ICE Russell 2000 Mini Future March 2016


Trading Metrics calculated at close of trading on 04-Jan-2016
Day Change Summary
Previous Current
31-Dec-2015 04-Jan-2016 Change Change % Previous Week
Open 1,144.2 1,132.0 -12.2 -1.1% 1,145.5
High 1,144.7 1,136.6 -8.1 -0.7% 1,160.0
Low 1,128.1 1,094.5 -33.6 -3.0% 1,128.1
Close 1,131.5 1,106.0 -25.5 -2.3% 1,131.5
Range 16.6 42.1 25.5 153.6% 31.9
ATR 17.2 19.0 1.8 10.3% 0.0
Volume 91,178 150,345 59,167 64.9% 271,185
Daily Pivots for day following 04-Jan-2016
Classic Woodie Camarilla DeMark
R4 1,238.8 1,214.5 1,129.3
R3 1,196.5 1,172.3 1,117.5
R2 1,154.5 1,154.5 1,113.8
R1 1,130.3 1,130.3 1,109.8 1,121.3
PP 1,112.3 1,112.3 1,112.3 1,108.0
S1 1,088.3 1,088.3 1,102.3 1,079.3
S2 1,070.3 1,070.3 1,098.3
S3 1,028.3 1,046.0 1,094.5
S4 986.0 1,004.0 1,082.8
Weekly Pivots for week ending 01-Jan-2016
Classic Woodie Camarilla DeMark
R4 1,235.5 1,215.5 1,149.0
R3 1,203.8 1,183.5 1,140.3
R2 1,171.8 1,171.8 1,137.3
R1 1,151.8 1,151.8 1,134.5 1,145.8
PP 1,139.8 1,139.8 1,139.8 1,137.0
S1 1,119.8 1,119.8 1,128.5 1,113.8
S2 1,108.0 1,108.0 1,125.8
S3 1,076.0 1,087.8 1,122.8
S4 1,044.3 1,056.0 1,114.0
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 1,094.5 65.5 5.9% 21.5 1.9% 18% False True 84,306
10 1,160.0 1,094.5 65.5 5.9% 18.5 1.7% 18% False True 81,417
20 1,182.0 1,094.5 87.5 7.9% 20.0 1.8% 13% False True 90,651
40 1,202.4 1,094.5 107.9 9.8% 16.0 1.4% 11% False True 45,859
60 1,202.4 1,094.5 107.9 9.8% 14.3 1.3% 11% False True 30,630
80 1,202.4 1,065.5 136.9 12.4% 12.8 1.2% 30% False False 22,977
100 1,213.2 1,065.5 147.7 13.4% 10.3 0.9% 27% False False 18,381
120 1,254.3 1,065.5 188.8 17.1% 8.5 0.8% 21% False False 15,318
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.0
Widest range in 149 trading days
Fibonacci Retracements and Extensions
4.250 1,315.5
2.618 1,246.8
1.618 1,204.8
1.000 1,178.8
0.618 1,162.5
HIGH 1,136.5
0.618 1,120.5
0.500 1,115.5
0.382 1,110.5
LOW 1,094.5
0.618 1,068.5
1.000 1,052.5
1.618 1,026.5
2.618 984.3
4.250 915.5
Fisher Pivots for day following 04-Jan-2016
Pivot 1 day 3 day
R1 1,115.5 1,127.3
PP 1,112.3 1,120.3
S1 1,109.3 1,113.0

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

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