ICE Russell 2000 Mini Future June 2016


Trading Metrics calculated at close of trading on 24-Feb-2016
Day Change Summary
Previous Current
23-Feb-2016 24-Feb-2016 Change Change % Previous Week
Open 1,006.6 1,003.5 -3.1 -0.3% 977.7
High 1,010.4 1,016.6 6.2 0.6% 1,008.2
Low 1,003.4 997.1 -6.3 -0.6% 963.1
Close 1,004.3 1,016.6 12.3 1.2% 1,003.1
Range 7.0 19.5 12.5 178.6% 45.1
ATR 15.6 15.9 0.3 1.8% 0.0
Volume 41 8 -33 -80.5% 184
Daily Pivots for day following 24-Feb-2016
Classic Woodie Camarilla DeMark
R4 1,068.5 1,062.0 1,027.3
R3 1,049.0 1,042.5 1,022.0
R2 1,029.5 1,029.5 1,020.3
R1 1,023.0 1,023.0 1,018.5 1,026.3
PP 1,010.0 1,010.0 1,010.0 1,011.8
S1 1,003.5 1,003.5 1,014.8 1,006.8
S2 990.5 990.5 1,013.0
S3 971.0 984.0 1,011.3
S4 951.5 964.5 1,006.0
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 1,016.6 992.4 24.2 2.4% 11.3 1.1% 100% True False 32
10 1,016.6 945.2 71.4 7.0% 11.5 1.1% 100% True False 30
20 1,028.0 945.2 82.8 8.1% 11.8 1.1% 86% False False 20
40 1,142.0 945.2 196.8 19.4% 9.5 0.9% 36% False False 12
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.9
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1,099.5
2.618 1,067.8
1.618 1,048.3
1.000 1,036.0
0.618 1,028.8
HIGH 1,016.5
0.618 1,009.3
0.500 1,006.8
0.382 1,004.5
LOW 997.0
0.618 985.0
1.000 977.5
1.618 965.5
2.618 946.0
4.250 914.3
Fisher Pivots for day following 24-Feb-2016
Pivot 1 day 3 day
R1 1,013.3 1,013.3
PP 1,010.0 1,010.0
S1 1,006.8 1,006.8

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

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