ICE Russell 2000 Mini Future September 2016


Trading Metrics calculated at close of trading on 01-Jun-2016
Day Change Summary
Previous Current
31-May-2016 01-Jun-2016 Change Change % Previous Week
Open 1,145.2 1,148.7 3.5 0.3% 1,107.0
High 1,153.9 1,157.3 3.4 0.3% 1,146.0
Low 1,143.9 1,143.6 -0.3 0.0% 1,103.6
Close 1,148.3 1,156.5 8.2 0.7% 1,145.0
Range 10.0 13.7 3.7 37.0% 42.4
ATR 11.9 12.1 0.1 1.1% 0.0
Volume 241 1,127 886 367.6% 66
Daily Pivots for day following 01-Jun-2016
Classic Woodie Camarilla DeMark
R4 1,193.5 1,188.8 1,164.0
R3 1,179.8 1,175.0 1,160.3
R2 1,166.3 1,166.3 1,159.0
R1 1,161.3 1,161.3 1,157.8 1,163.8
PP 1,152.5 1,152.5 1,152.5 1,153.8
S1 1,147.8 1,147.8 1,155.3 1,150.0
S2 1,138.8 1,138.8 1,154.0
S3 1,125.0 1,134.0 1,152.8
S4 1,111.3 1,120.3 1,149.0
Weekly Pivots for week ending 27-May-2016
Classic Woodie Camarilla DeMark
R4 1,258.8 1,244.3 1,168.3
R3 1,216.3 1,201.8 1,156.8
R2 1,174.0 1,174.0 1,152.8
R1 1,159.5 1,159.5 1,149.0 1,166.8
PP 1,131.5 1,131.5 1,131.5 1,135.3
S1 1,117.0 1,117.0 1,141.0 1,124.3
S2 1,089.3 1,089.3 1,137.3
S3 1,046.8 1,074.8 1,133.3
S4 1,004.3 1,032.3 1,121.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,157.3 1,130.0 27.3 2.4% 7.8 0.7% 97% True False 283
10 1,157.3 1,080.6 76.7 6.6% 9.5 0.8% 99% True False 145
20 1,157.3 1,080.6 76.7 6.6% 8.3 0.7% 99% True False 75
40 1,157.3 1,080.6 76.7 6.6% 7.8 0.7% 99% True False 40
60 1,157.3 1,053.7 103.6 9.0% 7.0 0.6% 99% True False 29
80 1,157.3 941.4 215.9 18.7% 5.8 0.5% 100% True False 22
100 1,157.3 941.4 215.9 18.7% 5.0 0.4% 100% True False 17
120 1,157.3 941.4 215.9 18.7% 4.0 0.4% 100% True False 14
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.0
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,215.5
2.618 1,193.3
1.618 1,179.5
1.000 1,171.0
0.618 1,165.8
HIGH 1,157.3
0.618 1,152.0
0.500 1,150.5
0.382 1,148.8
LOW 1,143.5
0.618 1,135.3
1.000 1,130.0
1.618 1,121.5
2.618 1,107.8
4.250 1,085.5
Fisher Pivots for day following 01-Jun-2016
Pivot 1 day 3 day
R1 1,154.5 1,154.0
PP 1,152.5 1,151.5
S1 1,150.5 1,149.0

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

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