ICE Russell 2000 Mini Future March 2016


Trading Metrics calculated at close of trading on 19-Feb-2016
Day Change Summary
Previous Current
18-Feb-2016 19-Feb-2016 Change Change % Previous Week
Open 1,009.1 1,003.3 -5.8 -0.6% 984.8
High 1,016.6 1,009.5 -7.1 -0.7% 1,016.6
Low 999.0 994.7 -4.3 -0.4% 975.7
Close 1,004.4 1,008.5 4.1 0.4% 1,008.5
Range 17.6 14.8 -2.8 -15.9% 40.9
ATR 26.9 26.1 -0.9 -3.2% 0.0
Volume 100,851 84,004 -16,847 -16.7% 404,044
Daily Pivots for day following 19-Feb-2016
Classic Woodie Camarilla DeMark
R4 1,048.8 1,043.3 1,016.8
R3 1,033.8 1,028.5 1,012.5
R2 1,019.0 1,019.0 1,011.3
R1 1,013.8 1,013.8 1,009.8 1,016.5
PP 1,004.3 1,004.3 1,004.3 1,005.5
S1 999.0 999.0 1,007.3 1,001.5
S2 989.5 989.5 1,005.8
S3 974.8 984.3 1,004.5
S4 959.8 969.3 1,000.3
Weekly Pivots for week ending 19-Feb-2016
Classic Woodie Camarilla DeMark
R4 1,123.0 1,106.8 1,031.0
R3 1,082.0 1,065.8 1,019.8
R2 1,041.3 1,041.3 1,016.0
R1 1,024.8 1,024.8 1,012.3 1,033.0
PP 1,000.3 1,000.3 1,000.3 1,004.3
S1 984.0 984.0 1,004.8 992.0
S2 959.3 959.3 1,001.0
S3 918.5 943.0 997.3
S4 877.5 902.3 986.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,016.6 949.6 67.0 6.6% 20.3 2.0% 88% False False 106,312
10 1,016.6 936.2 80.4 8.0% 24.3 2.4% 90% False False 134,494
20 1,035.8 936.2 99.6 9.9% 25.8 2.6% 73% False False 132,795
40 1,160.0 936.2 223.8 22.2% 27.3 2.7% 32% False False 131,419
60 1,202.4 936.2 266.2 26.4% 24.0 2.4% 27% False False 107,938
80 1,202.4 936.2 266.2 26.4% 20.8 2.1% 27% False False 81,165
100 1,202.4 936.2 266.2 26.4% 19.3 1.9% 27% False False 64,943
120 1,202.4 936.2 266.2 26.4% 16.3 1.6% 27% False False 54,119
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.5
Narrowest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 1,072.5
2.618 1,048.3
1.618 1,033.5
1.000 1,024.3
0.618 1,018.8
HIGH 1,009.5
0.618 1,003.8
0.500 1,002.0
0.382 1,000.3
LOW 994.8
0.618 985.5
1.000 980.0
1.618 970.8
2.618 956.0
4.250 931.8
Fisher Pivots for day following 19-Feb-2016
Pivot 1 day 3 day
R1 1,006.3 1,006.3
PP 1,004.3 1,003.8
S1 1,002.0 1,001.5

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

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