ICE Russell 2000 Mini Future June 2016

Trading Metrics calculated at close of trading on 29-Apr-2016

Day Change Summary
	Previous	Current
	28-Apr-2016	29-Apr-2016	Change	Change %	Previous Week
Open	1,153.5	1,141.0	-12.5	-1.1%	1,147.8
High	1,154.4	1,142.0	-12.4	-1.1%	1,154.4
Low	1,134.9	1,120.1	-14.8	-1.3%	1,120.1
Close	1,139.8	1,127.6	-12.2	-1.1%	1,127.6
Range	19.5	21.9	2.4	12.3%	34.3
ATR	16.3	16.7	0.4	2.5%	0.0
Volume	95,189	123,849	28,660	30.1%	465,429

Daily Pivots for day following 29-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,195.5	1,183.5	1,139.8
R3	1,173.8	1,161.5	1,133.5
R2	1,151.8	1,151.8	1,131.5
R1	1,139.8	1,139.8	1,129.5	1,134.8
PP	1,130.0	1,130.0	1,130.0	1,127.5
S1	1,117.8	1,117.8	1,125.5	1,113.0
S2	1,108.0	1,108.0	1,123.5
S3	1,086.0	1,096.0	1,121.5
S4	1,064.3	1,074.0	1,115.5

Weekly Pivots for week ending 29-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,237.0	1,216.5	1,146.5
R3	1,202.8	1,182.3	1,137.0
R2	1,168.3	1,168.3	1,134.0
R1	1,148.0	1,148.0	1,130.8	1,141.0
PP	1,134.0	1,134.0	1,134.0	1,130.5
S1	1,113.8	1,113.8	1,124.5	1,106.8
S2	1,099.8	1,099.8	1,121.3
S3	1,065.5	1,079.3	1,118.3
S4	1,031.3	1,045.0	1,108.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,154.4	1,120.1	34.3	3.0%	17.3	1.5%	22%	False	True	93,085
10	1,154.4	1,117.6	36.8	3.3%	16.0	1.4%	27%	False	False	85,511
20	1,154.4	1,083.5	70.9	6.3%	16.3	1.4%	62%	False	False	84,957
40	1,154.4	1,046.6	107.8	9.6%	17.5	1.6%	75%	False	False	86,143
60	1,154.4	945.2	209.2	18.6%	16.0	1.4%	87%	False	False	57,459
80	1,154.4	945.2	209.2	18.6%	14.3	1.3%	87%	False	False	43,096

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	2.4
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	1,235.0
2.618	1,199.3
1.618	1,177.5
1.000	1,164.0
0.618	1,155.5
HIGH	1,142.0
0.618	1,133.8
0.500	1,131.0
0.382	1,128.5
LOW	1,120.0
0.618	1,106.5
1.000	1,098.3
1.618	1,084.8
2.618	1,062.8
4.250	1,027.0

Fisher Pivots for day following 29-Apr-2016
Pivot	1 day	3 day
R1	1,131.0	1,137.3
PP	1,130.0	1,134.0
S1	1,128.8	1,130.8

Download as Excel Spreadsheet

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

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