ICE Russell 2000 Mini Future December 2016


Trading Metrics calculated at close of trading on 14-Jun-2016
Day Change Summary
Previous Current
13-Jun-2016 14-Jun-2016 Change Change % Previous Week
Open 1,139.4 1,138.9 -0.5 0.0% 1,162.1
High 1,139.4 1,138.9 -0.5 0.0% 1,180.5
Low 1,139.4 1,138.9 -0.5 0.0% 1,155.1
Close 1,139.4 1,138.9 -0.5 0.0% 1,155.1
Range
ATR 10.1 9.5 -0.7 -6.8% 0.0
Volume 907 0 -907 -100.0% 15
Daily Pivots for day following 14-Jun-2016
Classic Woodie Camarilla DeMark
R4 1,139.0 1,139.0 1,139.0
R3 1,139.0 1,139.0 1,139.0
R2 1,139.0 1,139.0 1,139.0
R1 1,139.0 1,139.0 1,139.0 1,139.0
PP 1,139.0 1,139.0 1,139.0 1,139.0
S1 1,139.0 1,139.0 1,139.0 1,139.0
S2 1,139.0 1,139.0 1,139.0
S3 1,139.0 1,139.0 1,139.0
S4 1,139.0 1,139.0 1,139.0
Weekly Pivots for week ending 10-Jun-2016
Classic Woodie Camarilla DeMark
R4 1,239.8 1,222.8 1,169.0
R3 1,214.3 1,197.5 1,162.0
R2 1,189.0 1,189.0 1,159.8
R1 1,172.0 1,172.0 1,157.5 1,167.8
PP 1,163.5 1,163.5 1,163.5 1,161.5
S1 1,146.8 1,146.8 1,152.8 1,142.5
S2 1,138.3 1,138.3 1,150.5
S3 1,112.8 1,121.3 1,148.0
S4 1,087.3 1,095.8 1,141.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,180.5 1,138.9 41.6 3.7% 1.5 0.1% 0% False True 182
10 1,180.5 1,138.9 41.6 3.7% 3.3 0.3% 0% False True 92
20 1,180.5 1,084.7 95.8 8.4% 2.3 0.2% 57% False False 46
40 1,180.5 1,084.7 95.8 8.4% 1.0 0.1% 57% False False 23
60 1,180.5 1,064.1 116.4 10.2% 0.8 0.1% 64% False False 15
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0
Fibonacci Retracements and Extensions
4.250 1,139.0
2.618 1,139.0
1.618 1,139.0
1.000 1,139.0
0.618 1,139.0
HIGH 1,139.0
0.618 1,139.0
0.500 1,139.0
0.382 1,139.0
LOW 1,139.0
0.618 1,139.0
1.000 1,139.0
1.618 1,139.0
2.618 1,139.0
4.250 1,139.0
Fisher Pivots for day following 14-Jun-2016
Pivot 1 day 3 day
R1 1,139.0 1,147.0
PP 1,139.0 1,144.3
S1 1,139.0 1,141.5

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

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