ICE Russell 2000 Mini Future June 2016

Trading Metrics calculated at close of trading on 31-May-2016

Day Change Summary
	Previous	Current
	27-May-2016	31-May-2016	Change	Change %	Previous Week
Open	1,140.2	1,152.8	12.6	1.1%	1,113.5
High	1,151.6	1,159.1	7.5	0.7%	1,151.6
Low	1,137.5	1,148.4	10.9	1.0%	1,106.1
Close	1,150.1	1,153.4	3.3	0.3%	1,150.1
Range	14.1	10.7	-3.4	-24.1%	45.5
ATR	16.9	16.5	-0.4	-2.6%	0.0
Volume	59,231	92,608	33,377	56.4%	372,802

Daily Pivots for day following 31-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,185.8	1,180.3	1,159.3
R3	1,175.0	1,169.5	1,156.3
R2	1,164.3	1,164.3	1,155.3
R1	1,158.8	1,158.8	1,154.5	1,161.5
PP	1,153.8	1,153.8	1,153.8	1,155.0
S1	1,148.3	1,148.3	1,152.5	1,151.0
S2	1,143.0	1,143.0	1,151.5
S3	1,132.3	1,137.5	1,150.5
S4	1,121.5	1,126.8	1,147.5

Weekly Pivots for week ending 27-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,272.5	1,256.8	1,175.0
R3	1,227.0	1,211.3	1,162.5
R2	1,181.5	1,181.5	1,158.5
R1	1,165.8	1,165.8	1,154.3	1,173.5
PP	1,136.0	1,136.0	1,136.0	1,139.8
S1	1,120.3	1,120.3	1,146.0	1,128.0
S2	1,090.5	1,090.5	1,141.8
S3	1,045.0	1,074.8	1,137.5
S4	999.5	1,029.3	1,125.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,159.1	1,106.1	53.0	4.6%	14.0	1.2%	89%	True	False	79,826
10	1,159.1	1,082.7	76.4	6.6%	16.8	1.5%	93%	True	False	94,427
20	1,159.1	1,082.7	76.4	6.6%	17.3	1.5%	93%	True	False	92,680
40	1,159.1	1,082.7	76.4	6.6%	16.8	1.5%	93%	True	False	89,184
60	1,159.1	1,046.6	112.5	9.8%	17.5	1.5%	95%	True	False	89,630
80	1,159.1	945.2	213.9	18.5%	16.5	1.4%	97%	True	False	67,273
100	1,159.1	945.2	213.9	18.5%	14.8	1.3%	97%	True	False	53,820

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	3.3
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,204.5
2.618	1,187.0
1.618	1,176.5
1.000	1,169.8
0.618	1,165.8
HIGH	1,159.0
0.618	1,155.0
0.500	1,153.8
0.382	1,152.5
LOW	1,148.5
0.618	1,141.8
1.000	1,137.8
1.618	1,131.0
2.618	1,120.5
4.250	1,103.0

Fisher Pivots for day following 31-May-2016
Pivot	1 day	3 day
R1	1,153.8	1,151.5
PP	1,153.8	1,149.5
S1	1,153.5	1,147.5

Download as Excel Spreadsheet

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

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