ICE Russell 2000 Mini Future March 2016


Trading Metrics calculated at close of trading on 17-Feb-2016
Day Change Summary
Previous Current
16-Feb-2016 17-Feb-2016 Change Change % Previous Week
Open 984.8 993.8 9.0 0.9% 986.1
High 994.7 1,014.8 20.1 2.0% 991.5
Low 975.7 986.3 10.6 1.1% 936.2
Close 991.0 1,009.3 18.3 1.8% 968.4
Range 19.0 28.5 9.5 50.0% 55.3
ATR 27.6 27.6 0.1 0.2% 0.0
Volume 104,772 114,417 9,645 9.2% 798,920
Daily Pivots for day following 17-Feb-2016
Classic Woodie Camarilla DeMark
R4 1,089.0 1,077.8 1,025.0
R3 1,060.5 1,049.3 1,017.3
R2 1,032.0 1,032.0 1,014.5
R1 1,020.8 1,020.8 1,012.0 1,026.3
PP 1,003.5 1,003.5 1,003.5 1,006.3
S1 992.3 992.3 1,006.8 997.8
S2 975.0 975.0 1,004.0
S3 946.5 963.8 1,001.5
S4 918.0 935.3 993.5
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 1,014.8 936.2 78.6 7.8% 24.0 2.4% 93% True False 138,443
10 1,023.8 936.2 87.6 8.7% 26.8 2.7% 83% False False 146,634
20 1,035.8 936.2 99.6 9.9% 28.3 2.8% 73% False False 143,416
40 1,160.0 936.2 223.8 22.2% 27.0 2.7% 33% False False 132,137
60 1,202.4 936.2 266.2 26.4% 23.8 2.4% 27% False False 104,968
80 1,202.4 936.2 266.2 26.4% 20.8 2.0% 27% False False 78,855
100 1,202.4 936.2 266.2 26.4% 19.3 1.9% 27% False False 63,095
120 1,202.4 936.2 266.2 26.4% 16.0 1.6% 27% False False 52,579
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.1
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1,136.0
2.618 1,089.5
1.618 1,061.0
1.000 1,043.3
0.618 1,032.5
HIGH 1,014.8
0.618 1,004.0
0.500 1,000.5
0.382 997.3
LOW 986.3
0.618 968.8
1.000 957.8
1.618 940.3
2.618 911.8
4.250 865.3
Fisher Pivots for day following 17-Feb-2016
Pivot 1 day 3 day
R1 1,006.5 1,000.3
PP 1,003.5 991.3
S1 1,000.5 982.3

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

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