ICE Russell 2000 Mini Future June 2016

Trading Metrics calculated at close of trading on 22-Apr-2016

Day Change Summary
	Previous	Current
	21-Apr-2016	22-Apr-2016	Change	Change %	Previous Week
Open	1,139.0	1,130.8	-8.2	-0.7%	1,120.8
High	1,142.5	1,146.4	3.9	0.3%	1,146.4
Low	1,129.7	1,130.2	0.5	0.0%	1,117.6
Close	1,132.3	1,144.8	12.5	1.1%	1,144.8
Range	12.8	16.2	3.4	26.6%	28.8
ATR	16.4	16.4	0.0	-0.1%	0.0
Volume	81,232	90,398	9,166	11.3%	389,681

Daily Pivots for day following 22-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,189.0	1,183.3	1,153.8
R3	1,172.8	1,167.0	1,149.3
R2	1,156.8	1,156.8	1,147.8
R1	1,150.8	1,150.8	1,146.3	1,153.8
PP	1,140.5	1,140.5	1,140.5	1,142.0
S1	1,134.5	1,134.5	1,143.3	1,137.5
S2	1,124.3	1,124.3	1,141.8
S3	1,108.0	1,118.3	1,140.3
S4	1,091.8	1,102.3	1,136.0

Weekly Pivots for week ending 22-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,222.8	1,212.5	1,160.8
R3	1,193.8	1,183.8	1,152.8
R2	1,165.0	1,165.0	1,150.0
R1	1,155.0	1,155.0	1,147.5	1,160.0
PP	1,136.3	1,136.3	1,136.3	1,138.8
S1	1,126.3	1,126.3	1,142.3	1,131.3
S2	1,107.5	1,107.5	1,139.5
S3	1,078.8	1,097.3	1,137.0
S4	1,049.8	1,068.5	1,129.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,146.4	1,117.6	28.8	2.5%	14.8	1.3%	94%	True	False	77,936
10	1,146.4	1,086.7	59.7	5.2%	15.8	1.4%	97%	True	False	82,032
20	1,146.4	1,067.7	78.7	6.9%	16.5	1.4%	98%	True	False	84,646
40	1,146.4	1,022.4	124.0	10.8%	17.3	1.5%	99%	True	False	74,543
60	1,146.4	945.2	201.2	17.6%	15.5	1.4%	99%	True	False	49,703
80	1,146.4	945.2	201.2	17.6%	13.5	1.2%	99%	True	False	37,278

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	3.0
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1,215.3
2.618	1,188.8
1.618	1,172.5
1.000	1,162.5
0.618	1,156.5
HIGH	1,146.5
0.618	1,140.3
0.500	1,138.3
0.382	1,136.5
LOW	1,130.3
0.618	1,120.3
1.000	1,114.0
1.618	1,104.0
2.618	1,087.8
4.250	1,061.3

Fisher Pivots for day following 22-Apr-2016
Pivot	1 day	3 day
R1	1,142.8	1,142.5
PP	1,140.5	1,140.3
S1	1,138.3	1,138.0

Download as Excel Spreadsheet

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

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