ICE Russell 2000 Mini Future March 2016


Trading Metrics calculated at close of trading on 22-Feb-2016
Day Change Summary
Previous Current
19-Feb-2016 22-Feb-2016 Change Change % Previous Week
Open 1,003.3 1,006.9 3.6 0.4% 984.8
High 1,009.5 1,024.0 14.5 1.4% 1,016.6
Low 994.7 1,005.3 10.6 1.1% 975.7
Close 1,008.5 1,017.0 8.5 0.8% 1,008.5
Range 14.8 18.7 3.9 26.4% 40.9
ATR 26.1 25.5 -0.5 -2.0% 0.0
Volume 84,004 82,325 -1,679 -2.0% 404,044
Daily Pivots for day following 22-Feb-2016
Classic Woodie Camarilla DeMark
R4 1,071.5 1,063.0 1,027.3
R3 1,052.8 1,044.3 1,022.3
R2 1,034.3 1,034.3 1,020.5
R1 1,025.5 1,025.5 1,018.8 1,029.8
PP 1,015.5 1,015.5 1,015.5 1,017.5
S1 1,006.8 1,006.8 1,015.3 1,011.3
S2 996.8 996.8 1,013.5
S3 978.0 988.3 1,011.8
S4 959.3 969.5 1,006.8
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 1,024.0 975.7 48.3 4.7% 19.8 1.9% 86% True False 97,273
10 1,024.0 936.2 87.8 8.6% 23.0 2.3% 92% True False 128,528
20 1,035.8 936.2 99.6 9.8% 25.3 2.5% 81% False False 130,351
40 1,160.0 936.2 223.8 22.0% 27.0 2.7% 36% False False 131,518
60 1,202.4 936.2 266.2 26.2% 24.0 2.4% 30% False False 109,307
80 1,202.4 936.2 266.2 26.2% 21.0 2.1% 30% False False 82,194
100 1,202.4 936.2 266.2 26.2% 19.3 1.9% 30% False False 65,765
120 1,202.4 936.2 266.2 26.2% 16.5 1.6% 30% False False 54,805
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.0
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,103.5
2.618 1,073.0
1.618 1,054.3
1.000 1,042.8
0.618 1,035.5
HIGH 1,024.0
0.618 1,016.8
0.500 1,014.8
0.382 1,012.5
LOW 1,005.3
0.618 993.8
1.000 986.5
1.618 975.0
2.618 956.3
4.250 925.8
Fisher Pivots for day following 22-Feb-2016
Pivot 1 day 3 day
R1 1,016.3 1,014.5
PP 1,015.5 1,012.0
S1 1,014.8 1,009.3

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

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