ICE Russell 2000 Mini Future March 2016


Trading Metrics calculated at close of trading on 02-Feb-2016
Day Change Summary
Previous Current
01-Feb-2016 02-Feb-2016 Change Change % Previous Week
Open 1,030.5 1,023.0 -7.5 -0.7% 1,014.7
High 1,034.9 1,024.9 -10.0 -1.0% 1,035.8
Low 1,016.3 1,001.5 -14.8 -1.5% 983.3
Close 1,026.3 1,007.4 -18.9 -1.8% 1,031.4
Range 18.6 23.4 4.8 25.8% 52.5
ATR 28.3 28.0 -0.2 -0.9% 0.0
Volume 114,330 118,467 4,137 3.6% 640,702
Daily Pivots for day following 02-Feb-2016
Classic Woodie Camarilla DeMark
R4 1,081.5 1,067.8 1,020.3
R3 1,058.0 1,044.5 1,013.8
R2 1,034.8 1,034.8 1,011.8
R1 1,021.0 1,021.0 1,009.5 1,016.3
PP 1,011.3 1,011.3 1,011.3 1,008.8
S1 997.8 997.8 1,005.3 992.8
S2 987.8 987.8 1,003.0
S3 964.5 974.3 1,001.0
S4 941.0 950.8 994.5
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 1,035.8 994.0 41.8 4.1% 25.0 2.5% 32% False False 130,636
10 1,035.8 953.7 82.1 8.1% 29.8 2.9% 65% False False 140,198
20 1,111.8 953.7 158.1 15.7% 31.5 3.1% 34% False False 150,248
40 1,182.0 953.7 228.3 22.7% 25.8 2.6% 24% False False 120,449
60 1,202.4 953.7 248.7 24.7% 21.3 2.1% 22% False False 80,655
80 1,202.4 953.7 248.7 24.7% 18.5 1.8% 22% False False 60,534
100 1,202.4 953.7 248.7 24.7% 16.5 1.6% 22% False False 48,431
120 1,213.2 953.7 259.5 25.8% 13.8 1.4% 21% False False 40,359
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 6.8
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,124.3
2.618 1,086.3
1.618 1,062.8
1.000 1,048.3
0.618 1,039.3
HIGH 1,025.0
0.618 1,016.0
0.500 1,013.3
0.382 1,010.5
LOW 1,001.5
0.618 987.0
1.000 978.0
1.618 963.8
2.618 940.3
4.250 902.0
Fisher Pivots for day following 02-Feb-2016
Pivot 1 day 3 day
R1 1,013.3 1,015.8
PP 1,011.3 1,013.0
S1 1,009.3 1,010.3

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

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