ICE Russell 2000 Mini Future June 2016


Trading Metrics calculated at close of trading on 13-Jun-2016
Day Change Summary
Previous Current
10-Jun-2016 13-Jun-2016 Change Change % Previous Week
Open 1,178.5 1,162.6 -15.9 -1.3% 1,162.0
High 1,178.7 1,165.5 -13.2 -1.1% 1,190.3
Low 1,160.6 1,147.5 -13.1 -1.1% 1,159.4
Close 1,164.2 1,149.3 -14.9 -1.3% 1,164.2
Range 18.1 18.0 -0.1 -0.6% 30.9
ATR 16.1 16.2 0.1 0.9% 0.0
Volume 89,603 122,696 33,093 36.9% 464,828
Daily Pivots for day following 13-Jun-2016
Classic Woodie Camarilla DeMark
R4 1,208.0 1,196.8 1,159.3
R3 1,190.0 1,178.8 1,154.3
R2 1,172.0 1,172.0 1,152.5
R1 1,160.8 1,160.8 1,151.0 1,157.5
PP 1,154.0 1,154.0 1,154.0 1,152.5
S1 1,142.8 1,142.8 1,147.8 1,139.5
S2 1,136.0 1,136.0 1,146.0
S3 1,118.0 1,124.8 1,144.3
S4 1,100.0 1,106.8 1,139.5
Weekly Pivots for week ending 10-Jun-2016
Classic Woodie Camarilla DeMark
R4 1,264.0 1,245.0 1,181.3
R3 1,233.0 1,214.0 1,172.8
R2 1,202.3 1,202.3 1,169.8
R1 1,183.3 1,183.3 1,167.0 1,192.8
PP 1,171.3 1,171.3 1,171.3 1,176.0
S1 1,152.3 1,152.3 1,161.3 1,161.8
S2 1,140.5 1,140.5 1,158.5
S3 1,109.5 1,121.5 1,155.8
S4 1,078.5 1,090.5 1,147.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,190.3 1,147.5 42.8 3.7% 14.3 1.2% 4% False True 102,331
10 1,190.3 1,147.5 42.8 3.7% 15.3 1.3% 4% False True 93,020
20 1,190.3 1,082.7 107.6 9.4% 16.8 1.4% 62% False False 93,389
40 1,190.3 1,082.7 107.6 9.4% 16.5 1.4% 62% False False 90,676
60 1,190.3 1,059.5 130.8 11.4% 16.5 1.4% 69% False False 89,034
80 1,190.3 992.4 197.9 17.2% 16.8 1.5% 79% False False 77,741
100 1,190.3 945.2 245.1 21.3% 15.3 1.3% 83% False False 62,195
120 1,190.3 945.2 245.1 21.3% 14.3 1.2% 83% False False 51,830
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 2.8
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,242.0
2.618 1,212.5
1.618 1,194.5
1.000 1,183.5
0.618 1,176.5
HIGH 1,165.5
0.618 1,158.5
0.500 1,156.5
0.382 1,154.5
LOW 1,147.5
0.618 1,136.5
1.000 1,129.5
1.618 1,118.5
2.618 1,100.5
4.250 1,071.0
Fisher Pivots for day following 13-Jun-2016
Pivot 1 day 3 day
R1 1,156.5 1,167.8
PP 1,154.0 1,161.8
S1 1,151.8 1,155.5

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

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