ICE Russell 2000 Mini Future March 2016


Trading Metrics calculated at close of trading on 04-Feb-2016
Day Change Summary
Previous Current
03-Feb-2016 04-Feb-2016 Change Change % Previous Week
Open 1,006.1 1,006.4 0.3 0.0% 1,014.7
High 1,016.6 1,023.8 7.2 0.7% 1,035.8
Low 985.1 997.5 12.4 1.3% 983.3
Close 1,007.6 1,010.1 2.5 0.2% 1,031.4
Range 31.5 26.3 -5.2 -16.5% 52.5
ATR 28.3 28.1 -0.1 -0.5% 0.0
Volume 161,532 144,721 -16,811 -10.4% 640,702
Daily Pivots for day following 04-Feb-2016
Classic Woodie Camarilla DeMark
R4 1,089.3 1,076.0 1,024.5
R3 1,063.0 1,049.8 1,017.3
R2 1,036.8 1,036.8 1,015.0
R1 1,023.5 1,023.5 1,012.5 1,030.0
PP 1,010.5 1,010.5 1,010.5 1,013.8
S1 997.3 997.3 1,007.8 1,003.8
S2 984.3 984.3 1,005.3
S3 957.8 970.8 1,002.8
S4 931.5 944.5 995.8
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% 28.0 2.8% 49% False False 134,348
10 1,035.8 983.3 52.5 5.2% 27.5 2.7% 51% False False 131,095
20 1,092.8 953.7 139.1 13.8% 32.5 3.2% 41% False False 153,569
40 1,160.7 953.7 207.0 20.5% 26.3 2.6% 27% False False 127,982
60 1,202.4 953.7 248.7 24.6% 21.8 2.2% 23% False False 85,756
80 1,202.4 953.7 248.7 24.6% 19.3 1.9% 23% False False 64,363
100 1,202.4 953.7 248.7 24.6% 17.3 1.7% 23% False False 51,494
120 1,202.4 953.7 248.7 24.6% 14.3 1.4% 23% False False 42,911
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 5.8
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,135.5
2.618 1,092.8
1.618 1,066.3
1.000 1,050.0
0.618 1,040.0
HIGH 1,023.8
0.618 1,013.8
0.500 1,010.8
0.382 1,007.5
LOW 997.5
0.618 981.3
1.000 971.3
1.618 955.0
2.618 928.8
4.250 885.8
Fisher Pivots for day following 04-Feb-2016
Pivot 1 day 3 day
R1 1,010.8 1,008.5
PP 1,010.5 1,006.8
S1 1,010.3 1,005.0

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

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