ICE Russell 2000 Mini Future June 2016


Trading Metrics calculated at close of trading on 16-Feb-2016
Day Change Summary
Previous Current
15-Feb-2016 16-Feb-2016 Change Change % Previous Week
Open 977.7 975.4 -2.3 -0.2% 979.0
High 980.0 988.7 8.7 0.9% 979.0
Low 963.1 973.0 9.9 1.0% 945.2
Close 963.1 985.6 22.5 2.3% 963.1
Range 16.9 15.7 -1.2 -7.1% 33.8
ATR 16.4 17.0 0.7 4.0% 0.0
Volume 13 34 21 161.5% 69
Daily Pivots for day following 16-Feb-2016
Classic Woodie Camarilla DeMark
R4 1,029.5 1,023.3 994.3
R3 1,013.8 1,007.5 990.0
R2 998.3 998.3 988.5
R1 991.8 991.8 987.0 995.0
PP 982.5 982.5 982.5 984.0
S1 976.3 976.3 984.3 979.3
S2 966.8 966.8 982.8
S3 951.0 960.5 981.3
S4 935.3 944.8 977.0
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
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 988.7 945.2 43.5 4.4% 11.5 1.2% 93% True False 13
10 1,017.0 945.2 71.8 7.3% 11.5 1.2% 56% False False 16
20 1,028.0 945.2 82.8 8.4% 11.5 1.2% 49% False False 12
40 1,158.6 945.2 213.4 21.7% 8.5 0.9% 19% False False 6
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.9
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,055.5
2.618 1,029.8
1.618 1,014.0
1.000 1,004.5
0.618 998.5
HIGH 988.8
0.618 982.8
0.500 980.8
0.382 979.0
LOW 973.0
0.618 963.3
1.000 957.3
1.618 947.5
2.618 932.0
4.250 906.3
Fisher Pivots for day following 16-Feb-2016
Pivot 1 day 3 day
R1 984.0 981.0
PP 982.5 976.3
S1 980.8 971.5

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

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