ICE Russell 2000 Mini Future June 2016

Trading Metrics calculated at close of trading on 16-Jun-2016

Day Change Summary
	Previous	Current
	15-Jun-2016	16-Jun-2016	Change	Change %	Previous Week
Open	1,146.8	1,147.4	0.6	0.1%	1,162.0
High	1,159.9	1,150.6	-9.3	-0.8%	1,190.3
Low	1,144.7	1,132.4	-12.3	-1.1%	1,159.4
Close	1,149.3	1,150.0	0.7	0.1%	1,164.2
Range	15.2	18.2	3.0	19.7%	30.9
ATR	16.0	16.2	0.2	1.0%	0.0
Volume	63,378	31,420	-31,958	-50.4%	464,828

Daily Pivots for day following 16-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,199.0	1,192.8	1,160.0
R3	1,180.8	1,174.5	1,155.0
R2	1,162.5	1,162.5	1,153.3
R1	1,156.3	1,156.3	1,151.8	1,159.5
PP	1,144.3	1,144.3	1,144.3	1,146.0
S1	1,138.0	1,138.0	1,148.3	1,141.3
S2	1,126.3	1,126.3	1,146.8
S3	1,108.0	1,119.8	1,145.0
S4	1,089.8	1,101.8	1,140.0

Weekly Pivots for week ending 10-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,264.0	1,245.0	1,181.3
R3	1,233.0	1,214.0	1,172.8
R2	1,202.3	1,202.3	1,169.8
R1	1,183.3	1,183.3	1,167.0	1,192.8
PP	1,171.3	1,171.3	1,171.3	1,176.0
S1	1,152.3	1,152.3	1,161.3	1,161.8
S2	1,140.5	1,140.5	1,158.5
S3	1,109.5	1,121.5	1,155.8
S4	1,078.5	1,090.5	1,147.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,178.7	1,132.4	46.3	4.0%	16.8	1.5%	38%	False	True	81,393
10	1,190.3	1,132.4	57.9	5.0%	16.0	1.4%	30%	False	True	86,646
20	1,190.3	1,082.7	107.6	9.4%	15.5	1.3%	63%	False	False	85,391
40	1,190.3	1,082.7	107.6	9.4%	16.8	1.4%	63%	False	False	90,091
60	1,190.3	1,059.5	130.8	11.4%	16.8	1.5%	69%	False	False	88,527
80	1,190.3	997.1	193.2	16.8%	17.0	1.5%	79%	False	False	80,172
100	1,190.3	945.2	245.1	21.3%	15.8	1.4%	84%	False	False	64,142
120	1,190.3	945.2	245.1	21.3%	14.5	1.3%	84%	False	False	53,452

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	2.5
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1,228.0
2.618	1,198.3
1.618	1,180.0
1.000	1,168.8
0.618	1,161.8
HIGH	1,150.5
0.618	1,143.8
0.500	1,141.5
0.382	1,139.3
LOW	1,132.5
0.618	1,121.3
1.000	1,114.3
1.618	1,103.0
2.618	1,084.8
4.250	1,055.0

Fisher Pivots for day following 16-Jun-2016
Pivot	1 day	3 day
R1	1,147.3	1,148.8
PP	1,144.3	1,147.5
S1	1,141.5	1,146.3

Download as Excel Spreadsheet

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

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