ICE Russell 2000 Mini Future June 2016
| Trading Metrics calculated at close of trading on 15-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2016 |
15-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
956.0 |
977.7 |
21.7 |
2.3% |
979.0 |
| High |
963.2 |
980.0 |
16.8 |
1.7% |
979.0 |
| Low |
954.3 |
963.1 |
8.8 |
0.9% |
945.2 |
| Close |
963.1 |
963.1 |
0.0 |
0.0% |
963.1 |
| Range |
8.9 |
16.9 |
8.0 |
89.9% |
33.8 |
| ATR |
16.3 |
16.4 |
0.0 |
0.2% |
0.0 |
| Volume |
13 |
13 |
0 |
0.0% |
69 |
|
| Daily Pivots for day following 15-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,019.5 |
1,008.3 |
972.5 |
|
| R3 |
1,002.5 |
991.3 |
967.8 |
|
| R2 |
985.8 |
985.8 |
966.3 |
|
| R1 |
974.3 |
974.3 |
964.8 |
971.5 |
| PP |
968.8 |
968.8 |
968.8 |
967.3 |
| S1 |
957.5 |
957.5 |
961.5 |
954.8 |
| S2 |
951.8 |
951.8 |
960.0 |
|
| S3 |
935.0 |
940.5 |
958.5 |
|
| S4 |
918.0 |
923.8 |
953.8 |
|
|
| Weekly Pivots for week ending 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,063.8 |
1,047.3 |
981.8 |
|
| R3 |
1,030.0 |
1,013.5 |
972.5 |
|
| R2 |
996.3 |
996.3 |
969.3 |
|
| R1 |
979.8 |
979.8 |
966.3 |
971.0 |
| PP |
962.5 |
962.5 |
962.5 |
958.0 |
| S1 |
945.8 |
945.8 |
960.0 |
937.3 |
| S2 |
928.8 |
928.8 |
957.0 |
|
| S3 |
894.8 |
912.0 |
953.8 |
|
| S4 |
861.0 |
878.3 |
944.5 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,051.8 |
|
2.618 |
1,024.3 |
|
1.618 |
1,007.3 |
|
1.000 |
997.0 |
|
0.618 |
990.5 |
|
HIGH |
980.0 |
|
0.618 |
973.5 |
|
0.500 |
971.5 |
|
0.382 |
969.5 |
|
LOW |
963.0 |
|
0.618 |
952.8 |
|
1.000 |
946.3 |
|
1.618 |
935.8 |
|
2.618 |
918.8 |
|
4.250 |
891.3 |
|
|
| Fisher Pivots for day following 15-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
971.5 |
963.0 |
| PP |
968.8 |
962.8 |
| S1 |
966.0 |
962.5 |
|