ICE Russell 2000 Mini Future June 2016


Trading Metrics calculated at close of trading on 19-Feb-2016
Day Change Summary
Previous Current
18-Feb-2016 19-Feb-2016 Change Change % Previous Week
Open 1,005.1 1,000.5 -4.6 -0.5% 977.7
High 1,005.9 1,003.1 -2.8 -0.3% 1,008.2
Low 996.0 992.4 -3.6 -0.4% 963.1
Close 998.7 1,003.1 4.4 0.4% 1,003.1
Range 9.9 10.7 0.8 8.1% 45.1
ATR 16.9 16.5 -0.4 -2.6% 0.0
Volume 17 38 21 123.5% 184
Daily Pivots for day following 19-Feb-2016
Classic Woodie Camarilla DeMark
R4 1,031.8 1,028.0 1,009.0
R3 1,021.0 1,017.3 1,006.0
R2 1,010.3 1,010.3 1,005.0
R1 1,006.8 1,006.8 1,004.0 1,008.5
PP 999.5 999.5 999.5 1,000.5
S1 996.0 996.0 1,002.0 997.8
S2 988.8 988.8 1,001.3
S3 978.3 985.3 1,000.3
S4 967.5 974.5 997.3
Weekly Pivots for week ending 19-Feb-2016
Classic Woodie Camarilla DeMark
R4 1,126.8 1,110.0 1,028.0
R3 1,081.8 1,065.0 1,015.5
R2 1,036.5 1,036.5 1,011.3
R1 1,019.8 1,019.8 1,007.3 1,028.3
PP 991.5 991.5 991.5 995.8
S1 974.8 974.8 999.0 983.0
S2 946.3 946.3 994.8
S3 901.3 929.8 990.8
S4 856.3 884.5 978.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,008.2 963.1 45.1 4.5% 13.5 1.3% 89% False False 36
10 1,008.2 945.2 63.0 6.3% 13.0 1.3% 92% False False 25
20 1,028.0 945.2 82.8 8.3% 9.8 1.0% 70% False False 15
40 1,158.6 945.2 213.4 21.3% 9.0 0.9% 27% False False 10
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 1.0
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,048.5
2.618 1,031.0
1.618 1,020.5
1.000 1,013.8
0.618 1,009.8
HIGH 1,003.0
0.618 999.0
0.500 997.8
0.382 996.5
LOW 992.5
0.618 985.8
1.000 981.8
1.618 975.0
2.618 964.5
4.250 947.0
Fisher Pivots for day following 19-Feb-2016
Pivot 1 day 3 day
R1 1,001.3 1,002.3
PP 999.5 1,001.3
S1 997.8 1,000.3

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

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