ICE Russell 2000 Mini Future September 2016


Trading Metrics calculated at close of trading on 18-Feb-2016
Day Change Summary
Previous Current
17-Feb-2016 18-Feb-2016 Change Change % Previous Week
Open 1,003.2 994.9 -8.3 -0.8% 960.7
High 1,003.2 994.9 -8.3 -0.8% 960.7
Low 999.8 994.9 -4.9 -0.5% 941.4
Close 999.8 994.9 -4.9 -0.5% 959.3
Range 3.4 0.0 -3.4 -100.0% 19.3
ATR 13.3 12.7 -0.6 -4.5% 0.0
Volume 4 0 -4 -100.0% 0
Daily Pivots for day following 18-Feb-2016
Classic Woodie Camarilla DeMark
R4 995.0 995.0 995.0
R3 995.0 995.0 995.0
R2 995.0 995.0 995.0
R1 995.0 995.0 995.0 995.0
PP 995.0 995.0 995.0 995.0
S1 995.0 995.0 995.0 995.0
S2 995.0 995.0 995.0
S3 995.0 995.0 995.0
S4 995.0 995.0 995.0
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 1,003.2 959.3 43.9 4.4% 0.8 0.1% 81% False False
10 1,003.2 941.4 61.8 6.2% 0.3 0.0% 87% False False
20 1,022.6 941.4 81.2 8.2% 0.3 0.0% 66% False False
40 1,155.4 941.4 214.0 21.5% 1.0 0.1% 25% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 995.0
2.618 995.0
1.618 995.0
1.000 995.0
0.618 995.0
HIGH 995.0
0.618 995.0
0.500 995.0
0.382 995.0
LOW 995.0
0.618 995.0
1.000 995.0
1.618 995.0
2.618 995.0
4.250 995.0
Fisher Pivots for day following 18-Feb-2016
Pivot 1 day 3 day
R1 995.0 994.0
PP 995.0 993.3
S1 995.0 992.5

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

View Archives - Comment on this page... - Back to Index of Symbols