ICE Russell 2000 Mini Future March 2016


Trading Metrics calculated at close of trading on 22-Jan-2016
Day Change Summary
Previous Current
21-Jan-2016 22-Jan-2016 Change Change % Previous Week
Open 1,002.5 994.1 -8.4 -0.8% 1,009.9
High 1,013.0 1,020.0 7.0 0.7% 1,021.5
Low 985.5 989.1 3.6 0.4% 953.7
Close 992.3 1,015.8 23.5 2.4% 1,015.8
Range 27.5 30.9 3.4 12.4% 67.8
ATR 29.0 29.1 0.1 0.5% 0.0
Volume 171,804 131,200 -40,604 -23.6% 678,531
Daily Pivots for day following 22-Jan-2016
Classic Woodie Camarilla DeMark
R4 1,101.0 1,089.3 1,032.8
R3 1,070.0 1,058.5 1,024.3
R2 1,039.3 1,039.3 1,021.5
R1 1,027.5 1,027.5 1,018.8 1,033.3
PP 1,008.3 1,008.3 1,008.3 1,011.3
S1 996.5 996.5 1,013.0 1,002.5
S2 977.5 977.5 1,010.3
S3 946.5 965.8 1,007.3
S4 915.5 934.8 998.8
Weekly Pivots for week ending 22-Jan-2016
Classic Woodie Camarilla DeMark
R4 1,200.5 1,176.0 1,053.0
R3 1,132.5 1,108.0 1,034.5
R2 1,064.8 1,064.8 1,028.3
R1 1,040.3 1,040.3 1,022.0 1,052.5
PP 997.0 997.0 997.0 1,003.0
S1 972.5 972.5 1,009.5 984.8
S2 929.3 929.3 1,003.3
S3 861.5 904.8 997.3
S4 793.5 837.0 978.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,021.5 953.7 67.8 6.7% 39.3 3.9% 92% False False 173,967
10 1,074.5 953.7 120.8 11.9% 37.0 3.6% 51% False False 172,476
20 1,160.0 953.7 206.3 20.3% 29.0 2.9% 30% False False 132,686
40 1,202.4 953.7 248.7 24.5% 23.5 2.3% 25% False False 98,785
60 1,202.4 953.7 248.7 24.5% 19.5 1.9% 25% False False 66,142
80 1,202.4 953.7 248.7 24.5% 17.8 1.8% 25% False False 49,619
100 1,202.4 953.7 248.7 24.5% 14.8 1.4% 25% False False 39,696
120 1,220.5 953.7 266.8 26.3% 12.3 1.2% 23% False False 33,080
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 10.2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,151.3
2.618 1,101.0
1.618 1,070.0
1.000 1,051.0
0.618 1,039.0
HIGH 1,020.0
0.618 1,008.3
0.500 1,004.5
0.382 1,001.0
LOW 989.0
0.618 970.0
1.000 958.3
1.618 939.0
2.618 908.3
4.250 857.8
Fisher Pivots for day following 22-Jan-2016
Pivot 1 day 3 day
R1 1,012.0 1,006.3
PP 1,008.3 996.5
S1 1,004.5 986.8

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

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