ICE Russell 2000 Mini Future March 2016


Trading Metrics calculated at close of trading on 14-Jan-2016
Day Change Summary
Previous Current
13-Jan-2016 14-Jan-2016 Change Change % Previous Week
Open 1,041.0 1,009.2 -31.8 -3.1% 1,132.0
High 1,047.7 1,030.9 -16.8 -1.6% 1,136.6
Low 999.7 995.4 -4.3 -0.4% 1,039.8
Close 1,006.9 1,020.5 13.6 1.4% 1,041.2
Range 48.0 35.5 -12.5 -26.0% 96.8
ATR 24.0 24.9 0.8 3.4% 0.0
Volume 191,176 185,124 -6,052 -3.2% 722,957
Daily Pivots for day following 14-Jan-2016
Classic Woodie Camarilla DeMark
R4 1,122.0 1,106.8 1,040.0
R3 1,086.5 1,071.3 1,030.3
R2 1,051.0 1,051.0 1,027.0
R1 1,035.8 1,035.8 1,023.8 1,043.5
PP 1,015.5 1,015.5 1,015.5 1,019.5
S1 1,000.3 1,000.3 1,017.3 1,008.0
S2 980.0 980.0 1,014.0
S3 944.5 964.8 1,010.8
S4 909.0 929.3 1,001.0
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 1,074.5 995.4 79.1 7.8% 34.8 3.4% 32% False True 170,985
10 1,144.7 995.4 149.3 14.6% 30.8 3.0% 17% False True 150,316
20 1,160.0 995.4 164.6 16.1% 23.8 2.3% 15% False True 117,069
40 1,202.4 995.4 207.0 20.3% 20.0 2.0% 12% False True 77,239
60 1,202.4 995.4 207.0 20.3% 17.3 1.7% 12% False True 51,655
80 1,202.4 995.4 207.0 20.3% 15.8 1.6% 12% False True 38,747
100 1,202.4 995.4 207.0 20.3% 12.8 1.2% 12% False True 30,998
120 1,226.1 995.4 230.7 22.6% 10.5 1.0% 11% False True 25,831
Crabel Price Patterns
NR True
NR4 False
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 6.6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,181.8
2.618 1,123.8
1.618 1,088.3
1.000 1,066.5
0.618 1,052.8
HIGH 1,031.0
0.618 1,017.3
0.500 1,013.3
0.382 1,009.0
LOW 995.5
0.618 973.5
1.000 960.0
1.618 938.0
2.618 902.5
4.250 844.5
Fisher Pivots for day following 14-Jan-2016
Pivot 1 day 3 day
R1 1,018.0 1,024.5
PP 1,015.5 1,023.3
S1 1,013.3 1,021.8

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

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