ICE Russell 2000 Mini Future March 2016


Trading Metrics calculated at close of trading on 13-Jan-2016
Day Change Summary
Previous Current
12-Jan-2016 13-Jan-2016 Change Change % Previous Week
Open 1,039.3 1,041.0 1.7 0.2% 1,132.0
High 1,053.6 1,047.7 -5.9 -0.6% 1,136.6
Low 1,022.8 999.7 -23.1 -2.3% 1,039.8
Close 1,036.8 1,006.9 -29.9 -2.9% 1,041.2
Range 30.8 48.0 17.2 55.8% 96.8
ATR 22.2 24.0 1.8 8.3% 0.0
Volume 154,372 191,176 36,804 23.8% 722,957
Daily Pivots for day following 13-Jan-2016
Classic Woodie Camarilla DeMark
R4 1,162.0 1,132.5 1,033.3
R3 1,114.0 1,084.5 1,020.0
R2 1,066.0 1,066.0 1,015.8
R1 1,036.5 1,036.5 1,011.3 1,027.3
PP 1,018.0 1,018.0 1,018.0 1,013.5
S1 988.5 988.5 1,002.5 979.3
S2 970.0 970.0 998.0
S3 922.0 940.5 993.8
S4 874.0 892.5 980.5
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 1,092.8 999.7 93.1 9.2% 34.8 3.5% 8% False True 167,336
10 1,160.0 999.7 160.3 15.9% 28.8 2.9% 4% False True 137,715
20 1,160.0 999.7 160.3 15.9% 23.3 2.3% 4% False True 117,498
40 1,202.4 999.7 202.7 20.1% 19.5 1.9% 4% False True 72,612
60 1,202.4 999.7 202.7 20.1% 16.8 1.7% 4% False True 48,570
80 1,202.4 999.7 202.7 20.1% 15.5 1.5% 4% False True 36,433
100 1,202.4 999.7 202.7 20.1% 12.5 1.2% 4% False True 29,147
120 1,226.1 999.7 226.4 22.5% 10.3 1.0% 3% False True 24,289
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 5.3
Widest range in 156 trading days
Fibonacci Retracements and Extensions
4.250 1,251.8
2.618 1,173.3
1.618 1,125.3
1.000 1,095.8
0.618 1,077.3
HIGH 1,047.8
0.618 1,029.3
0.500 1,023.8
0.382 1,018.0
LOW 999.8
0.618 970.0
1.000 951.8
1.618 922.0
2.618 874.0
4.250 795.8
Fisher Pivots for day following 13-Jan-2016
Pivot 1 day 3 day
R1 1,023.8 1,026.8
PP 1,018.0 1,020.0
S1 1,012.5 1,013.5

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

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