ICE Russell 2000 Mini Future March 2016


Trading Metrics calculated at close of trading on 03-Feb-2016
Day Change Summary
Previous Current
02-Feb-2016 03-Feb-2016 Change Change % Previous Week
Open 1,023.0 1,006.1 -16.9 -1.7% 1,014.7
High 1,024.9 1,016.6 -8.3 -0.8% 1,035.8
Low 1,001.5 985.1 -16.4 -1.6% 983.3
Close 1,007.4 1,007.6 0.2 0.0% 1,031.4
Range 23.4 31.5 8.1 34.6% 52.5
ATR 28.0 28.3 0.2 0.9% 0.0
Volume 118,467 161,532 43,065 36.4% 640,702
Daily Pivots for day following 03-Feb-2016
Classic Woodie Camarilla DeMark
R4 1,097.5 1,084.0 1,025.0
R3 1,066.0 1,052.5 1,016.3
R2 1,034.5 1,034.5 1,013.5
R1 1,021.0 1,021.0 1,010.5 1,027.8
PP 1,003.0 1,003.0 1,003.0 1,006.5
S1 989.5 989.5 1,004.8 996.3
S2 971.5 971.5 1,001.8
S3 940.0 958.0 999.0
S4 908.5 926.5 990.3
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 1,035.8 985.1 50.7 5.0% 26.3 2.6% 44% False True 134,710
10 1,035.8 983.3 52.5 5.2% 27.5 2.7% 46% False False 133,803
20 1,109.1 953.7 155.4 15.4% 32.5 3.2% 35% False False 153,031
40 1,182.0 953.7 228.3 22.7% 26.3 2.6% 24% False False 124,446
60 1,202.4 953.7 248.7 24.7% 21.5 2.1% 22% False False 83,346
80 1,202.4 953.7 248.7 24.7% 18.8 1.9% 22% False False 62,554
100 1,202.4 953.7 248.7 24.7% 16.8 1.7% 22% False False 50,046
120 1,213.2 953.7 259.5 25.8% 14.0 1.4% 21% False False 41,705
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 6.0
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,150.5
2.618 1,099.0
1.618 1,067.5
1.000 1,048.0
0.618 1,036.0
HIGH 1,016.5
0.618 1,004.5
0.500 1,000.8
0.382 997.3
LOW 985.0
0.618 965.8
1.000 953.5
1.618 934.3
2.618 902.8
4.250 851.3
Fisher Pivots for day following 03-Feb-2016
Pivot 1 day 3 day
R1 1,005.3 1,010.0
PP 1,003.0 1,009.3
S1 1,000.8 1,008.5

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

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