ICE Russell 2000 Mini Future June 2016


Trading Metrics calculated at close of trading on 16-Jun-2016
Day Change Summary
Previous Current
15-Jun-2016 16-Jun-2016 Change Change % Previous Week
Open 1,146.8 1,147.4 0.6 0.1% 1,162.0
High 1,159.9 1,150.6 -9.3 -0.8% 1,190.3
Low 1,144.7 1,132.4 -12.3 -1.1% 1,159.4
Close 1,149.3 1,150.0 0.7 0.1% 1,164.2
Range 15.2 18.2 3.0 19.7% 30.9
ATR 16.0 16.2 0.2 1.0% 0.0
Volume 63,378 31,420 -31,958 -50.4% 464,828
Daily Pivots for day following 16-Jun-2016
Classic Woodie Camarilla DeMark
R4 1,199.0 1,192.8 1,160.0
R3 1,180.8 1,174.5 1,155.0
R2 1,162.5 1,162.5 1,153.3
R1 1,156.3 1,156.3 1,151.8 1,159.5
PP 1,144.3 1,144.3 1,144.3 1,146.0
S1 1,138.0 1,138.0 1,148.3 1,141.3
S2 1,126.3 1,126.3 1,146.8
S3 1,108.0 1,119.8 1,145.0
S4 1,089.8 1,101.8 1,140.0
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 1,178.7 1,132.4 46.3 4.0% 16.8 1.5% 38% False True 81,393
10 1,190.3 1,132.4 57.9 5.0% 16.0 1.4% 30% False True 86,646
20 1,190.3 1,082.7 107.6 9.4% 15.5 1.3% 63% False False 85,391
40 1,190.3 1,082.7 107.6 9.4% 16.8 1.4% 63% False False 90,091
60 1,190.3 1,059.5 130.8 11.4% 16.8 1.5% 69% False False 88,527
80 1,190.3 997.1 193.2 16.8% 17.0 1.5% 79% False False 80,172
100 1,190.3 945.2 245.1 21.3% 15.8 1.4% 84% False False 64,142
120 1,190.3 945.2 245.1 21.3% 14.5 1.3% 84% False False 53,452
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.5
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1,228.0
2.618 1,198.3
1.618 1,180.0
1.000 1,168.8
0.618 1,161.8
HIGH 1,150.5
0.618 1,143.8
0.500 1,141.5
0.382 1,139.3
LOW 1,132.5
0.618 1,121.3
1.000 1,114.3
1.618 1,103.0
2.618 1,084.8
4.250 1,055.0
Fisher Pivots for day following 16-Jun-2016
Pivot 1 day 3 day
R1 1,147.3 1,148.8
PP 1,144.3 1,147.5
S1 1,141.5 1,146.3

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

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