ICE Russell 2000 Mini Future March 2016


Trading Metrics calculated at close of trading on 28-Jan-2016
Day Change Summary
Previous Current
27-Jan-2016 28-Jan-2016 Change Change % Previous Week
Open 1,008.6 998.3 -10.3 -1.0% 1,009.9
High 1,019.6 1,013.1 -6.5 -0.6% 1,021.5
Low 994.0 995.8 1.8 0.2% 953.7
Close 998.5 997.2 -1.3 -0.1% 1,015.8
Range 25.6 17.3 -8.3 -32.4% 67.8
ATR 29.0 28.2 -0.8 -2.9% 0.0
Volume 141,164 146,527 5,363 3.8% 678,531
Daily Pivots for day following 28-Jan-2016
Classic Woodie Camarilla DeMark
R4 1,054.0 1,042.8 1,006.8
R3 1,036.8 1,025.5 1,002.0
R2 1,019.3 1,019.3 1,000.3
R1 1,008.3 1,008.3 998.8 1,005.3
PP 1,002.0 1,002.0 1,002.0 1,000.5
S1 991.0 991.0 995.5 987.8
S2 984.8 984.8 994.0
S3 967.5 973.8 992.5
S4 950.3 956.3 987.8
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 1,020.0 983.3 36.7 3.7% 26.8 2.7% 38% False False 127,841
10 1,030.9 953.7 77.2 7.7% 33.5 3.4% 56% False False 156,296
20 1,160.0 953.7 206.3 20.7% 31.3 3.1% 21% False False 147,006
40 1,200.0 953.7 246.3 24.7% 25.3 2.5% 18% False False 111,409
60 1,202.4 953.7 248.7 24.9% 20.3 2.0% 17% False False 74,606
80 1,202.4 953.7 248.7 24.9% 18.0 1.8% 17% False False 55,966
100 1,202.4 953.7 248.7 24.9% 15.8 1.6% 17% False False 44,776
120 1,213.2 953.7 259.5 26.0% 13.0 1.3% 17% False False 37,313
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 8.6
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 1,086.5
2.618 1,058.5
1.618 1,041.0
1.000 1,030.5
0.618 1,023.8
HIGH 1,013.0
0.618 1,006.5
0.500 1,004.5
0.382 1,002.5
LOW 995.8
0.618 985.0
1.000 978.5
1.618 967.8
2.618 950.5
4.250 922.3
Fisher Pivots for day following 28-Jan-2016
Pivot 1 day 3 day
R1 1,004.5 1,001.5
PP 1,002.0 1,000.0
S1 999.5 998.5

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

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