ICE Russell 2000 Mini Future March 2016


Trading Metrics calculated at close of trading on 19-Jan-2016
Day Change Summary
Previous Current
15-Jan-2016 19-Jan-2016 Change Change % Previous Week
Open 1,020.1 1,009.9 -10.2 -1.0% 1,046.0
High 1,021.1 1,021.5 0.4 0.0% 1,053.6
Low 978.2 980.6 2.4 0.2% 978.2
Close 1,005.9 990.1 -15.8 -1.6% 1,005.9
Range 42.9 40.9 -2.0 -4.7% 75.4
ATR 26.1 27.2 1.1 4.0% 0.0
Volume 191,305 150,043 -41,262 -21.6% 880,335
Daily Pivots for day following 19-Jan-2016
Classic Woodie Camarilla DeMark
R4 1,120.0 1,096.0 1,012.5
R3 1,079.3 1,055.0 1,001.3
R2 1,038.3 1,038.3 997.5
R1 1,014.3 1,014.3 993.8 1,005.8
PP 997.5 997.5 997.5 993.3
S1 973.3 973.3 986.3 965.0
S2 956.5 956.5 982.5
S3 915.5 932.5 978.8
S4 874.8 891.5 967.5
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 7.6% 39.5 4.0% 16% False False 174,404
10 1,111.8 978.2 133.6 13.5% 33.3 3.3% 9% False False 160,299
20 1,160.0 978.2 181.8 18.4% 25.8 2.6% 7% False False 120,858
40 1,202.4 978.2 224.2 22.6% 21.5 2.2% 5% False False 85,744
60 1,202.4 978.2 224.2 22.6% 18.0 1.8% 5% False False 57,335
80 1,202.4 978.2 224.2 22.6% 17.0 1.7% 5% False False 43,014
100 1,202.4 978.2 224.2 22.6% 13.5 1.4% 5% False False 34,411
120 1,226.1 978.2 247.9 25.0% 11.3 1.1% 5% False False 28,676
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 7.3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,195.3
2.618 1,128.5
1.618 1,087.8
1.000 1,062.5
0.618 1,046.8
HIGH 1,021.5
0.618 1,006.0
0.500 1,001.0
0.382 996.3
LOW 980.5
0.618 955.3
1.000 939.8
1.618 914.5
2.618 873.5
4.250 806.8
Fisher Pivots for day following 19-Jan-2016
Pivot 1 day 3 day
R1 1,001.0 1,004.5
PP 997.5 999.8
S1 993.8 995.0

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

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