ICE Russell 2000 Mini Future June 2016


Trading Metrics calculated at close of trading on 10-Mar-2016
Day Change Summary
Previous Current
09-Mar-2016 10-Mar-2016 Change Change % Previous Week
Open 1,067.2 1,069.8 2.6 0.2% 1,031.4
High 1,070.8 1,079.2 8.4 0.8% 1,082.1
Low 1,059.9 1,046.6 -13.3 -1.3% 1,022.4
Close 1,068.7 1,057.5 -11.2 -1.0% 1,075.2
Range 10.9 32.6 21.7 199.1% 59.7
ATR 16.4 17.5 1.2 7.1% 0.0
Volume 21,923 94,958 73,035 333.1% 3,645
Daily Pivots for day following 10-Mar-2016
Classic Woodie Camarilla DeMark
R4 1,159.0 1,140.8 1,075.5
R3 1,126.3 1,108.3 1,066.5
R2 1,093.8 1,093.8 1,063.5
R1 1,075.5 1,075.5 1,060.5 1,068.3
PP 1,061.0 1,061.0 1,061.0 1,057.5
S1 1,043.0 1,043.0 1,054.5 1,035.8
S2 1,028.5 1,028.5 1,051.5
S3 996.0 1,010.5 1,048.5
S4 963.3 977.8 1,039.5
Weekly Pivots for week ending 04-Mar-2016
Classic Woodie Camarilla DeMark
R4 1,239.0 1,216.8 1,108.0
R3 1,179.3 1,157.0 1,091.5
R2 1,119.5 1,119.5 1,086.3
R1 1,097.5 1,097.5 1,080.8 1,108.5
PP 1,060.0 1,060.0 1,060.0 1,065.5
S1 1,037.8 1,037.8 1,069.8 1,048.8
S2 1,000.3 1,000.3 1,064.3
S3 940.5 978.0 1,058.8
S4 880.8 918.3 1,042.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,089.4 1,046.6 42.8 4.0% 21.3 2.0% 25% False True 24,770
10 1,089.4 1,022.4 67.0 6.3% 18.0 1.7% 52% False False 12,526
20 1,089.4 954.3 135.1 12.8% 15.0 1.4% 76% False False 6,281
40 1,089.4 945.2 144.2 13.6% 12.5 1.2% 78% False False 3,145
60 1,158.6 945.2 213.4 20.2% 10.0 1.0% 53% False False 2,097
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 3.8
Widest range in 36 trading days
Fibonacci Retracements and Extensions
4.250 1,217.8
2.618 1,164.5
1.618 1,132.0
1.000 1,111.8
0.618 1,099.3
HIGH 1,079.3
0.618 1,066.8
0.500 1,063.0
0.382 1,059.0
LOW 1,046.5
0.618 1,026.5
1.000 1,014.0
1.618 993.8
2.618 961.3
4.250 908.0
Fisher Pivots for day following 10-Mar-2016
Pivot 1 day 3 day
R1 1,063.0 1,066.3
PP 1,061.0 1,063.3
S1 1,059.3 1,060.5

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

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