ICE Russell 2000 Mini Future March 2016


Trading Metrics calculated at close of trading on 25-Jan-2016
Day Change Summary
Previous Current
22-Jan-2016 25-Jan-2016 Change Change % Previous Week
Open 994.1 1,014.7 20.6 2.1% 1,009.9
High 1,020.0 1,017.7 -2.3 -0.2% 1,021.5
Low 989.1 992.0 2.9 0.3% 953.7
Close 1,015.8 994.6 -21.2 -2.1% 1,015.8
Range 30.9 25.7 -5.2 -16.8% 67.8
ATR 29.1 28.9 -0.2 -0.8% 0.0
Volume 131,200 107,259 -23,941 -18.2% 678,531
Daily Pivots for day following 25-Jan-2016
Classic Woodie Camarilla DeMark
R4 1,078.5 1,062.3 1,008.8
R3 1,052.8 1,036.5 1,001.8
R2 1,027.3 1,027.3 999.3
R1 1,010.8 1,010.8 997.0 1,006.3
PP 1,001.5 1,001.5 1,001.5 999.0
S1 985.3 985.3 992.3 980.5
S2 975.8 975.8 990.0
S3 950.0 959.5 987.5
S4 924.3 933.8 980.5
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 6.8% 35.8 3.6% 60% False False 157,158
10 1,053.6 953.7 99.9 10.0% 36.0 3.6% 41% False False 166,612
20 1,160.0 953.7 206.3 20.7% 29.5 3.0% 20% False False 134,545
40 1,202.4 953.7 248.7 25.0% 24.0 2.4% 16% False False 101,453
60 1,202.4 953.7 248.7 25.0% 19.5 2.0% 16% False False 67,928
80 1,202.4 953.7 248.7 25.0% 18.0 1.8% 16% False False 50,959
100 1,202.4 953.7 248.7 25.0% 15.0 1.5% 16% False False 40,769
120 1,213.2 953.7 259.5 26.1% 12.5 1.3% 16% False False 33,974
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 9.0
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1,127.0
2.618 1,085.0
1.618 1,059.3
1.000 1,043.5
0.618 1,033.5
HIGH 1,017.8
0.618 1,008.0
0.500 1,004.8
0.382 1,001.8
LOW 992.0
0.618 976.0
1.000 966.3
1.618 950.5
2.618 924.8
4.250 882.8
Fisher Pivots for day following 25-Jan-2016
Pivot 1 day 3 day
R1 1,004.8 1,002.8
PP 1,001.5 1,000.0
S1 998.0 997.3

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

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