ICE Russell 2000 Mini Future September 2016


Trading Metrics calculated at close of trading on 23-Jun-2016
Day Change Summary
Previous Current
22-Jun-2016 23-Jun-2016 Change Change % Previous Week
Open 1,147.4 1,149.9 2.5 0.2% 1,157.0
High 1,157.5 1,178.3 20.8 1.8% 1,160.6
Low 1,142.7 1,149.2 6.5 0.6% 1,127.1
Close 1,143.1 1,169.8 26.7 2.3% 1,137.8
Range 14.8 29.1 14.3 96.6% 33.5
ATR 15.1 16.6 1.4 9.5% 0.0
Volume 87,174 84,492 -2,682 -3.1% 715,867
Daily Pivots for day following 23-Jun-2016
Classic Woodie Camarilla DeMark
R4 1,253.0 1,240.5 1,185.8
R3 1,224.0 1,211.5 1,177.8
R2 1,194.8 1,194.8 1,175.3
R1 1,182.3 1,182.3 1,172.5 1,188.5
PP 1,165.8 1,165.8 1,165.8 1,169.0
S1 1,153.3 1,153.3 1,167.3 1,159.5
S2 1,136.8 1,136.8 1,164.5
S3 1,107.5 1,124.3 1,161.8
S4 1,078.5 1,095.0 1,153.8
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 1,178.3 1,134.7 43.6 3.7% 18.5 1.6% 81% True False 90,639
10 1,178.3 1,127.1 51.2 4.4% 18.3 1.6% 83% True False 119,449
20 1,185.1 1,127.1 58.0 5.0% 14.8 1.3% 74% False False 65,186
40 1,185.1 1,080.6 104.5 8.9% 11.3 1.0% 85% False False 32,596
60 1,185.1 1,080.6 104.5 8.9% 10.5 0.9% 85% False False 21,732
80 1,185.1 1,053.7 131.4 11.2% 8.8 0.8% 88% False False 16,301
100 1,185.1 941.4 243.7 20.8% 7.3 0.6% 94% False False 13,040
120 1,185.1 941.4 243.7 20.8% 6.3 0.5% 94% False False 10,867
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 3.2
Widest range in 145 trading days
Fibonacci Retracements and Extensions
4.250 1,302.0
2.618 1,254.5
1.618 1,225.5
1.000 1,207.5
0.618 1,196.3
HIGH 1,178.3
0.618 1,167.3
0.500 1,163.8
0.382 1,160.3
LOW 1,149.3
0.618 1,131.3
1.000 1,120.0
1.618 1,102.0
2.618 1,073.0
4.250 1,025.5
Fisher Pivots for day following 23-Jun-2016
Pivot 1 day 3 day
R1 1,167.8 1,166.5
PP 1,165.8 1,163.3
S1 1,163.8 1,160.0

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

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