ICE Russell 2000 Mini Future March 2016


Trading Metrics calculated at close of trading on 16-Feb-2016
Day Change Summary
Previous Current
12-Feb-2016 16-Feb-2016 Change Change % Previous Week
Open 954.0 984.8 30.8 3.2% 986.1
High 971.5 994.7 23.2 2.4% 991.5
Low 949.6 975.7 26.1 2.7% 936.2
Close 968.4 991.0 22.6 2.3% 968.4
Range 21.9 19.0 -2.9 -13.2% 55.3
ATR 27.7 27.6 -0.1 -0.4% 0.0
Volume 127,516 104,772 -22,744 -17.8% 798,920
Daily Pivots for day following 16-Feb-2016
Classic Woodie Camarilla DeMark
R4 1,044.3 1,036.5 1,001.5
R3 1,025.3 1,017.5 996.3
R2 1,006.3 1,006.3 994.5
R1 998.5 998.5 992.8 1,002.3
PP 987.3 987.3 987.3 989.0
S1 979.5 979.5 989.3 983.3
S2 968.3 968.3 987.5
S3 949.3 960.5 985.8
S4 930.3 941.5 980.5
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
5 994.7 936.2 58.5 5.9% 22.5 2.3% 94% True False 146,820
10 1,024.9 936.2 88.7 9.0% 26.3 2.7% 62% False False 147,039
20 1,035.8 936.2 99.6 10.1% 29.0 2.9% 55% False False 145,198
40 1,160.0 936.2 223.8 22.6% 27.0 2.7% 24% False False 132,384
60 1,202.4 936.2 266.2 26.9% 23.3 2.4% 21% False False 103,074
80 1,202.4 936.2 266.2 26.9% 20.3 2.1% 21% False False 77,431
100 1,202.4 936.2 266.2 26.9% 19.0 1.9% 21% False False 61,950
120 1,202.4 936.2 266.2 26.9% 15.8 1.6% 21% False False 51,625
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 6.5
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1,075.5
2.618 1,044.5
1.618 1,025.5
1.000 1,013.8
0.618 1,006.5
HIGH 994.8
0.618 987.5
0.500 985.3
0.382 983.0
LOW 975.8
0.618 964.0
1.000 956.8
1.618 945.0
2.618 926.0
4.250 895.0
Fisher Pivots for day following 16-Feb-2016
Pivot 1 day 3 day
R1 989.0 982.5
PP 987.3 974.0
S1 985.3 965.5

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

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