ICE Russell 2000 Mini Future March 2016


Trading Metrics calculated at close of trading on 01-Feb-2016
Day Change Summary
Previous Current
29-Jan-2016 01-Feb-2016 Change Change % Previous Week
Open 997.7 1,030.5 32.8 3.3% 1,014.7
High 1,035.8 1,034.9 -0.9 -0.1% 1,035.8
Low 995.8 1,016.3 20.5 2.1% 983.3
Close 1,031.4 1,026.3 -5.1 -0.5% 1,031.4
Range 40.0 18.6 -21.4 -53.5% 52.5
ATR 29.0 28.3 -0.7 -2.6% 0.0
Volume 132,694 114,330 -18,364 -13.8% 640,702
Daily Pivots for day following 01-Feb-2016
Classic Woodie Camarilla DeMark
R4 1,081.8 1,072.5 1,036.5
R3 1,063.0 1,054.0 1,031.5
R2 1,044.5 1,044.5 1,029.8
R1 1,035.3 1,035.3 1,028.0 1,030.5
PP 1,025.8 1,025.8 1,025.8 1,023.5
S1 1,016.8 1,016.8 1,024.5 1,012.0
S2 1,007.3 1,007.3 1,023.0
S3 988.8 998.3 1,021.3
S4 970.0 979.5 1,016.0
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% 27.3 2.7% 82% False False 129,554
10 1,035.8 953.7 82.1 8.0% 31.5 3.1% 88% False False 143,356
20 1,136.6 953.7 182.9 17.8% 32.3 3.2% 40% False False 151,842
40 1,194.0 953.7 240.3 23.4% 26.0 2.5% 30% False False 117,496
60 1,202.4 953.7 248.7 24.2% 21.0 2.0% 29% False False 78,705
80 1,202.4 953.7 248.7 24.2% 18.5 1.8% 29% False False 59,054
100 1,202.4 953.7 248.7 24.2% 16.3 1.6% 29% False False 47,246
120 1,213.2 953.7 259.5 25.3% 13.5 1.3% 28% False False 39,372
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.8
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,114.0
2.618 1,083.5
1.618 1,065.0
1.000 1,053.5
0.618 1,046.5
HIGH 1,035.0
0.618 1,027.8
0.500 1,025.5
0.382 1,023.5
LOW 1,016.3
0.618 1,004.8
1.000 997.8
1.618 986.3
2.618 967.5
4.250 937.3
Fisher Pivots for day following 01-Feb-2016
Pivot 1 day 3 day
R1 1,026.0 1,022.8
PP 1,025.8 1,019.3
S1 1,025.5 1,015.8

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.