ICE Russell 2000 Mini Future September 2016


Trading Metrics calculated at close of trading on 06-Jun-2016
Day Change Summary
Previous Current
03-Jun-2016 06-Jun-2016 Change Change % Previous Week
Open 1,167.0 1,155.5 -11.5 -1.0% 1,145.2
High 1,167.7 1,174.4 6.7 0.6% 1,167.7
Low 1,149.5 1,155.5 6.0 0.5% 1,143.6
Close 1,157.0 1,171.4 14.4 1.2% 1,157.0
Range 18.2 18.9 0.7 3.8% 24.1
ATR 12.6 13.0 0.5 3.6% 0.0
Volume 1,576 4,188 2,612 165.7% 3,100
Daily Pivots for day following 06-Jun-2016
Classic Woodie Camarilla DeMark
R4 1,223.8 1,216.5 1,181.8
R3 1,205.0 1,197.5 1,176.5
R2 1,186.0 1,186.0 1,174.8
R1 1,178.8 1,178.8 1,173.3 1,182.3
PP 1,167.0 1,167.0 1,167.0 1,169.0
S1 1,159.8 1,159.8 1,169.8 1,163.5
S2 1,148.3 1,148.3 1,168.0
S3 1,129.3 1,141.0 1,166.3
S4 1,110.5 1,122.0 1,161.0
Weekly Pivots for week ending 03-Jun-2016
Classic Woodie Camarilla DeMark
R4 1,228.5 1,216.8 1,170.3
R3 1,204.3 1,192.8 1,163.8
R2 1,180.3 1,180.3 1,161.5
R1 1,168.5 1,168.5 1,159.3 1,174.5
PP 1,156.0 1,156.0 1,156.0 1,159.0
S1 1,144.5 1,144.5 1,154.8 1,150.3
S2 1,132.0 1,132.0 1,152.5
S3 1,108.0 1,120.5 1,150.3
S4 1,083.8 1,096.3 1,143.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,174.4 1,143.6 30.8 2.6% 14.8 1.3% 90% True False 1,457
10 1,174.4 1,103.6 70.8 6.0% 10.8 0.9% 96% True False 735
20 1,174.4 1,080.6 93.8 8.0% 9.8 0.8% 97% True False 370
40 1,174.4 1,080.6 93.8 8.0% 8.5 0.7% 97% True False 187
60 1,174.4 1,056.6 117.8 10.1% 8.0 0.7% 97% True False 127
80 1,174.4 959.3 215.1 18.4% 6.5 0.5% 99% True False 96
100 1,174.4 941.4 233.0 19.9% 5.5 0.5% 99% True False 76
120 1,174.4 941.4 233.0 19.9% 4.5 0.4% 99% True False 64
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 1.2
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1,254.8
2.618 1,224.0
1.618 1,205.0
1.000 1,193.3
0.618 1,186.0
HIGH 1,174.5
0.618 1,167.3
0.500 1,165.0
0.382 1,162.8
LOW 1,155.5
0.618 1,143.8
1.000 1,136.5
1.618 1,125.0
2.618 1,106.0
4.250 1,075.3
Fisher Pivots for day following 06-Jun-2016
Pivot 1 day 3 day
R1 1,169.3 1,168.3
PP 1,167.0 1,165.0
S1 1,165.0 1,162.0

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

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