ICE Russell 2000 Mini Future June 2016


Trading Metrics calculated at close of trading on 22-Feb-2016
Day Change Summary
Previous Current
19-Feb-2016 22-Feb-2016 Change Change % Previous Week
Open 1,000.5 1,007.0 6.5 0.6% 977.7
High 1,003.1 1,016.3 13.2 1.3% 1,008.2
Low 992.4 1,007.0 14.6 1.5% 963.1
Close 1,003.1 1,011.6 8.5 0.8% 1,003.1
Range 10.7 9.3 -1.4 -13.1% 45.1
ATR 16.5 16.2 -0.2 -1.4% 0.0
Volume 38 58 20 52.6% 184
Daily Pivots for day following 22-Feb-2016
Classic Woodie Camarilla DeMark
R4 1,039.5 1,034.8 1,016.8
R3 1,030.3 1,025.5 1,014.3
R2 1,021.0 1,021.0 1,013.3
R1 1,016.3 1,016.3 1,012.5 1,018.5
PP 1,011.8 1,011.8 1,011.8 1,012.8
S1 1,007.0 1,007.0 1,010.8 1,009.3
S2 1,002.3 1,002.3 1,010.0
S3 993.0 997.8 1,009.0
S4 983.8 988.3 1,006.5
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 1,016.3 973.0 43.3 4.3% 11.8 1.2% 89% True False 45
10 1,016.3 945.2 71.1 7.0% 10.8 1.1% 93% True False 27
20 1,028.0 945.2 82.8 8.2% 10.3 1.0% 80% False False 18
40 1,158.6 945.2 213.4 21.1% 9.3 0.9% 31% False False 11
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 1.0
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1,055.8
2.618 1,040.8
1.618 1,031.3
1.000 1,025.5
0.618 1,022.0
HIGH 1,016.3
0.618 1,012.8
0.500 1,011.8
0.382 1,010.5
LOW 1,007.0
0.618 1,001.3
1.000 997.8
1.618 992.0
2.618 982.8
4.250 967.5
Fisher Pivots for day following 22-Feb-2016
Pivot 1 day 3 day
R1 1,011.8 1,009.3
PP 1,011.8 1,006.8
S1 1,011.5 1,004.3

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

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