ICE Russell 2000 Mini Future September 2016


Trading Metrics calculated at close of trading on 01-Jul-2016
Day Change Summary
Previous Current
30-Jun-2016 01-Jul-2016 Change Change % Previous Week
Open 1,129.3 1,146.5 17.2 1.5% 1,111.5
High 1,149.4 1,158.3 8.9 0.8% 1,158.3
Low 1,121.7 1,144.4 22.7 2.0% 1,076.7
Close 1,147.4 1,154.2 6.8 0.6% 1,154.2
Range 27.7 13.9 -13.8 -49.8% 81.6
ATR 24.1 23.3 -0.7 -3.0% 0.0
Volume 121,813 71,160 -50,653 -41.6% 570,405
Daily Pivots for day following 01-Jul-2016
Classic Woodie Camarilla DeMark
R4 1,194.0 1,188.0 1,161.8
R3 1,180.0 1,174.0 1,158.0
R2 1,166.3 1,166.3 1,156.8
R1 1,160.3 1,160.3 1,155.5 1,163.3
PP 1,152.3 1,152.3 1,152.3 1,153.8
S1 1,146.3 1,146.3 1,153.0 1,149.3
S2 1,138.5 1,138.5 1,151.8
S3 1,124.5 1,132.5 1,150.5
S4 1,110.5 1,118.5 1,146.5
Weekly Pivots for week ending 01-Jul-2016
Classic Woodie Camarilla DeMark
R4 1,374.5 1,346.0 1,199.0
R3 1,293.0 1,264.3 1,176.8
R2 1,211.3 1,211.3 1,169.3
R1 1,182.8 1,182.8 1,161.8 1,197.0
PP 1,129.8 1,129.8 1,129.8 1,137.0
S1 1,101.3 1,101.3 1,146.8 1,115.5
S2 1,048.3 1,048.3 1,139.3
S3 966.5 1,019.5 1,131.8
S4 885.0 938.0 1,109.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,158.3 1,076.7 81.6 7.1% 27.5 2.4% 95% True False 114,081
10 1,178.3 1,076.7 101.6 8.8% 30.3 2.6% 76% False False 109,449
20 1,185.1 1,076.7 108.4 9.4% 23.0 2.0% 71% False False 102,116
40 1,185.1 1,076.7 108.4 9.4% 16.0 1.4% 71% False False 51,139
60 1,185.1 1,076.7 108.4 9.4% 13.0 1.1% 71% False False 34,094
80 1,185.1 1,053.7 131.4 11.4% 11.5 1.0% 76% False False 25,572
100 1,185.1 941.4 243.7 21.1% 9.5 0.8% 87% False False 20,458
120 1,185.1 941.4 243.7 21.1% 8.3 0.7% 87% False False 17,048
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.0
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1,217.5
2.618 1,194.8
1.618 1,180.8
1.000 1,172.3
0.618 1,167.0
HIGH 1,158.3
0.618 1,153.0
0.500 1,151.3
0.382 1,149.8
LOW 1,144.5
0.618 1,135.8
1.000 1,130.5
1.618 1,122.0
2.618 1,108.0
4.250 1,085.3
Fisher Pivots for day following 01-Jul-2016
Pivot 1 day 3 day
R1 1,153.3 1,146.3
PP 1,152.3 1,138.3
S1 1,151.3 1,130.0

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

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