ICE Russell 2000 Mini Future March 2016


Trading Metrics calculated at close of trading on 29-Jan-2016
Day Change Summary
Previous Current
28-Jan-2016 29-Jan-2016 Change Change % Previous Week
Open 998.3 997.7 -0.6 -0.1% 1,014.7
High 1,013.1 1,035.8 22.7 2.2% 1,035.8
Low 995.8 995.8 0.0 0.0% 983.3
Close 997.2 1,031.4 34.2 3.4% 1,031.4
Range 17.3 40.0 22.7 131.2% 52.5
ATR 28.2 29.0 0.8 3.0% 0.0
Volume 146,527 132,694 -13,833 -9.4% 640,702
Daily Pivots for day following 29-Jan-2016
Classic Woodie Camarilla DeMark
R4 1,141.0 1,126.3 1,053.5
R3 1,101.0 1,086.3 1,042.5
R2 1,061.0 1,061.0 1,038.8
R1 1,046.3 1,046.3 1,035.0 1,053.5
PP 1,021.0 1,021.0 1,021.0 1,024.8
S1 1,006.3 1,006.3 1,027.8 1,013.5
S2 981.0 981.0 1,024.0
S3 941.0 966.3 1,020.5
S4 901.0 926.3 1,009.5
Weekly Pivots for week ending 29-Jan-2016
Classic Woodie Camarilla DeMark
R4 1,174.3 1,155.3 1,060.3
R3 1,121.8 1,102.8 1,045.8
R2 1,069.3 1,069.3 1,041.0
R1 1,050.3 1,050.3 1,036.3 1,059.8
PP 1,016.8 1,016.8 1,016.8 1,021.5
S1 997.8 997.8 1,026.5 1,007.3
S2 964.3 964.3 1,021.8
S3 911.8 945.3 1,017.0
S4 859.3 892.8 1,002.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,035.8 983.3 52.5 5.1% 28.8 2.8% 92% True False 128,140
10 1,035.8 953.7 82.1 8.0% 34.0 3.3% 95% True False 151,053
20 1,144.7 953.7 191.0 18.5% 32.3 3.1% 41% False False 150,685
40 1,200.0 953.7 246.3 23.9% 26.0 2.5% 32% False False 114,643
60 1,202.4 953.7 248.7 24.1% 20.8 2.0% 31% False False 76,804
80 1,202.4 953.7 248.7 24.1% 18.5 1.8% 31% False False 57,625
100 1,202.4 953.7 248.7 24.1% 16.3 1.6% 31% False False 46,103
120 1,213.2 953.7 259.5 25.2% 13.5 1.3% 30% False False 38,419
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.4
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1,205.8
2.618 1,140.5
1.618 1,100.5
1.000 1,075.8
0.618 1,060.5
HIGH 1,035.8
0.618 1,020.5
0.500 1,015.8
0.382 1,011.0
LOW 995.8
0.618 971.0
1.000 955.8
1.618 931.0
2.618 891.0
4.250 825.8
Fisher Pivots for day following 29-Jan-2016
Pivot 1 day 3 day
R1 1,026.3 1,026.0
PP 1,021.0 1,020.5
S1 1,015.8 1,015.0

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

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