ICE Russell 2000 Mini Future March 2016


Trading Metrics calculated at close of trading on 12-Jan-2016
Day Change Summary
Previous Current
11-Jan-2016 12-Jan-2016 Change Change % Previous Week
Open 1,046.0 1,039.3 -6.7 -0.6% 1,132.0
High 1,051.4 1,053.6 2.2 0.2% 1,136.6
Low 1,026.7 1,022.8 -3.9 -0.4% 1,039.8
Close 1,038.0 1,036.8 -1.2 -0.1% 1,041.2
Range 24.7 30.8 6.1 24.7% 96.8
ATR 21.5 22.2 0.7 3.1% 0.0
Volume 158,358 154,372 -3,986 -2.5% 722,957
Daily Pivots for day following 12-Jan-2016
Classic Woodie Camarilla DeMark
R4 1,130.3 1,114.3 1,053.8
R3 1,099.3 1,083.5 1,045.3
R2 1,068.5 1,068.5 1,042.5
R1 1,052.8 1,052.8 1,039.5 1,045.3
PP 1,037.8 1,037.8 1,037.8 1,034.0
S1 1,021.8 1,021.8 1,034.0 1,014.5
S2 1,007.0 1,007.0 1,031.3
S3 976.3 991.0 1,028.3
S4 945.3 960.3 1,019.8
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 1,109.1 1,022.8 86.3 8.3% 30.3 2.9% 16% False True 155,891
10 1,160.0 1,022.8 137.2 13.2% 25.8 2.5% 10% False True 124,720
20 1,160.0 1,022.8 137.2 13.2% 22.0 2.1% 10% False True 119,906
40 1,202.4 1,022.8 179.6 17.3% 18.8 1.8% 8% False True 67,833
60 1,202.4 1,022.8 179.6 17.3% 16.0 1.5% 8% False True 45,384
80 1,202.4 1,022.8 179.6 17.3% 14.8 1.4% 8% False True 34,044
100 1,202.4 1,022.8 179.6 17.3% 12.0 1.1% 8% False True 27,235
120 1,226.1 1,022.8 203.3 19.6% 10.0 1.0% 7% False True 22,696
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.7
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,184.5
2.618 1,134.3
1.618 1,103.5
1.000 1,084.5
0.618 1,072.8
HIGH 1,053.5
0.618 1,041.8
0.500 1,038.3
0.382 1,034.5
LOW 1,022.8
0.618 1,003.8
1.000 992.0
1.618 973.0
2.618 942.3
4.250 892.0
Fisher Pivots for day following 12-Jan-2016
Pivot 1 day 3 day
R1 1,038.3 1,048.8
PP 1,037.8 1,044.8
S1 1,037.3 1,040.8

Download as Excel Spreadsheet

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

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