ICE Russell 2000 Mini Future June 2016


Trading Metrics calculated at close of trading on 12-Apr-2016
Day Change Summary
Previous Current
11-Apr-2016 12-Apr-2016 Change Change % Previous Week
Open 1,094.2 1,087.1 -7.1 -0.6% 1,113.3
High 1,108.4 1,104.6 -3.8 -0.3% 1,116.8
Low 1,087.0 1,086.7 -0.3 0.0% 1,083.5
Close 1,088.7 1,102.9 14.2 1.3% 1,094.1
Range 21.4 17.9 -3.5 -16.4% 33.3
ATR 17.9 17.9 0.0 0.0% 0.0
Volume 94,000 89,580 -4,420 -4.7% 413,393
Daily Pivots for day following 12-Apr-2016
Classic Woodie Camarilla DeMark
R4 1,151.8 1,145.3 1,112.8
R3 1,133.8 1,127.3 1,107.8
R2 1,116.0 1,116.0 1,106.3
R1 1,109.5 1,109.5 1,104.5 1,112.8
PP 1,098.0 1,098.0 1,098.0 1,099.8
S1 1,091.5 1,091.5 1,101.3 1,094.8
S2 1,080.3 1,080.3 1,099.5
S3 1,062.3 1,073.8 1,098.0
S4 1,044.3 1,055.8 1,093.0
Weekly Pivots for week ending 08-Apr-2016
Classic Woodie Camarilla DeMark
R4 1,198.0 1,179.3 1,112.5
R3 1,164.8 1,146.0 1,103.3
R2 1,131.5 1,131.5 1,100.3
R1 1,112.8 1,112.8 1,097.3 1,105.5
PP 1,098.3 1,098.3 1,098.3 1,094.5
S1 1,079.5 1,079.5 1,091.0 1,072.3
S2 1,064.8 1,064.8 1,088.0
S3 1,031.5 1,046.3 1,085.0
S4 998.3 1,012.8 1,075.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,108.4 1,083.5 24.9 2.3% 19.0 1.7% 78% False False 89,161
10 1,116.8 1,083.5 33.3 3.0% 16.3 1.5% 58% False False 87,514
20 1,116.8 1,054.2 62.6 5.7% 18.0 1.6% 78% False False 94,851
40 1,116.8 973.0 143.8 13.0% 16.8 1.5% 90% False False 58,632
60 1,116.8 945.2 171.6 15.6% 15.0 1.4% 92% False False 39,092
80 1,158.6 945.2 213.4 19.3% 12.5 1.1% 74% False False 29,319
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 False
8BNR True
Bear Hook False
Bull Hook False
Stretch 3.6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,180.8
2.618 1,151.5
1.618 1,133.5
1.000 1,122.5
0.618 1,115.8
HIGH 1,104.5
0.618 1,097.8
0.500 1,095.8
0.382 1,093.5
LOW 1,086.8
0.618 1,075.8
1.000 1,068.8
1.618 1,057.8
2.618 1,039.8
4.250 1,010.5
Fisher Pivots for day following 12-Apr-2016
Pivot 1 day 3 day
R1 1,100.5 1,101.0
PP 1,098.0 1,099.3
S1 1,095.8 1,097.5

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

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