ICE Russell 2000 Mini Future June 2016


Trading Metrics calculated at close of trading on 09-Feb-2016
Day Change Summary
Previous Current
08-Feb-2016 09-Feb-2016 Change Change % Previous Week
Open 979.0 962.4 -16.6 -1.7% 1,028.0
High 979.0 962.4 -16.6 -1.7% 1,028.0
Low 947.4 955.9 8.5 0.9% 980.4
Close 964.5 955.9 -8.6 -0.9% 980.4
Range 31.6 6.5 -25.1 -79.4% 47.6
ATR 17.7 17.0 -0.6 -3.7% 0.0
Volume 35 15 -20 -57.1% 47
Daily Pivots for day following 09-Feb-2016
Classic Woodie Camarilla DeMark
R4 977.5 973.3 959.5
R3 971.0 966.8 957.8
R2 964.5 964.5 957.0
R1 960.3 960.3 956.5 959.3
PP 958.0 958.0 958.0 957.5
S1 953.8 953.8 955.3 952.8
S2 951.5 951.5 954.8
S3 945.0 947.3 954.0
S4 938.5 940.8 952.3
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 1,017.0 947.4 69.6 7.3% 11.3 1.2% 12% False False 18
10 1,028.0 947.4 80.6 8.4% 10.5 1.1% 11% False False 10
20 1,028.0 947.4 80.6 8.4% 9.8 1.0% 11% False False 9
40 1,158.6 947.4 211.2 22.1% 7.3 0.8% 4% False False 5
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 990.0
2.618 979.5
1.618 973.0
1.000 969.0
0.618 966.5
HIGH 962.5
0.618 960.0
0.500 959.3
0.382 958.5
LOW 956.0
0.618 952.0
1.000 949.5
1.618 945.5
2.618 939.0
4.250 928.3
Fisher Pivots for day following 09-Feb-2016
Pivot 1 day 3 day
R1 959.3 965.8
PP 958.0 962.5
S1 957.0 959.3

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

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