ICE Russell 2000 Mini Future September 2016


Trading Metrics calculated at close of trading on 15-Feb-2016
Day Change Summary
Previous Current
12-Feb-2016 15-Feb-2016 Change Change % Previous Week
Open 959.3 959.3 0.0 0.0% 960.7
High 959.3 959.3 0.0 0.0% 960.7
Low 959.3 959.3 0.0 0.0% 941.4
Close 959.3 959.3 0.0 0.0% 959.3
Range
ATR 12.8 11.9 -0.9 -7.1% 0.0
Volume
Daily Pivots for day following 15-Feb-2016
Classic Woodie Camarilla DeMark
R4 959.3 959.3 959.3
R3 959.3 959.3 959.3
R2 959.3 959.3 959.3
R1 959.3 959.3 959.3 959.3
PP 959.3 959.3 959.3 959.3
S1 959.3 959.3 959.3 959.3
S2 959.3 959.3 959.3
S3 959.3 959.3 959.3
S4 959.3 959.3 959.3
Weekly Pivots for week ending 12-Feb-2016
Classic Woodie Camarilla DeMark
R4 1,011.8 1,004.8 970.0
R3 992.5 985.5 964.5
R2 973.0 973.0 962.8
R1 966.3 966.3 961.0 960.0
PP 953.8 953.8 953.8 950.8
S1 947.0 947.0 957.5 940.8
S2 934.5 934.5 955.8
S3 915.3 927.5 954.0
S4 896.0 908.3 948.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 959.3 941.4 17.9 1.9% 0.0 0.0% 100% True False
10 1,001.3 941.4 59.9 6.2% 0.0 0.0% 30% False False
20 1,022.6 941.4 81.2 8.5% 1.5 0.1% 22% False False
40 1,155.4 941.4 214.0 22.3% 0.8 0.1% 8% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0
Fibonacci Retracements and Extensions
4.250 959.3
2.618 959.3
1.618 959.3
1.000 959.3
0.618 959.3
HIGH 959.3
0.618 959.3
0.500 959.3
0.382 959.3
LOW 959.3
0.618 959.3
1.000 959.3
1.618 959.3
2.618 959.3
4.250 959.3
Fisher Pivots for day following 15-Feb-2016
Pivot 1 day 3 day
R1 959.3 956.3
PP 959.3 953.3
S1 959.3 950.3

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

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