ICE Russell 2000 Mini Future September 2016


Trading Metrics calculated at close of trading on 20-Jun-2016
Day Change Summary
Previous Current
17-Jun-2016 20-Jun-2016 Change Change % Previous Week
Open 1,146.0 1,145.0 -1.0 -0.1% 1,157.0
High 1,148.4 1,163.5 15.1 1.3% 1,160.6
Low 1,134.7 1,144.1 9.4 0.8% 1,127.1
Close 1,137.8 1,150.7 12.9 1.1% 1,137.8
Range 13.7 19.4 5.7 41.6% 33.5
ATR 14.3 15.1 0.8 5.7% 0.0
Volume 100,454 86,614 -13,840 -13.8% 715,867
Daily Pivots for day following 20-Jun-2016
Classic Woodie Camarilla DeMark
R4 1,211.0 1,200.3 1,161.3
R3 1,191.5 1,180.8 1,156.0
R2 1,172.3 1,172.3 1,154.3
R1 1,161.5 1,161.5 1,152.5 1,166.8
PP 1,152.8 1,152.8 1,152.8 1,155.5
S1 1,142.0 1,142.0 1,149.0 1,147.5
S2 1,133.3 1,133.3 1,147.3
S3 1,114.0 1,122.8 1,145.3
S4 1,094.5 1,103.3 1,140.0
Weekly Pivots for week ending 17-Jun-2016
Classic Woodie Camarilla DeMark
R4 1,242.3 1,223.5 1,156.3
R3 1,208.8 1,190.0 1,147.0
R2 1,175.3 1,175.3 1,144.0
R1 1,156.5 1,156.5 1,140.8 1,149.3
PP 1,141.8 1,141.8 1,141.8 1,138.3
S1 1,123.0 1,123.0 1,134.8 1,115.8
S2 1,108.3 1,108.3 1,131.8
S3 1,074.8 1,089.5 1,128.5
S4 1,041.3 1,056.0 1,119.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,163.5 1,127.1 36.4 3.2% 17.0 1.5% 65% True False 123,058
10 1,185.1 1,127.1 58.0 5.0% 15.8 1.4% 41% False False 103,027
20 1,185.1 1,103.6 81.5 7.1% 13.3 1.2% 58% False False 51,881
40 1,185.1 1,080.6 104.5 9.1% 10.0 0.9% 67% False False 25,943
60 1,185.1 1,070.8 114.3 9.9% 10.0 0.9% 70% False False 17,298
80 1,185.1 1,022.3 162.8 14.1% 8.3 0.7% 79% False False 12,974
100 1,185.1 941.4 243.7 21.2% 6.8 0.6% 86% False False 10,379
120 1,185.1 941.4 243.7 21.2% 5.8 0.5% 86% False False 8,649
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 47 trading days
Fibonacci Retracements and Extensions
4.250 1,246.0
2.618 1,214.3
1.618 1,195.0
1.000 1,183.0
0.618 1,175.5
HIGH 1,163.5
0.618 1,156.0
0.500 1,153.8
0.382 1,151.5
LOW 1,144.0
0.618 1,132.0
1.000 1,124.8
1.618 1,112.8
2.618 1,093.3
4.250 1,061.8
Fisher Pivots for day following 20-Jun-2016
Pivot 1 day 3 day
R1 1,153.8 1,149.0
PP 1,152.8 1,147.0
S1 1,151.8 1,145.3

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

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