ICE Russell 2000 Mini Future March 2016


Trading Metrics calculated at close of trading on 12-Feb-2016
Day Change Summary
Previous Current
11-Feb-2016 12-Feb-2016 Change Change % Previous Week
Open 953.6 954.0 0.4 0.0% 986.1
High 958.5 971.5 13.0 1.4% 991.5
Low 936.2 949.6 13.4 1.4% 936.2
Close 950.7 968.4 17.7 1.9% 968.4
Range 22.3 21.9 -0.4 -1.8% 55.3
ATR 28.1 27.7 -0.4 -1.6% 0.0
Volume 190,611 127,516 -63,095 -33.1% 798,920
Daily Pivots for day following 12-Feb-2016
Classic Woodie Camarilla DeMark
R4 1,028.8 1,020.5 980.5
R3 1,007.0 998.8 974.5
R2 985.0 985.0 972.5
R1 976.8 976.8 970.5 981.0
PP 963.3 963.3 963.3 965.3
S1 954.8 954.8 966.5 959.0
S2 941.3 941.3 964.5
S3 919.3 933.0 962.5
S4 897.5 911.0 956.3
Weekly Pivots for week ending 12-Feb-2016
Classic Woodie Camarilla DeMark
R4 1,131.3 1,105.3 998.8
R3 1,076.0 1,049.8 983.5
R2 1,020.8 1,020.8 978.5
R1 994.5 994.5 973.5 980.0
PP 965.3 965.3 965.3 958.0
S1 939.3 939.3 963.3 924.8
S2 910.0 910.0 958.3
S3 854.8 884.0 953.3
S4 799.5 828.8 938.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 991.5 936.2 55.3 5.7% 26.5 2.7% 58% False False 159,784
10 1,034.9 936.2 98.7 10.2% 26.3 2.7% 33% False False 147,995
20 1,035.8 936.2 99.6 10.3% 30.0 3.1% 32% False False 149,524
40 1,160.0 936.2 223.8 23.1% 27.0 2.8% 14% False False 133,297
60 1,202.4 936.2 266.2 27.5% 23.5 2.4% 12% False False 101,334
80 1,202.4 936.2 266.2 27.5% 20.5 2.1% 12% False False 76,122
100 1,202.4 936.2 266.2 27.5% 18.8 1.9% 12% False False 60,903
120 1,202.4 936.2 266.2 27.5% 15.8 1.6% 12% False False 50,752
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 6.0
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,064.5
2.618 1,028.8
1.618 1,007.0
1.000 993.5
0.618 985.0
HIGH 971.5
0.618 963.3
0.500 960.5
0.382 958.0
LOW 949.5
0.618 936.0
1.000 927.8
1.618 914.3
2.618 892.3
4.250 856.5
Fisher Pivots for day following 12-Feb-2016
Pivot 1 day 3 day
R1 965.8 965.5
PP 963.3 962.5
S1 960.5 959.5

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

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