ICE Russell 2000 Mini Future June 2016

Trading Metrics calculated at close of trading on 19-May-2016

Day Change Summary
	Previous	Current
	18-May-2016	19-May-2016	Change	Change %	Previous Week
Open	1,096.6	1,101.7	5.1	0.5%	1,114.7
High	1,109.9	1,102.5	-7.4	-0.7%	1,127.3
Low	1,088.8	1,082.7	-6.1	-0.6%	1,096.6
Close	1,100.5	1,093.0	-7.5	-0.7%	1,100.0
Range	21.1	19.8	-1.3	-6.2%	30.7
ATR	18.2	18.3	0.1	0.6%	0.0
Volume	138,466	115,920	-22,546	-16.3%	444,238

Daily Pivots for day following 19-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,152.3	1,142.3	1,104.0
R3	1,132.3	1,122.5	1,098.5
R2	1,112.5	1,112.5	1,096.8
R1	1,102.8	1,102.8	1,094.8	1,097.8
PP	1,092.8	1,092.8	1,092.8	1,090.3
S1	1,083.0	1,083.0	1,091.3	1,078.0
S2	1,073.0	1,073.0	1,089.3
S3	1,053.3	1,063.3	1,087.5
S4	1,033.3	1,043.3	1,082.0

Weekly Pivots for week ending 13-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,200.0	1,180.8	1,117.0
R3	1,169.3	1,150.0	1,108.5
R2	1,138.8	1,138.8	1,105.8
R1	1,119.3	1,119.3	1,102.8	1,113.8
PP	1,108.0	1,108.0	1,108.0	1,105.0
S1	1,088.8	1,088.8	1,097.3	1,083.0
S2	1,077.3	1,077.3	1,094.3
S3	1,046.5	1,058.0	1,091.5
S4	1,015.8	1,027.3	1,083.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,118.6	1,082.7	35.9	3.3%	21.5	2.0%	29%	False	True	112,500
10	1,127.3	1,082.7	44.6	4.1%	19.0	1.7%	23%	False	True	101,084
20	1,154.4	1,082.7	71.7	6.6%	18.3	1.7%	14%	False	True	96,526
40	1,154.4	1,059.5	94.9	8.7%	17.5	1.6%	35%	False	False	90,358
60	1,154.4	1,014.3	140.1	12.8%	17.5	1.6%	56%	False	False	80,365
80	1,154.4	945.2	209.2	19.1%	16.0	1.5%	71%	False	False	60,278
100	1,154.4	945.2	209.2	19.1%	14.3	1.3%	71%	False	False	48,224

Crabel Price Patterns
NR	True
NR4	True
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	4.7
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1,186.8
2.618	1,154.3
1.618	1,134.5
1.000	1,122.3
0.618	1,114.8
HIGH	1,102.5
0.618	1,095.0
0.500	1,092.5
0.382	1,090.3
LOW	1,082.8
0.618	1,070.5
1.000	1,063.0
1.618	1,050.8
2.618	1,030.8
4.250	998.5

Fisher Pivots for day following 19-May-2016
Pivot	1 day	3 day
R1	1,092.8	1,100.8
PP	1,092.8	1,098.0
S1	1,092.5	1,095.5

Download as Excel Spreadsheet

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

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