ICE Russell 2000 Mini Future March 2016


Trading Metrics calculated at close of trading on 18-Feb-2016
Day Change Summary
Previous Current
17-Feb-2016 18-Feb-2016 Change Change % Previous Week
Open 993.8 1,009.1 15.3 1.5% 986.1
High 1,014.8 1,016.6 1.8 0.2% 991.5
Low 986.3 999.0 12.7 1.3% 936.2
Close 1,009.3 1,004.4 -4.9 -0.5% 968.4
Range 28.5 17.6 -10.9 -38.2% 55.3
ATR 27.6 26.9 -0.7 -2.6% 0.0
Volume 114,417 100,851 -13,566 -11.9% 798,920
Daily Pivots for day following 18-Feb-2016
Classic Woodie Camarilla DeMark
R4 1,059.5 1,049.5 1,014.0
R3 1,041.8 1,032.0 1,009.3
R2 1,024.3 1,024.3 1,007.8
R1 1,014.3 1,014.3 1,006.0 1,010.5
PP 1,006.8 1,006.8 1,006.8 1,004.8
S1 996.8 996.8 1,002.8 993.0
S2 989.0 989.0 1,001.3
S3 971.5 979.3 999.5
S4 953.8 961.5 994.8
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 1,016.6 936.2 80.4 8.0% 21.8 2.2% 85% True False 127,633
10 1,023.8 936.2 87.6 8.7% 25.5 2.5% 78% False False 140,566
20 1,035.8 936.2 99.6 9.9% 26.5 2.6% 68% False False 137,185
40 1,160.0 936.2 223.8 22.3% 27.0 2.7% 30% False False 131,466
60 1,202.4 936.2 266.2 26.5% 24.0 2.4% 26% False False 106,607
80 1,202.4 936.2 266.2 26.5% 20.8 2.1% 26% False False 80,115
100 1,202.4 936.2 266.2 26.5% 19.3 1.9% 26% False False 64,103
120 1,202.4 936.2 266.2 26.5% 16.3 1.6% 26% False False 53,419
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 6.8
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 1,091.5
2.618 1,062.8
1.618 1,045.0
1.000 1,034.3
0.618 1,027.5
HIGH 1,016.5
0.618 1,010.0
0.500 1,007.8
0.382 1,005.8
LOW 999.0
0.618 988.0
1.000 981.5
1.618 970.5
2.618 953.0
4.250 924.3
Fisher Pivots for day following 18-Feb-2016
Pivot 1 day 3 day
R1 1,007.8 1,001.8
PP 1,006.8 999.0
S1 1,005.5 996.3

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

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