ICE Russell 2000 Mini Future June 2016


Trading Metrics calculated at close of trading on 08-Feb-2016
Day Change Summary
Previous Current
05-Feb-2016 08-Feb-2016 Change Change % Previous Week
Open 981.4 979.0 -2.4 -0.2% 1,028.0
High 984.0 979.0 -5.0 -0.5% 1,028.0
Low 980.4 947.4 -33.0 -3.4% 980.4
Close 980.4 964.5 -15.9 -1.6% 980.4
Range 3.6 31.6 28.0 777.8% 47.6
ATR 16.5 17.7 1.2 7.2% 0.0
Volume 31 35 4 12.9% 47
Daily Pivots for day following 08-Feb-2016
Classic Woodie Camarilla DeMark
R4 1,058.5 1,043.0 982.0
R3 1,026.8 1,011.5 973.3
R2 995.3 995.3 970.3
R1 979.8 979.8 967.5 971.8
PP 963.8 963.8 963.8 959.5
S1 948.3 948.3 961.5 940.3
S2 932.0 932.0 958.8
S3 900.5 916.8 955.8
S4 868.8 885.0 947.0
Weekly Pivots for week ending 05-Feb-2016
Classic Woodie Camarilla DeMark
R4 1,139.0 1,107.3 1,006.5
R3 1,091.5 1,059.8 993.5
R2 1,043.8 1,043.8 989.3
R1 1,012.3 1,012.3 984.8 1,004.3
PP 996.3 996.3 996.3 992.3
S1 964.5 964.5 976.0 956.5
S2 948.8 948.8 971.8
S3 901.0 917.0 967.3
S4 853.5 869.3 954.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,018.0 947.4 70.6 7.3% 13.0 1.4% 24% False True 16
10 1,028.0 947.4 80.6 8.4% 9.8 1.0% 21% False True 8
20 1,033.6 947.4 86.2 8.9% 9.5 1.0% 20% False True 8
40 1,158.6 947.4 211.2 21.9% 7.3 0.7% 8% False True 4
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 0.3
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1,113.3
2.618 1,061.8
1.618 1,030.3
1.000 1,010.5
0.618 998.5
HIGH 979.0
0.618 967.0
0.500 963.3
0.382 959.5
LOW 947.5
0.618 927.8
1.000 915.8
1.618 896.3
2.618 864.8
4.250 813.0
Fisher Pivots for day following 08-Feb-2016
Pivot 1 day 3 day
R1 964.0 982.3
PP 963.8 976.3
S1 963.3 970.5

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

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