ICE Russell 2000 Mini Future March 2016


Trading Metrics calculated at close of trading on 11-Feb-2016
Day Change Summary
Previous Current
10-Feb-2016 11-Feb-2016 Change Change % Previous Week
Open 960.6 953.6 -7.0 -0.7% 1,030.5
High 983.0 958.5 -24.5 -2.5% 1,034.9
Low 955.2 936.2 -19.0 -2.0% 983.2
Close 959.5 950.7 -8.8 -0.9% 985.4
Range 27.8 22.3 -5.5 -19.8% 51.7
ATR 28.5 28.1 -0.4 -1.3% 0.0
Volume 154,900 190,611 35,711 23.1% 681,035
Daily Pivots for day following 11-Feb-2016
Classic Woodie Camarilla DeMark
R4 1,015.3 1,005.3 963.0
R3 993.0 983.0 956.8
R2 970.8 970.8 954.8
R1 960.8 960.8 952.8 954.5
PP 948.5 948.5 948.5 945.5
S1 938.5 938.5 948.8 932.3
S2 926.3 926.3 946.5
S3 903.8 916.3 944.5
S4 881.5 893.8 938.5
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 1,014.3 936.2 78.1 8.2% 28.3 3.0% 19% False True 162,677
10 1,035.8 936.2 99.6 10.5% 28.0 3.0% 15% False True 148,513
20 1,035.8 936.2 99.6 10.5% 30.8 3.2% 15% False True 152,405
40 1,160.0 936.2 223.8 23.5% 27.0 2.8% 6% False True 134,951
60 1,202.4 936.2 266.2 28.0% 23.3 2.4% 5% False True 99,209
80 1,202.4 936.2 266.2 28.0% 20.3 2.1% 5% False True 74,529
100 1,202.4 936.2 266.2 28.0% 18.5 1.9% 5% False True 59,628
120 1,202.4 936.2 266.2 28.0% 15.5 1.6% 5% False True 49,690
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 1,053.3
2.618 1,017.0
1.618 994.5
1.000 980.8
0.618 972.3
HIGH 958.5
0.618 950.0
0.500 947.3
0.382 944.8
LOW 936.3
0.618 922.5
1.000 914.0
1.618 900.0
2.618 877.8
4.250 841.5
Fisher Pivots for day following 11-Feb-2016
Pivot 1 day 3 day
R1 949.5 959.5
PP 948.5 956.8
S1 947.3 953.8

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

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