ICE Russell 2000 Mini Future March 2016


Trading Metrics calculated at close of trading on 21-Jan-2016
Day Change Summary
Previous Current
20-Jan-2016 21-Jan-2016 Change Change % Previous Week
Open 988.5 1,002.5 14.0 1.4% 1,046.0
High 1,007.2 1,013.0 5.8 0.6% 1,053.6
Low 953.7 985.5 31.8 3.3% 978.2
Close 998.5 992.3 -6.2 -0.6% 1,005.9
Range 53.5 27.5 -26.0 -48.6% 75.4
ATR 29.1 29.0 -0.1 -0.4% 0.0
Volume 225,484 171,804 -53,680 -23.8% 880,335
Daily Pivots for day following 21-Jan-2016
Classic Woodie Camarilla DeMark
R4 1,079.5 1,063.3 1,007.5
R3 1,052.0 1,035.8 999.8
R2 1,024.5 1,024.5 997.3
R1 1,008.3 1,008.3 994.8 1,002.8
PP 997.0 997.0 997.0 994.0
S1 980.8 980.8 989.8 975.3
S2 969.5 969.5 987.3
S3 942.0 953.3 984.8
S4 914.5 925.8 977.3
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 1,030.9 953.7 77.2 7.8% 40.0 4.0% 50% False False 184,752
10 1,092.8 953.7 139.1 14.0% 37.5 3.8% 28% False False 176,044
20 1,160.0 953.7 206.3 20.8% 28.5 2.9% 19% False False 130,043
40 1,202.4 953.7 248.7 25.1% 23.3 2.3% 16% False False 95,510
60 1,202.4 953.7 248.7 25.1% 19.3 1.9% 16% False False 63,956
80 1,202.4 953.7 248.7 25.1% 17.8 1.8% 16% False False 47,980
100 1,202.4 953.7 248.7 25.1% 14.5 1.5% 16% False False 38,384
120 1,220.5 953.7 266.8 26.9% 12.0 1.2% 14% False False 31,987
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 9.9
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1,130.0
2.618 1,085.0
1.618 1,057.5
1.000 1,040.5
0.618 1,030.0
HIGH 1,013.0
0.618 1,002.5
0.500 999.3
0.382 996.0
LOW 985.5
0.618 968.5
1.000 958.0
1.618 941.0
2.618 913.5
4.250 868.5
Fisher Pivots for day following 21-Jan-2016
Pivot 1 day 3 day
R1 999.3 990.8
PP 997.0 989.3
S1 994.5 987.5

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

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