ICE Russell 2000 Mini Future March 2016


Trading Metrics calculated at close of trading on 09-Feb-2016
Day Change Summary
Previous Current
08-Feb-2016 09-Feb-2016 Change Change % Previous Week
Open 986.1 966.9 -19.2 -1.9% 1,030.5
High 991.5 974.8 -16.7 -1.7% 1,034.9
Low 952.9 953.2 0.3 0.0% 983.2
Close 970.0 960.6 -9.4 -1.0% 985.4
Range 38.6 21.6 -17.0 -44.0% 51.7
ATR 29.1 28.5 -0.5 -1.8% 0.0
Volume 169,589 156,304 -13,285 -7.8% 681,035
Daily Pivots for day following 09-Feb-2016
Classic Woodie Camarilla DeMark
R4 1,027.8 1,015.8 972.5
R3 1,006.0 994.3 966.5
R2 984.5 984.5 964.5
R1 972.5 972.5 962.5 967.8
PP 962.8 962.8 962.8 960.5
S1 951.0 951.0 958.5 946.0
S2 941.3 941.3 956.8
S3 919.8 929.3 954.8
S4 898.0 907.8 948.8
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 1,023.8 952.9 70.9 7.4% 29.8 3.1% 11% False False 154,826
10 1,035.8 952.9 82.9 8.6% 27.5 2.9% 9% False False 142,731
20 1,053.6 952.9 100.7 10.5% 32.3 3.4% 8% False False 152,406
40 1,160.0 952.9 207.1 21.6% 27.0 2.8% 4% False False 136,869
60 1,202.4 952.9 249.5 26.0% 22.8 2.4% 3% False False 93,451
80 1,202.4 952.9 249.5 26.0% 19.8 2.1% 3% False False 70,210
100 1,202.4 952.9 249.5 26.0% 18.0 1.9% 3% False False 56,172
120 1,202.4 952.9 249.5 26.0% 15.0 1.6% 3% False False 46,810
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.1
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1,066.5
2.618 1,031.3
1.618 1,009.8
1.000 996.5
0.618 988.3
HIGH 974.8
0.618 966.5
0.500 964.0
0.382 961.5
LOW 953.3
0.618 939.8
1.000 931.5
1.618 918.3
2.618 896.8
4.250 861.5
Fisher Pivots for day following 09-Feb-2016
Pivot 1 day 3 day
R1 964.0 983.5
PP 962.8 976.0
S1 961.8 968.3

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

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