ICE Russell 2000 Mini Future June 2016


Trading Metrics calculated at close of trading on 01-Mar-2016
Day Change Summary
Previous Current
29-Feb-2016 01-Mar-2016 Change Change % Previous Week
Open 1,031.4 1,023.7 -7.7 -0.7% 1,007.0
High 1,038.5 1,049.5 11.0 1.1% 1,033.3
Low 1,022.4 1,022.7 0.3 0.0% 997.1
Close 1,026.1 1,049.5 23.4 2.3% 1,030.0
Range 16.1 26.8 10.7 66.5% 36.2
ATR 15.1 15.9 0.8 5.5% 0.0
Volume 163 453 290 177.9% 173
Daily Pivots for day following 01-Mar-2016
Classic Woodie Camarilla DeMark
R4 1,121.0 1,112.0 1,064.3
R3 1,094.3 1,085.3 1,056.8
R2 1,067.3 1,067.3 1,054.5
R1 1,058.5 1,058.5 1,052.0 1,063.0
PP 1,040.5 1,040.5 1,040.5 1,042.8
S1 1,031.8 1,031.8 1,047.0 1,036.0
S2 1,013.8 1,013.8 1,044.5
S3 987.0 1,004.8 1,042.3
S4 960.3 978.0 1,034.8
Weekly Pivots for week ending 26-Feb-2016
Classic Woodie Camarilla DeMark
R4 1,128.8 1,115.5 1,050.0
R3 1,092.5 1,079.3 1,040.0
R2 1,056.3 1,056.3 1,036.8
R1 1,043.3 1,043.3 1,033.3 1,049.8
PP 1,020.3 1,020.3 1,020.3 1,023.5
S1 1,007.0 1,007.0 1,026.8 1,013.5
S2 984.0 984.0 1,023.3
S3 947.8 970.8 1,020.0
S4 911.5 934.5 1,010.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,049.5 997.1 52.4 5.0% 15.8 1.5% 100% True False 138
10 1,049.5 992.4 57.1 5.4% 13.0 1.2% 100% True False 92
20 1,049.5 945.2 104.3 9.9% 12.3 1.2% 100% True False 54
40 1,090.2 945.2 145.0 13.8% 11.0 1.0% 72% False False 29
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.6
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 1,163.5
2.618 1,119.8
1.618 1,092.8
1.000 1,076.3
0.618 1,066.0
HIGH 1,049.5
0.618 1,039.3
0.500 1,036.0
0.382 1,033.0
LOW 1,022.8
0.618 1,006.3
1.000 996.0
1.618 979.3
2.618 952.5
4.250 908.8
Fisher Pivots for day following 01-Mar-2016
Pivot 1 day 3 day
R1 1,045.0 1,045.0
PP 1,040.5 1,040.5
S1 1,036.0 1,036.0

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

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