ICE Russell 2000 Mini Future March 2016


Trading Metrics calculated at close of trading on 27-Jan-2016
Day Change Summary
Previous Current
26-Jan-2016 27-Jan-2016 Change Change % Previous Week
Open 992.4 1,008.6 16.2 1.6% 1,009.9
High 1,017.9 1,019.6 1.7 0.2% 1,021.5
Low 983.3 994.0 10.7 1.1% 953.7
Close 1,014.1 998.5 -15.6 -1.5% 1,015.8
Range 34.6 25.6 -9.0 -26.0% 67.8
ATR 29.3 29.0 -0.3 -0.9% 0.0
Volume 113,058 141,164 28,106 24.9% 678,531
Daily Pivots for day following 27-Jan-2016
Classic Woodie Camarilla DeMark
R4 1,080.8 1,065.3 1,012.5
R3 1,055.3 1,039.8 1,005.5
R2 1,029.8 1,029.8 1,003.3
R1 1,014.0 1,014.0 1,000.8 1,009.0
PP 1,004.0 1,004.0 1,004.0 1,001.5
S1 988.5 988.5 996.3 983.5
S2 978.5 978.5 993.8
S3 952.8 962.8 991.5
S4 927.3 937.3 984.5
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 1,020.0 983.3 36.7 3.7% 28.8 2.9% 41% False False 132,897
10 1,047.7 953.7 94.0 9.4% 36.5 3.7% 48% False False 160,761
20 1,160.0 953.7 206.3 20.7% 31.3 3.1% 22% False False 142,741
40 1,202.4 953.7 248.7 24.9% 25.0 2.5% 18% False False 107,807
60 1,202.4 953.7 248.7 24.9% 20.3 2.0% 18% False False 72,165
80 1,202.4 953.7 248.7 24.9% 18.0 1.8% 18% False False 54,135
100 1,202.4 953.7 248.7 24.9% 15.5 1.6% 18% False False 43,311
120 1,213.2 953.7 259.5 26.0% 13.0 1.3% 17% False False 36,092
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 9.0
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1,128.5
2.618 1,086.5
1.618 1,061.0
1.000 1,045.3
0.618 1,035.5
HIGH 1,019.5
0.618 1,009.8
0.500 1,006.8
0.382 1,003.8
LOW 994.0
0.618 978.3
1.000 968.5
1.618 952.5
2.618 927.0
4.250 885.3
Fisher Pivots for day following 27-Jan-2016
Pivot 1 day 3 day
R1 1,006.8 1,001.5
PP 1,004.0 1,000.5
S1 1,001.3 999.5

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

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