ICE Russell 2000 Mini Future September 2016


Trading Metrics calculated at close of trading on 28-Jun-2016
Day Change Summary
Previous Current
27-Jun-2016 28-Jun-2016 Change Change % Previous Week
Open 1,111.5 1,082.8 -28.7 -2.6% 1,145.0
High 1,114.6 1,106.9 -7.7 -0.7% 1,178.3
Low 1,076.7 1,080.5 3.8 0.4% 1,081.0
Close 1,079.6 1,105.1 25.5 2.4% 1,115.1
Range 37.9 26.4 -11.5 -30.3% 97.3
ATR 22.9 23.2 0.3 1.4% 0.0
Volume 160,324 119,753 -40,571 -25.3% 524,086
Daily Pivots for day following 28-Jun-2016
Classic Woodie Camarilla DeMark
R4 1,176.8 1,167.3 1,119.5
R3 1,150.3 1,141.0 1,112.3
R2 1,124.0 1,124.0 1,110.0
R1 1,114.5 1,114.5 1,107.5 1,119.3
PP 1,097.5 1,097.5 1,097.5 1,099.8
S1 1,088.0 1,088.0 1,102.8 1,092.8
S2 1,071.0 1,071.0 1,100.3
S3 1,044.8 1,061.8 1,097.8
S4 1,018.3 1,035.3 1,090.5
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 1,076.7 101.6 9.2% 38.8 3.5% 28% False False 124,617
10 1,178.3 1,076.7 101.6 9.2% 28.0 2.5% 28% False False 116,556
20 1,185.1 1,076.7 108.4 9.8% 21.5 1.9% 26% False False 87,743
40 1,185.1 1,076.7 108.4 9.8% 14.5 1.3% 26% False False 43,881
60 1,185.1 1,076.7 108.4 9.8% 12.3 1.1% 26% False False 29,256
80 1,185.1 1,053.7 131.4 11.9% 10.5 1.0% 39% False False 21,943
100 1,185.1 941.4 243.7 22.1% 8.8 0.8% 67% False False 17,555
120 1,185.1 941.4 243.7 22.1% 7.5 0.7% 67% False False 14,629
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.6
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,219.0
2.618 1,176.0
1.618 1,149.5
1.000 1,133.3
0.618 1,123.3
HIGH 1,107.0
0.618 1,096.8
0.500 1,093.8
0.382 1,090.5
LOW 1,080.5
0.618 1,064.3
1.000 1,054.0
1.618 1,037.8
2.618 1,011.5
4.250 968.3
Fisher Pivots for day following 28-Jun-2016
Pivot 1 day 3 day
R1 1,101.3 1,121.8
PP 1,097.5 1,116.3
S1 1,093.8 1,110.5

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

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