ICE Russell 2000 Mini Future September 2016


Trading Metrics calculated at close of trading on 24-Jun-2016
Day Change Summary
Previous Current
23-Jun-2016 24-Jun-2016 Change Change % Previous Week
Open 1,149.9 1,166.6 16.7 1.5% 1,145.0
High 1,178.3 1,166.6 -11.7 -1.0% 1,178.3
Low 1,149.2 1,081.0 -68.2 -5.9% 1,081.0
Close 1,169.8 1,115.1 -54.7 -4.7% 1,115.1
Range 29.1 85.6 56.5 194.2% 97.3
ATR 16.6 21.7 5.2 31.1% 0.0
Volume 84,492 171,343 86,851 102.8% 524,086
Daily Pivots for day following 24-Jun-2016
Classic Woodie Camarilla DeMark
R4 1,377.8 1,332.0 1,162.3
R3 1,292.0 1,246.5 1,138.8
R2 1,206.5 1,206.5 1,130.8
R1 1,160.8 1,160.8 1,123.0 1,140.8
PP 1,121.0 1,121.0 1,121.0 1,111.0
S1 1,075.3 1,075.3 1,107.3 1,055.3
S2 1,035.3 1,035.3 1,099.5
S3 949.8 989.5 1,091.5
S4 864.0 904.0 1,068.0
Weekly Pivots for week ending 24-Jun-2016
Classic Woodie Camarilla DeMark
R4 1,416.8 1,363.3 1,168.5
R3 1,319.5 1,266.0 1,141.8
R2 1,222.0 1,222.0 1,133.0
R1 1,168.5 1,168.5 1,124.0 1,146.8
PP 1,124.8 1,124.8 1,124.8 1,113.8
S1 1,071.3 1,071.3 1,106.3 1,049.5
S2 1,027.5 1,027.5 1,097.3
S3 930.3 974.0 1,088.3
S4 833.0 876.8 1,061.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,178.3 1,081.0 97.3 8.7% 33.0 3.0% 35% False True 104,817
10 1,178.3 1,081.0 97.3 8.7% 25.0 2.2% 35% False True 123,995
20 1,185.1 1,081.0 104.1 9.3% 19.0 1.7% 33% False True 73,752
40 1,185.1 1,080.6 104.5 9.4% 13.0 1.2% 33% False False 36,879
60 1,185.1 1,080.6 104.5 9.4% 11.8 1.0% 33% False False 24,588
80 1,185.1 1,053.7 131.4 11.8% 10.0 0.9% 47% False False 18,442
100 1,185.1 941.4 243.7 21.9% 8.3 0.7% 71% False False 14,754
120 1,185.1 941.4 243.7 21.9% 7.0 0.6% 71% False False 12,295
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 3.1
Widest range in 146 trading days
Fibonacci Retracements and Extensions
4.250 1,530.5
2.618 1,390.8
1.618 1,305.0
1.000 1,252.3
0.618 1,219.5
HIGH 1,166.5
0.618 1,134.0
0.500 1,123.8
0.382 1,113.8
LOW 1,081.0
0.618 1,028.0
1.000 995.5
1.618 942.5
2.618 857.0
4.250 717.3
Fisher Pivots for day following 24-Jun-2016
Pivot 1 day 3 day
R1 1,123.8 1,129.8
PP 1,121.0 1,124.8
S1 1,118.0 1,120.0

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

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