ICE Russell 2000 Mini Future March 2016


Trading Metrics calculated at close of trading on 05-Feb-2016
Day Change Summary
Previous Current
04-Feb-2016 05-Feb-2016 Change Change % Previous Week
Open 1,006.4 1,007.8 1.4 0.1% 1,030.5
High 1,023.8 1,014.3 -9.5 -0.9% 1,034.9
Low 997.5 983.2 -14.3 -1.4% 983.2
Close 1,010.1 985.4 -24.7 -2.4% 985.4
Range 26.3 31.1 4.8 18.3% 51.7
ATR 28.1 28.3 0.2 0.8% 0.0
Volume 144,721 141,985 -2,736 -1.9% 681,035
Daily Pivots for day following 05-Feb-2016
Classic Woodie Camarilla DeMark
R4 1,087.5 1,067.5 1,002.5
R3 1,056.5 1,036.5 994.0
R2 1,025.5 1,025.5 991.0
R1 1,005.5 1,005.5 988.3 999.8
PP 994.3 994.3 994.3 991.5
S1 974.3 974.3 982.5 968.8
S2 963.3 963.3 979.8
S3 932.0 943.3 976.8
S4 901.0 912.0 968.3
Weekly Pivots for week ending 05-Feb-2016
Classic Woodie Camarilla DeMark
R4 1,156.3 1,122.5 1,013.8
R3 1,104.5 1,070.8 999.5
R2 1,052.8 1,052.8 995.0
R1 1,019.3 1,019.3 990.3 1,010.3
PP 1,001.3 1,001.3 1,001.3 996.8
S1 967.5 967.5 980.8 958.5
S2 949.5 949.5 976.0
S3 897.8 915.8 971.3
S4 846.0 864.0 957.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,034.9 983.2 51.7 5.2% 26.3 2.7% 4% False True 136,207
10 1,035.8 983.2 52.6 5.3% 27.5 2.8% 4% False True 132,173
20 1,074.5 953.7 120.8 12.3% 32.3 3.3% 26% False False 152,325
40 1,160.7 953.7 207.0 21.0% 26.5 2.7% 15% False False 131,431
60 1,202.4 953.7 248.7 25.2% 22.3 2.3% 13% False False 88,122
80 1,202.4 953.7 248.7 25.2% 19.3 2.0% 13% False False 66,137
100 1,202.4 953.7 248.7 25.2% 17.5 1.8% 13% False False 52,913
120 1,202.4 953.7 248.7 25.2% 14.5 1.5% 13% False False 44,094
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 2 trading days
Fibonacci Retracements and Extensions
4.250 1,146.5
2.618 1,095.8
1.618 1,064.5
1.000 1,045.5
0.618 1,033.5
HIGH 1,014.3
0.618 1,002.5
0.500 998.8
0.382 995.0
LOW 983.3
0.618 964.0
1.000 952.0
1.618 933.0
2.618 901.8
4.250 851.0
Fisher Pivots for day following 05-Feb-2016
Pivot 1 day 3 day
R1 998.8 1,003.5
PP 994.3 997.5
S1 989.8 991.5

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

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