ICE Russell 2000 Mini Future March 2016


Trading Metrics calculated at close of trading on 20-Jan-2016
Day Change Summary
Previous Current
19-Jan-2016 20-Jan-2016 Change Change % Previous Week
Open 1,009.9 988.5 -21.4 -2.1% 1,046.0
High 1,021.5 1,007.2 -14.3 -1.4% 1,053.6
Low 980.6 953.7 -26.9 -2.7% 978.2
Close 990.1 998.5 8.4 0.8% 1,005.9
Range 40.9 53.5 12.6 30.8% 75.4
ATR 27.2 29.1 1.9 6.9% 0.0
Volume 150,043 225,484 75,441 50.3% 880,335
Daily Pivots for day following 20-Jan-2016
Classic Woodie Camarilla DeMark
R4 1,147.0 1,126.3 1,028.0
R3 1,093.5 1,072.8 1,013.3
R2 1,040.0 1,040.0 1,008.3
R1 1,019.3 1,019.3 1,003.5 1,029.5
PP 986.5 986.5 986.5 991.8
S1 965.8 965.8 993.5 976.0
S2 933.0 933.0 988.8
S3 879.5 912.3 983.8
S4 826.0 858.8 969.0
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 1,047.7 953.7 94.0 9.4% 44.3 4.4% 48% False True 188,626
10 1,109.1 953.7 155.4 15.6% 37.3 3.7% 29% False True 172,258
20 1,160.0 953.7 206.3 20.7% 27.8 2.8% 22% False True 125,748
40 1,202.4 953.7 248.7 24.9% 22.8 2.3% 18% False True 91,318
60 1,202.4 953.7 248.7 24.9% 18.8 1.9% 18% False True 61,092
80 1,202.4 953.7 248.7 24.9% 17.5 1.8% 18% False True 45,833
100 1,202.4 953.7 248.7 24.9% 14.0 1.4% 18% False True 36,666
120 1,220.5 953.7 266.8 26.7% 11.8 1.2% 17% False True 30,555
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 8.9
Widest range in 160 trading days
Fibonacci Retracements and Extensions
4.250 1,234.5
2.618 1,147.3
1.618 1,093.8
1.000 1,060.8
0.618 1,040.3
HIGH 1,007.3
0.618 986.8
0.500 980.5
0.382 974.3
LOW 953.8
0.618 920.8
1.000 900.3
1.618 867.3
2.618 813.8
4.250 726.3
Fisher Pivots for day following 20-Jan-2016
Pivot 1 day 3 day
R1 992.5 994.8
PP 986.5 991.3
S1 980.5 987.5

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

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