ICE Russell 2000 Mini Future March 2016


Trading Metrics calculated at close of trading on 26-Jan-2016
Day Change Summary
Previous Current
25-Jan-2016 26-Jan-2016 Change Change % Previous Week
Open 1,014.7 992.4 -22.3 -2.2% 1,009.9
High 1,017.7 1,017.9 0.2 0.0% 1,021.5
Low 992.0 983.3 -8.7 -0.9% 953.7
Close 994.6 1,014.1 19.5 2.0% 1,015.8
Range 25.7 34.6 8.9 34.6% 67.8
ATR 28.9 29.3 0.4 1.4% 0.0
Volume 107,259 113,058 5,799 5.4% 678,531
Daily Pivots for day following 26-Jan-2016
Classic Woodie Camarilla DeMark
R4 1,109.0 1,096.0 1,033.3
R3 1,074.3 1,061.5 1,023.5
R2 1,039.8 1,039.8 1,020.5
R1 1,027.0 1,027.0 1,017.3 1,033.3
PP 1,005.0 1,005.0 1,005.0 1,008.3
S1 992.3 992.3 1,011.0 998.8
S2 970.5 970.5 1,007.8
S3 936.0 957.8 1,004.5
S4 901.3 923.0 995.0
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 1,020.0 953.7 66.3 6.5% 34.5 3.4% 91% False False 149,761
10 1,053.6 953.7 99.9 9.9% 37.0 3.7% 60% False False 162,082
20 1,160.0 953.7 206.3 20.3% 30.5 3.0% 29% False False 138,666
40 1,202.4 953.7 248.7 24.5% 24.5 2.4% 24% False False 104,279
60 1,202.4 953.7 248.7 24.5% 20.0 2.0% 24% False False 69,812
80 1,202.4 953.7 248.7 24.5% 18.0 1.8% 24% False False 52,372
100 1,202.4 953.7 248.7 24.5% 15.3 1.5% 24% False False 41,899
120 1,213.2 953.7 259.5 25.6% 12.8 1.3% 23% False False 34,916
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 9.4
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,165.0
2.618 1,108.5
1.618 1,074.0
1.000 1,052.5
0.618 1,039.3
HIGH 1,018.0
0.618 1,004.8
0.500 1,000.5
0.382 996.5
LOW 983.3
0.618 962.0
1.000 948.8
1.618 927.3
2.618 892.8
4.250 836.3
Fisher Pivots for day following 26-Jan-2016
Pivot 1 day 3 day
R1 1,009.5 1,010.0
PP 1,005.0 1,005.8
S1 1,000.5 1,001.8

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

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