ICE Russell 2000 Mini Future March 2016


Trading Metrics calculated at close of trading on 15-Jan-2016
Day Change Summary
Previous Current
14-Jan-2016 15-Jan-2016 Change Change % Previous Week
Open 1,009.2 1,020.1 10.9 1.1% 1,046.0
High 1,030.9 1,021.1 -9.8 -1.0% 1,053.6
Low 995.4 978.2 -17.2 -1.7% 978.2
Close 1,020.5 1,005.9 -14.6 -1.4% 1,005.9
Range 35.5 42.9 7.4 20.8% 75.4
ATR 24.9 26.1 1.3 5.2% 0.0
Volume 185,124 191,305 6,181 3.3% 880,335
Daily Pivots for day following 15-Jan-2016
Classic Woodie Camarilla DeMark
R4 1,130.5 1,111.0 1,029.5
R3 1,087.5 1,068.3 1,017.8
R2 1,044.8 1,044.8 1,013.8
R1 1,025.3 1,025.3 1,009.8 1,013.5
PP 1,001.8 1,001.8 1,001.8 995.8
S1 982.3 982.3 1,002.0 970.5
S2 958.8 958.8 998.0
S3 916.0 939.5 994.0
S4 873.0 896.5 982.3
Weekly Pivots for week ending 15-Jan-2016
Classic Woodie Camarilla DeMark
R4 1,238.8 1,197.8 1,047.3
R3 1,163.3 1,122.3 1,026.8
R2 1,088.0 1,088.0 1,019.8
R1 1,047.0 1,047.0 1,012.8 1,029.8
PP 1,012.5 1,012.5 1,012.5 1,004.0
S1 971.5 971.5 999.0 954.3
S2 937.3 937.3 992.0
S3 861.8 896.3 985.3
S4 786.3 820.8 964.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,053.6 978.2 75.4 7.5% 36.5 3.6% 37% False True 176,067
10 1,136.6 978.2 158.4 15.7% 33.3 3.3% 17% False True 160,329
20 1,160.0 978.2 181.8 18.1% 25.0 2.5% 15% False True 119,571
40 1,202.4 978.2 224.2 22.3% 20.5 2.0% 12% False True 82,013
60 1,202.4 978.2 224.2 22.3% 17.5 1.7% 12% False True 54,843
80 1,202.4 978.2 224.2 22.3% 16.3 1.6% 12% False True 41,139
100 1,202.4 978.2 224.2 22.3% 13.3 1.3% 12% False True 32,911
120 1,226.1 978.2 247.9 24.6% 11.0 1.1% 11% False True 27,426
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 6.6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,203.5
2.618 1,133.5
1.618 1,090.5
1.000 1,064.0
0.618 1,047.5
HIGH 1,021.0
0.618 1,004.8
0.500 999.8
0.382 994.5
LOW 978.3
0.618 951.8
1.000 935.3
1.618 908.8
2.618 866.0
4.250 796.0
Fisher Pivots for day following 15-Jan-2016
Pivot 1 day 3 day
R1 1,003.8 1,013.0
PP 1,001.8 1,010.5
S1 999.8 1,008.3

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

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