ICE Russell 2000 Mini Future June 2016

Trading Metrics calculated at close of trading on 05-May-2016

Day Change Summary
	Previous	Current
	04-May-2016	05-May-2016	Change	Change %	Previous Week
Open	1,119.1	1,111.6	-7.5	-0.7%	1,147.8
High	1,123.0	1,118.7	-4.3	-0.4%	1,154.4
Low	1,106.4	1,103.6	-2.8	-0.3%	1,120.1
Close	1,110.6	1,104.5	-6.1	-0.5%	1,127.6
Range	16.6	15.1	-1.5	-9.0%	34.3
ATR	17.2	17.0	-0.1	-0.9%	0.0
Volume	95,066	79,471	-15,595	-16.4%	465,429

Daily Pivots for day following 05-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,154.3	1,144.5	1,112.8
R3	1,139.3	1,129.3	1,108.8
R2	1,124.0	1,124.0	1,107.3
R1	1,114.3	1,114.3	1,106.0	1,111.5
PP	1,109.0	1,109.0	1,109.0	1,107.5
S1	1,099.3	1,099.3	1,103.0	1,096.5
S2	1,093.8	1,093.8	1,101.8
S3	1,078.8	1,084.0	1,100.3
S4	1,063.8	1,069.0	1,096.3

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	1,142.0	1,103.6	38.4	3.5%	18.8	1.7%	2%	False	True	97,541
10	1,154.4	1,103.6	50.8	4.6%	17.5	1.6%	2%	False	True	91,968
20	1,154.4	1,086.7	67.7	6.1%	16.5	1.5%	26%	False	False	86,552
40	1,154.4	1,046.6	107.8	9.8%	17.5	1.6%	54%	False	False	94,517
60	1,154.4	945.2	209.2	18.9%	16.3	1.5%	76%	False	False	63,522
80	1,154.4	945.2	209.2	18.9%	14.8	1.3%	76%	False	False	47,644
100	1,158.6	945.2	213.4	19.3%	12.8	1.2%	75%	False	False	38,115

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	2.7
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1,183.0
2.618	1,158.3
1.618	1,143.3
1.000	1,133.8
0.618	1,128.0
HIGH	1,118.8
0.618	1,113.0
0.500	1,111.3
0.382	1,109.3
LOW	1,103.5
0.618	1,094.3
1.000	1,088.5
1.618	1,079.3
2.618	1,064.0
4.250	1,039.5

Fisher Pivots for day following 05-May-2016
Pivot	1 day	3 day
R1	1,111.3	1,121.0
PP	1,109.0	1,115.5
S1	1,106.8	1,110.0

Download as Excel Spreadsheet

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

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