ICE Russell 2000 Mini Future September 2016


Trading Metrics calculated at close of trading on 11-Jan-2016
Day Change Summary
Previous Current
08-Jan-2016 11-Jan-2016 Change Change % Previous Week
Open 1,033.9 1,035.0 1.1 0.1% 1,101.8
High 1,033.9 1,035.0 1.1 0.1% 1,103.7
Low 1,033.9 1,031.6 -2.3 -0.2% 1,033.9
Close 1,033.9 1,031.6 -2.3 -0.2% 1,033.9
Range 0.0 3.4 3.4 69.8
ATR 14.7 13.9 -0.8 -5.5% 0.0
Volume 0 1 1 0
Daily Pivots for day following 11-Jan-2016
Classic Woodie Camarilla DeMark
R4 1,043.0 1,040.8 1,033.5
R3 1,039.5 1,037.3 1,032.5
R2 1,036.3 1,036.3 1,032.3
R1 1,033.8 1,033.8 1,032.0 1,033.3
PP 1,032.8 1,032.8 1,032.8 1,032.5
S1 1,030.5 1,030.5 1,031.3 1,030.0
S2 1,029.3 1,029.3 1,031.0
S3 1,026.0 1,027.0 1,030.8
S4 1,022.5 1,023.8 1,029.8
Weekly Pivots for week ending 08-Jan-2016
Classic Woodie Camarilla DeMark
R4 1,266.5 1,220.0 1,072.3
R3 1,196.8 1,150.3 1,053.0
R2 1,127.0 1,127.0 1,046.8
R1 1,080.5 1,080.5 1,040.3 1,068.8
PP 1,057.3 1,057.3 1,057.3 1,051.3
S1 1,010.8 1,010.8 1,027.5 999.0
S2 987.3 987.3 1,021.0
S3 917.5 940.8 1,014.8
S4 847.8 871.0 995.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,103.7 1,031.6 72.1 7.0% 0.8 0.1% 0% False True
10 1,155.4 1,031.6 123.8 12.0% 0.3 0.0% 0% False True
20 1,155.4 1,031.6 123.8 12.0% 0.3 0.0% 0% False True
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 0.0
Widest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 1,049.5
2.618 1,044.0
1.618 1,040.5
1.000 1,038.5
0.618 1,037.0
HIGH 1,035.0
0.618 1,033.8
0.500 1,033.3
0.382 1,033.0
LOW 1,031.5
0.618 1,029.5
1.000 1,028.3
1.618 1,026.0
2.618 1,022.8
4.250 1,017.3
Fisher Pivots for day following 11-Jan-2016
Pivot 1 day 3 day
R1 1,033.3 1,042.5
PP 1,032.8 1,039.0
S1 1,032.3 1,035.3

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

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