ICE Russell 2000 Mini Future March 2016


Trading Metrics calculated at close of trading on 11-Jan-2016
Day Change Summary
Previous Current
08-Jan-2016 11-Jan-2016 Change Change % Previous Week
Open 1,059.8 1,046.0 -13.8 -1.3% 1,132.0
High 1,074.5 1,051.4 -23.1 -2.1% 1,136.6
Low 1,039.8 1,026.7 -13.1 -1.3% 1,039.8
Close 1,041.2 1,038.0 -3.2 -0.3% 1,041.2
Range 34.7 24.7 -10.0 -28.8% 96.8
ATR 21.3 21.5 0.2 1.1% 0.0
Volume 165,898 158,358 -7,540 -4.5% 722,957
Daily Pivots for day following 11-Jan-2016
Classic Woodie Camarilla DeMark
R4 1,112.8 1,100.0 1,051.5
R3 1,088.0 1,075.5 1,044.8
R2 1,063.5 1,063.5 1,042.5
R1 1,050.8 1,050.8 1,040.3 1,044.8
PP 1,038.8 1,038.8 1,038.8 1,035.8
S1 1,026.0 1,026.0 1,035.8 1,020.0
S2 1,014.0 1,014.0 1,033.5
S3 989.3 1,001.3 1,031.3
S4 964.5 976.5 1,024.5
Weekly Pivots for week ending 08-Jan-2016
Classic Woodie Camarilla DeMark
R4 1,363.0 1,298.8 1,094.5
R3 1,266.3 1,202.0 1,067.8
R2 1,169.3 1,169.3 1,059.0
R1 1,105.3 1,105.3 1,050.0 1,089.0
PP 1,072.5 1,072.5 1,072.5 1,064.3
S1 1,008.5 1,008.5 1,032.3 992.0
S2 975.8 975.8 1,023.5
S3 879.0 911.8 1,014.5
S4 782.3 814.8 988.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,111.8 1,026.7 85.1 8.2% 26.8 2.6% 13% False True 146,194
10 1,160.0 1,026.7 133.3 12.8% 24.0 2.3% 8% False True 115,250
20 1,160.0 1,026.7 133.3 12.8% 22.0 2.1% 8% False True 121,331
40 1,202.4 1,026.7 175.7 16.9% 18.0 1.7% 6% False True 63,974
60 1,202.4 1,026.7 175.7 16.9% 15.5 1.5% 6% False True 42,811
80 1,202.4 1,026.7 175.7 16.9% 14.5 1.4% 6% False True 32,114
100 1,202.4 1,026.7 175.7 16.9% 11.5 1.1% 6% False True 25,691
120 1,226.1 1,026.7 199.4 19.2% 9.8 0.9% 6% False True 21,409
Crabel Price Patterns
NR True
NR4 True
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 3.4
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,156.5
2.618 1,116.0
1.618 1,091.3
1.000 1,076.0
0.618 1,066.8
HIGH 1,051.5
0.618 1,042.0
0.500 1,039.0
0.382 1,036.3
LOW 1,026.8
0.618 1,011.5
1.000 1,002.0
1.618 986.8
2.618 962.0
4.250 921.8
Fisher Pivots for day following 11-Jan-2016
Pivot 1 day 3 day
R1 1,039.0 1,059.8
PP 1,038.8 1,052.5
S1 1,038.3 1,045.3

Download as Excel Spreadsheet

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

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