ICE Russell 2000 Mini Future March 2016


Trading Metrics calculated at close of trading on 08-Feb-2016
Day Change Summary
Previous Current
05-Feb-2016 08-Feb-2016 Change Change % Previous Week
Open 1,007.8 986.1 -21.7 -2.2% 1,030.5
High 1,014.3 991.5 -22.8 -2.2% 1,034.9
Low 983.2 952.9 -30.3 -3.1% 983.2
Close 985.4 970.0 -15.4 -1.6% 985.4
Range 31.1 38.6 7.5 24.1% 51.7
ATR 28.3 29.1 0.7 2.6% 0.0
Volume 141,985 169,589 27,604 19.4% 681,035
Daily Pivots for day following 08-Feb-2016
Classic Woodie Camarilla DeMark
R4 1,087.3 1,067.3 991.3
R3 1,048.8 1,028.8 980.5
R2 1,010.0 1,010.0 977.0
R1 990.0 990.0 973.5 980.8
PP 971.5 971.5 971.5 966.8
S1 951.5 951.5 966.5 942.3
S2 932.8 932.8 963.0
S3 894.3 912.8 959.5
S4 855.8 874.3 948.8
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 1,024.9 952.9 72.0 7.4% 30.3 3.1% 24% False True 147,258
10 1,035.8 952.9 82.9 8.5% 28.8 3.0% 21% False True 138,406
20 1,053.6 952.9 100.7 10.4% 32.3 3.3% 17% False True 152,509
40 1,160.0 952.9 207.1 21.4% 27.0 2.8% 8% False True 134,790
60 1,202.4 952.9 249.5 25.7% 22.8 2.3% 7% False True 90,925
80 1,202.4 952.9 249.5 25.7% 19.8 2.0% 7% False True 68,257
100 1,202.4 952.9 249.5 25.7% 17.8 1.8% 7% False True 54,609
120 1,202.4 952.9 249.5 25.7% 14.8 1.5% 7% False True 45,508
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.2
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1,155.5
2.618 1,092.5
1.618 1,054.0
1.000 1,030.0
0.618 1,015.3
HIGH 991.5
0.618 976.8
0.500 972.3
0.382 967.8
LOW 953.0
0.618 929.0
1.000 914.3
1.618 890.5
2.618 851.8
4.250 788.8
Fisher Pivots for day following 08-Feb-2016
Pivot 1 day 3 day
R1 972.3 988.3
PP 971.5 982.3
S1 970.8 976.0

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

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