ICE Russell 2000 Mini Future December 2016


Trading Metrics calculated at close of trading on 24-Jun-2016
Day Change Summary
Previous Current
23-Jun-2016 24-Jun-2016 Change Change % Previous Week
Open 1,143.3 1,160.6 17.3 1.5% 1,150.0
High 1,164.8 1,160.6 -4.2 -0.4% 1,164.8
Low 1,143.3 1,110.1 -33.2 -2.9% 1,110.1
Close 1,164.8 1,110.1 -54.7 -4.7% 1,110.1
Range 21.5 50.5 29.0 134.9% 54.7
ATR 10.7 13.8 3.1 29.5% 0.0
Volume 6 18 12 200.0% 30
Daily Pivots for day following 24-Jun-2016
Classic Woodie Camarilla DeMark
R4 1,278.5 1,244.8 1,138.0
R3 1,228.0 1,194.3 1,124.0
R2 1,177.5 1,177.5 1,119.3
R1 1,143.8 1,143.8 1,114.8 1,135.3
PP 1,127.0 1,127.0 1,127.0 1,122.8
S1 1,093.3 1,093.3 1,105.5 1,084.8
S2 1,076.5 1,076.5 1,100.8
S3 1,026.0 1,042.8 1,096.3
S4 975.5 992.3 1,082.3
Weekly Pivots for week ending 24-Jun-2016
Classic Woodie Camarilla DeMark
R4 1,292.5 1,256.0 1,140.3
R3 1,237.8 1,201.3 1,125.3
R2 1,183.0 1,183.0 1,120.3
R1 1,146.5 1,146.5 1,115.0 1,137.5
PP 1,128.3 1,128.3 1,128.3 1,123.8
S1 1,091.8 1,091.8 1,105.0 1,082.8
S2 1,073.8 1,073.8 1,100.0
S3 1,019.0 1,037.3 1,095.0
S4 964.3 982.5 1,080.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,164.8 1,110.1 54.7 4.9% 17.0 1.5% 0% False True 6
10 1,164.8 1,110.1 54.7 4.9% 11.3 1.0% 0% False True 95
20 1,180.5 1,110.1 70.4 6.3% 7.5 0.7% 0% False True 49
40 1,180.5 1,084.7 95.8 8.6% 4.0 0.4% 27% False False 24
60 1,180.5 1,079.9 100.6 9.1% 2.5 0.2% 30% False False 16
80 1,180.5 1,050.1 130.4 11.7% 2.0 0.2% 46% False False 12
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 0.6
Widest range in 84 trading days
Fibonacci Retracements and Extensions
4.250 1,375.3
2.618 1,292.8
1.618 1,242.3
1.000 1,211.0
0.618 1,191.8
HIGH 1,160.5
0.618 1,141.3
0.500 1,135.3
0.382 1,129.5
LOW 1,110.0
0.618 1,079.0
1.000 1,059.5
1.618 1,028.5
2.618 978.0
4.250 895.5
Fisher Pivots for day following 24-Jun-2016
Pivot 1 day 3 day
R1 1,135.3 1,137.5
PP 1,127.0 1,128.3
S1 1,118.5 1,119.3

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

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