ICE Russell 2000 Mini Future June 2016


Trading Metrics calculated at close of trading on 11-Feb-2016
Day Change Summary
Previous Current
10-Feb-2016 11-Feb-2016 Change Change % Previous Week
Open 967.7 947.6 -20.1 -2.1% 1,028.0
High 967.7 947.6 -20.1 -2.1% 1,028.0
Low 954.0 945.2 -8.8 -0.9% 980.4
Close 954.0 945.2 -8.8 -0.9% 980.4
Range 13.7 2.4 -11.3 -82.5% 47.6
ATR 16.8 16.2 -0.6 -3.4% 0.0
Volume 3 3 0 0.0% 47
Daily Pivots for day following 11-Feb-2016
Classic Woodie Camarilla DeMark
R4 953.3 951.5 946.5
R3 950.8 949.3 945.8
R2 948.5 948.5 945.8
R1 946.8 946.8 945.5 946.5
PP 946.0 946.0 946.0 945.8
S1 944.5 944.5 945.0 944.0
S2 943.5 943.5 944.8
S3 941.3 942.0 944.5
S4 938.8 939.5 944.0
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
5 984.0 945.2 38.8 4.1% 11.5 1.2% 0% False True 17
10 1,028.0 945.2 82.8 8.8% 12.0 1.3% 0% False True 10
20 1,028.0 945.2 82.8 8.8% 10.0 1.1% 0% False True 9
40 1,158.6 945.2 213.4 22.6% 7.5 0.8% 0% False True 5
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.3
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 957.8
2.618 954.0
1.618 951.5
1.000 950.0
0.618 949.0
HIGH 947.5
0.618 946.8
0.500 946.5
0.382 946.0
LOW 945.3
0.618 943.8
1.000 942.8
1.618 941.3
2.618 939.0
4.250 935.0
Fisher Pivots for day following 11-Feb-2016
Pivot 1 day 3 day
R1 946.5 956.5
PP 946.0 952.8
S1 945.5 949.0

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

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