8 1.2% 1,147.6
Close 1,176.3 1,179.4 3.1 0.3% 1,162.0
Range 20.0 10.4 -9.6 -48.0% 25.2
ATR 16.8 16.3 -0.5 -2.7% 0.0
Volume 75,866 66,872 -8,994 -11.9% 342,682
Daily Pivots for day following 07-Jun-2016
Classic Woodie Camarilla DeMark
R4 1,210.0 1,205.0 1,185.0
R3 1,199.5 1,194.8 1,182.3
R2 1,189.3 1,189.3 1,181.3
R1 1,184.3 1,184.3 1,180.3 1,186.8
PP 1,178.8 1,178.8 1,178.8 1,180.0
S1 1,173.8 1,173.8 1,178.5 1,176.3
S2 1,168.3 1,168.3 1,177.5
S3 1,158.0 1,163.5 1,176.5
S4 1,147.5 1,153.0 1,173.8
Weekly Pivots for week ending 03-Jun-2016
Classic Woodie Camarilla DeMark
R4 1,236.5 1,224.5 1,175.8
R3 1,211.3 1,199.3 1,169.0
R2 1,186.0 1,186.0 1,166.5
R1 1,174.0 1,174.0 1,164.3 1,180.0
PP 1,160.8 1,160.8 1,160.8 1,163.8
S1 1,148.8 1,148.8 1,159.8 1,154.8
S2 1,135.5 1,135.5 1,157.5
S3 1,110.5 1,123.5 1,155.0
S4 1,085.3 1,098.5 1,148.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,183.6 1,147.6 36.0 3.1% 16.0 1.4% 88% True False 78,562
10 1,183.6 1,106.1 77.5 6.6% 15.0 1.3% 95% True False 79,194
20 1,183.6 1,082.7 100.9 8.6% 17.0 1.4% 96% True False 89,148
40 1,183.6 1,082.7 100.9 8.6% 16.5 1.4% 96% True False 87,972
60 1,183.6 1,054.2 129.4 11.0% 17.0 1.4% 97% True False 91,391
80 1,183.6 963.1 220.5 18.7% 16.8 1.4% 98% True False 72,183
100 1,183.6 945.2 238.4 20.2% 15.5 1.3% 98% True False 57,748
120 1,183.6 945.2 238.4 20.2% 13.8 1.2% 98% True False 48,123
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 3.1
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1,227.8
2.618 1,210.8
1.618 1,200.5
1.000 1,194.0
0.618 1,190.0
HIGH 1,183.5
0.618 1,179.8
0.500 1,178.5
0.382 1,177.3
LOW 1,173.3
0.618 1,166.8
1.000 1,162.8
1.618 1,156.3
2.618 1,146.0
4.250 1,129.0
Fisher Pivots for day following 07-Jun-2016
Pivot 1 day 3 day
R1 1,179.0 1,175.8
PP 1,178.8 1,172.3
S1 1,178.5 1,168.5

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

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