ICE Russell 2000 Mini Future March 2016


Trading Metrics calculated at close of trading on 07-Jan-2016
Day Change Summary
Previous Current
06-Jan-2016 07-Jan-2016 Change Change % Previous Week
Open 1,108.6 1,090.6 -18.0 -1.6% 1,145.5
High 1,109.1 1,092.8 -16.3 -1.5% 1,160.0
Low 1,083.7 1,056.8 -26.9 -2.5% 1,128.1
Close 1,091.2 1,057.8 -33.4 -3.1% 1,131.5
Range 25.4 36.0 10.6 41.7% 31.9
ATR 19.0 20.3 1.2 6.4% 0.0
Volume 133,949 166,878 32,929 24.6% 271,185
Daily Pivots for day following 07-Jan-2016
Classic Woodie Camarilla DeMark
R4 1,177.3 1,153.5 1,077.5
R3 1,141.3 1,117.5 1,067.8
R2 1,105.3 1,105.3 1,064.5
R1 1,081.5 1,081.5 1,061.0 1,075.3
PP 1,069.3 1,069.3 1,069.3 1,066.0
S1 1,045.5 1,045.5 1,054.5 1,039.3
S2 1,033.3 1,033.3 1,051.3
S3 997.3 1,009.5 1,048.0
S4 961.3 973.5 1,038.0
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 1,144.7 1,056.8 87.9 8.3% 26.5 2.5% 1% False True 129,647
10 1,160.0 1,056.8 103.2 9.8% 21.0 2.0% 1% False True 92,895
20 1,160.7 1,056.8 103.9 9.8% 21.0 2.0% 1% False True 110,538
40 1,202.4 1,056.8 145.6 13.8% 17.3 1.6% 1% False True 56,021
60 1,202.4 1,056.8 145.6 13.8% 15.0 1.4% 1% False True 37,408
80 1,202.4 1,056.8 145.6 13.8% 13.8 1.3% 1% False True 28,061
100 1,202.4 1,056.8 145.6 13.8% 11.0 1.0% 1% False True 22,448
120 1,247.2 1,056.8 190.4 18.0% 9.3 0.9% 1% False True 18,707
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 1.9
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,245.8
2.618 1,187.0
1.618 1,151.0
1.000 1,128.8
0.618 1,115.0
HIGH 1,092.8
0.618 1,079.0
0.500 1,074.8
0.382 1,070.5
LOW 1,056.8
0.618 1,034.5
1.000 1,020.8
1.618 998.5
2.618 962.5
4.250 903.8
Fisher Pivots for day following 07-Jan-2016
Pivot 1 day 3 day
R1 1,074.8 1,084.3
PP 1,069.3 1,075.5
S1 1,063.5 1,066.8

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

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