ICE Russell 2000 Mini Future June 2016

Trading Metrics calculated at close of trading on 13-Apr-2016

Day Change Summary
	Previous	Current
	12-Apr-2016	13-Apr-2016	Change	Change %	Previous Week
Open	1,087.1	1,102.2	15.1	1.4%	1,113.3
High	1,104.6	1,128.2	23.6	2.1%	1,116.8
Low	1,086.7	1,101.6	14.9	1.4%	1,083.5
Close	1,102.9	1,127.4	24.5	2.2%	1,094.1
Range	17.9	26.6	8.7	48.6%	33.3
ATR	17.9	18.5	0.6	3.5%	0.0
Volume	89,580	101,537	11,957	13.3%	413,393

Daily Pivots for day following 13-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,198.8	1,189.8	1,142.0
R3	1,172.3	1,163.3	1,134.8
R2	1,145.8	1,145.8	1,132.3
R1	1,136.5	1,136.5	1,129.8	1,141.0
PP	1,119.0	1,119.0	1,119.0	1,121.3
S1	1,110.0	1,110.0	1,125.0	1,114.5
S2	1,092.5	1,092.5	1,122.5
S3	1,065.8	1,083.3	1,120.0
S4	1,039.3	1,056.8	1,112.8

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	1,128.2	1,083.5	44.7	4.0%	20.8	1.8%	98%	True	False	92,339
10	1,128.2	1,083.5	44.7	4.0%	17.8	1.6%	98%	True	False	88,486
20	1,128.2	1,054.2	74.0	6.6%	18.3	1.6%	99%	True	False	92,317
40	1,128.2	992.4	135.8	12.0%	17.0	1.5%	99%	True	False	61,170
60	1,128.2	945.2	183.0	16.2%	15.3	1.3%	100%	True	False	40,784
80	1,158.6	945.2	213.4	18.9%	12.8	1.1%	85%	False	False	30,588

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	3.3
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	1,241.3
2.618	1,197.8
1.618	1,171.3
1.000	1,154.8
0.618	1,144.8
HIGH	1,128.3
0.618	1,118.0
0.500	1,115.0
0.382	1,111.8
LOW	1,101.5
0.618	1,085.3
1.000	1,075.0
1.618	1,058.5
2.618	1,032.0
4.250	988.5

Fisher Pivots for day following 13-Apr-2016
Pivot	1 day	3 day
R1	1,123.3	1,120.8
PP	1,119.0	1,114.0
S1	1,115.0	1,107.5

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols