ICE Russell 2000 Mini Future March 2016


Trading Metrics calculated at close of trading on 10-Feb-2016
Day Change Summary
Previous Current
09-Feb-2016 10-Feb-2016 Change Change % Previous Week
Open 966.9 960.6 -6.3 -0.7% 1,030.5
High 974.8 983.0 8.2 0.8% 1,034.9
Low 953.2 955.2 2.0 0.2% 983.2
Close 960.6 959.5 -1.1 -0.1% 985.4
Range 21.6 27.8 6.2 28.7% 51.7
ATR 28.5 28.5 -0.1 -0.2% 0.0
Volume 156,304 154,900 -1,404 -0.9% 681,035
Daily Pivots for day following 10-Feb-2016
Classic Woodie Camarilla DeMark
R4 1,049.3 1,032.3 974.8
R3 1,021.5 1,004.5 967.3
R2 993.8 993.8 964.5
R1 976.5 976.5 962.0 971.3
PP 966.0 966.0 966.0 963.3
S1 948.8 948.8 957.0 943.5
S2 938.0 938.0 954.5
S3 910.3 921.0 951.8
S4 882.5 893.3 944.3
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 1,023.8 952.9 70.9 7.4% 29.0 3.0% 9% False False 153,499
10 1,035.8 952.9 82.9 8.6% 27.5 2.9% 8% False False 144,104
20 1,047.7 952.9 94.8 9.9% 32.0 3.3% 7% False False 152,433
40 1,160.0 952.9 207.1 21.6% 27.0 2.8% 3% False False 136,170
60 1,202.4 952.9 249.5 26.0% 23.0 2.4% 3% False False 96,033
80 1,202.4 952.9 249.5 26.0% 20.0 2.1% 3% False False 72,146
100 1,202.4 952.9 249.5 26.0% 18.3 1.9% 3% False False 57,721
120 1,202.4 952.9 249.5 26.0% 15.3 1.6% 3% False False 48,101
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 5.5
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,101.3
2.618 1,055.8
1.618 1,028.0
1.000 1,010.8
0.618 1,000.3
HIGH 983.0
0.618 972.5
0.500 969.0
0.382 965.8
LOW 955.3
0.618 938.0
1.000 927.5
1.618 910.3
2.618 882.5
4.250 837.0
Fisher Pivots for day following 10-Feb-2016
Pivot 1 day 3 day
R1 969.0 972.3
PP 966.0 968.0
S1 962.8 963.8

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

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