ICE Russell 2000 Mini Future June 2016


Trading Metrics calculated at close of trading on 10-Feb-2016
Day Change Summary
Previous Current
09-Feb-2016 10-Feb-2016 Change Change % Previous Week
Open 962.4 967.7 5.3 0.6% 1,028.0
High 962.4 967.7 5.3 0.6% 1,028.0
Low 955.9 954.0 -1.9 -0.2% 980.4
Close 955.9 954.0 -1.9 -0.2% 980.4
Range 6.5 13.7 7.2 110.8% 47.6
ATR 17.0 16.8 -0.2 -1.4% 0.0
Volume 15 3 -12 -80.0% 47
Daily Pivots for day following 10-Feb-2016
Classic Woodie Camarilla DeMark
R4 999.8 990.5 961.5
R3 986.0 976.8 957.8
R2 972.3 972.3 956.5
R1 963.3 963.3 955.3 960.8
PP 958.5 958.5 958.5 957.5
S1 949.5 949.5 952.8 947.3
S2 944.8 944.8 951.5
S3 931.3 935.8 950.3
S4 917.5 922.0 946.5
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% 13.8 1.4% 9% False False 19
10 1,028.0 947.4 80.6 8.4% 12.0 1.2% 8% False False 10
20 1,028.0 947.4 80.6 8.4% 9.8 1.0% 8% False False 9
40 1,158.6 947.4 211.2 22.1% 7.8 0.8% 3% False False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.3
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,026.0
2.618 1,003.5
1.618 989.8
1.000 981.5
0.618 976.3
HIGH 967.8
0.618 962.5
0.500 960.8
0.382 959.3
LOW 954.0
0.618 945.5
1.000 940.3
1.618 931.8
2.618 918.3
4.250 895.8
Fisher Pivots for day following 10-Feb-2016
Pivot 1 day 3 day
R1 960.8 963.3
PP 958.5 960.3
S1 956.3 957.0

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

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