ICE Russell 2000 Mini Future March 2016


Trading Metrics calculated at close of trading on 30-Dec-2015
Day Change Summary
Previous Current
29-Dec-2015 30-Dec-2015 Change Change % Previous Week
Open 1,143.7 1,159.0 15.3 1.3% 1,115.8
High 1,160.0 1,160.0 0.0 0.0% 1,156.2
Low 1,143.1 1,142.4 -0.7 -0.1% 1,114.0
Close 1,159.6 1,143.0 -16.6 -1.4% 1,146.2
Range 16.9 17.6 0.7 4.1% 42.2
ATR 17.3 17.3 0.0 0.1% 0.0
Volume 61,223 59,116 -2,107 -3.4% 264,959
Daily Pivots for day following 30-Dec-2015
Classic Woodie Camarilla DeMark
R4 1,201.3 1,189.8 1,152.8
R3 1,183.8 1,172.3 1,147.8
R2 1,166.0 1,166.0 1,146.3
R1 1,154.5 1,154.5 1,144.5 1,151.5
PP 1,148.5 1,148.5 1,148.5 1,147.0
S1 1,137.0 1,137.0 1,141.5 1,134.0
S2 1,130.8 1,130.8 1,139.8
S3 1,113.3 1,119.3 1,138.3
S4 1,095.8 1,101.8 1,133.3
Weekly Pivots for week ending 25-Dec-2015
Classic Woodie Camarilla DeMark
R4 1,265.5 1,248.0 1,169.5
R3 1,223.3 1,205.8 1,157.8
R2 1,181.0 1,181.0 1,154.0
R1 1,163.5 1,163.5 1,150.0 1,172.3
PP 1,138.8 1,138.8 1,138.8 1,143.3
S1 1,121.5 1,121.5 1,142.3 1,130.0
S2 1,096.5 1,096.5 1,138.5
S3 1,054.5 1,079.3 1,134.5
S4 1,012.3 1,037.0 1,123.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,160.0 1,132.2 27.8 2.4% 15.5 1.4% 39% True False 56,144
10 1,160.0 1,112.9 47.1 4.1% 17.0 1.5% 64% True False 83,823
20 1,200.0 1,101.6 98.4 8.6% 19.5 1.7% 42% False False 78,601
40 1,202.4 1,101.6 100.8 8.8% 15.0 1.3% 41% False False 39,864
60 1,202.4 1,101.6 100.8 8.8% 13.8 1.2% 41% False False 26,605
80 1,202.4 1,065.5 136.9 12.0% 12.0 1.1% 57% False False 19,958
100 1,213.2 1,065.5 147.7 12.9% 9.8 0.8% 52% False False 15,966
120 1,261.5 1,065.5 196.0 17.1% 8.0 0.7% 40% False False 13,305
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.4
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,234.8
2.618 1,206.0
1.618 1,188.5
1.000 1,177.5
0.618 1,171.0
HIGH 1,160.0
0.618 1,153.3
0.500 1,151.3
0.382 1,149.0
LOW 1,142.5
0.618 1,131.5
1.000 1,124.8
1.618 1,114.0
2.618 1,096.3
4.250 1,067.5
Fisher Pivots for day following 30-Dec-2015
Pivot 1 day 3 day
R1 1,151.3 1,146.8
PP 1,148.5 1,145.5
S1 1,145.8 1,144.3

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

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