ICE Russell 2000 Mini Future June 2016

Trading Metrics calculated at close of trading on 04-May-2016

Day Change Summary
	Previous	Current
	03-May-2016	04-May-2016	Change	Change %	Previous Week
Open	1,137.7	1,119.1	-18.6	-1.6%	1,147.8
High	1,138.4	1,123.0	-15.4	-1.4%	1,154.4
Low	1,112.1	1,106.4	-5.7	-0.5%	1,120.1
Close	1,118.2	1,110.6	-7.6	-0.7%	1,127.6
Range	26.3	16.6	-9.7	-36.9%	34.3
ATR	17.2	17.2	0.0	-0.2%	0.0
Volume	108,591	95,066	-13,525	-12.5%	465,429

Daily Pivots for day following 04-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,163.3	1,153.5	1,119.8
R3	1,146.5	1,136.8	1,115.3
R2	1,130.0	1,130.0	1,113.8
R1	1,120.3	1,120.3	1,112.0	1,116.8
PP	1,113.3	1,113.3	1,113.3	1,111.5
S1	1,103.8	1,103.8	1,109.0	1,100.3
S2	1,096.8	1,096.8	1,107.5
S3	1,080.3	1,087.0	1,106.0
S4	1,063.5	1,070.5	1,101.5

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	1,106.4	48.0	4.3%	19.8	1.8%	9%	False	True	100,684
10	1,154.4	1,106.4	48.0	4.3%	17.3	1.5%	9%	False	True	92,144
20	1,154.4	1,083.5	70.9	6.4%	17.0	1.5%	38%	False	False	87,335
40	1,154.4	1,046.6	107.8	9.7%	17.5	1.6%	59%	False	False	93,078
60	1,154.4	945.2	209.2	18.8%	16.3	1.5%	79%	False	False	62,198
80	1,154.4	945.2	209.2	18.8%	14.5	1.3%	79%	False	False	46,651
100	1,158.6	945.2	213.4	19.2%	12.8	1.1%	78%	False	False	37,321

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	False
Bear Hook	False
Bull Hook	False
Stretch	2.3
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,193.5
2.618	1,166.5
1.618	1,149.8
1.000	1,139.5
0.618	1,133.3
HIGH	1,123.0
0.618	1,116.8
0.500	1,114.8
0.382	1,112.8
LOW	1,106.5
0.618	1,096.3
1.000	1,089.8
1.618	1,079.5
2.618	1,063.0
4.250	1,035.8

Fisher Pivots for day following 04-May-2016
Pivot	1 day	3 day
R1	1,114.8	1,122.5
PP	1,113.3	1,118.5
S1	1,112.0	1,114.5

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