ICE Russell 2000 Mini Future June 2016


Trading Metrics calculated at close of trading on 04-Apr-2016
Day Change Summary
Previous Current
01-Apr-2016 04-Apr-2016 Change Change % Previous Week
Open 1,108.9 1,113.3 4.4 0.4% 1,074.9
High 1,115.2 1,116.8 1.6 0.1% 1,115.2
Low 1,097.3 1,103.5 6.2 0.6% 1,067.7
Close 1,114.0 1,105.0 -9.0 -0.8% 1,114.0
Range 17.9 13.3 -4.6 -25.7% 47.5
ATR 17.9 17.6 -0.3 -1.8% 0.0
Volume 97,913 66,101 -31,812 -32.5% 459,202
Daily Pivots for day following 04-Apr-2016
Classic Woodie Camarilla DeMark
R4 1,148.3 1,140.0 1,112.3
R3 1,135.0 1,126.8 1,108.8
R2 1,121.8 1,121.8 1,107.5
R1 1,113.3 1,113.3 1,106.3 1,111.0
PP 1,108.5 1,108.5 1,108.5 1,107.3
S1 1,100.0 1,100.0 1,103.8 1,097.5
S2 1,095.3 1,095.3 1,102.5
S3 1,081.8 1,086.8 1,101.3
S4 1,068.5 1,073.5 1,097.8
Weekly Pivots for week ending 01-Apr-2016
Classic Woodie Camarilla DeMark
R4 1,241.5 1,225.3 1,140.0
R3 1,194.0 1,177.8 1,127.0
R2 1,146.5 1,146.5 1,122.8
R1 1,130.3 1,130.3 1,118.3 1,138.3
PP 1,099.0 1,099.0 1,099.0 1,103.0
S1 1,082.8 1,082.8 1,109.8 1,090.8
S2 1,051.5 1,051.5 1,105.3
S3 1,004.0 1,035.3 1,101.0
S4 956.5 987.8 1,088.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,116.8 1,070.1 46.7 4.2% 18.5 1.7% 75% True False 92,456
10 1,116.8 1,059.5 57.3 5.2% 16.8 1.5% 79% True False 84,808
20 1,116.8 1,046.6 70.2 6.4% 18.8 1.7% 83% True False 90,522
40 1,116.8 945.2 171.6 15.5% 16.0 1.5% 93% True False 45,363
60 1,116.8 945.2 171.6 15.5% 13.5 1.2% 93% True False 30,244
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,173.3
2.618 1,151.5
1.618 1,138.3
1.000 1,130.0
0.618 1,125.0
HIGH 1,116.8
0.618 1,111.8
0.500 1,110.3
0.382 1,108.5
LOW 1,103.5
0.618 1,095.3
1.000 1,090.3
1.618 1,082.0
2.618 1,068.8
4.250 1,047.0
Fisher Pivots for day following 04-Apr-2016
Pivot 1 day 3 day
R1 1,110.3 1,107.0
PP 1,108.5 1,106.3
S1 1,106.8 1,105.8

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

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