ICE Russell 2000 Mini Future March 2016


Trading Metrics calculated at close of trading on 23-Feb-2016
Day Change Summary
Previous Current
22-Feb-2016 23-Feb-2016 Change Change % Previous Week
Open 1,006.9 1,014.2 7.3 0.7% 984.8
High 1,024.0 1,018.7 -5.3 -0.5% 1,016.6
Low 1,005.3 1,007.7 2.4 0.2% 975.7
Close 1,017.0 1,009.8 -7.2 -0.7% 1,008.5
Range 18.7 11.0 -7.7 -41.2% 40.9
ATR 25.5 24.5 -1.0 -4.1% 0.0
Volume 82,325 85,508 3,183 3.9% 404,044
Daily Pivots for day following 23-Feb-2016
Classic Woodie Camarilla DeMark
R4 1,045.0 1,038.5 1,015.8
R3 1,034.0 1,027.5 1,012.8
R2 1,023.0 1,023.0 1,011.8
R1 1,016.5 1,016.5 1,010.8 1,014.3
PP 1,012.0 1,012.0 1,012.0 1,011.0
S1 1,005.5 1,005.5 1,008.8 1,003.3
S2 1,001.0 1,001.0 1,007.8
S3 990.0 994.5 1,006.8
S4 979.0 983.5 1,003.8
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 1,024.0 986.3 37.7 3.7% 18.0 1.8% 62% False False 93,421
10 1,024.0 936.2 87.8 8.7% 20.3 2.0% 84% False False 120,120
20 1,035.8 936.2 99.6 9.9% 24.5 2.4% 74% False False 129,263
40 1,160.0 936.2 223.8 22.2% 27.0 2.7% 33% False False 131,904
60 1,202.4 936.2 266.2 26.4% 24.0 2.4% 28% False False 110,723
80 1,202.4 936.2 266.2 26.4% 20.8 2.1% 28% False False 83,262
100 1,202.4 936.2 266.2 26.4% 19.3 1.9% 28% False False 66,620
120 1,202.4 936.2 266.2 26.4% 16.5 1.6% 28% False False 55,518
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.9
Narrowest range in 56 trading days
Fibonacci Retracements and Extensions
4.250 1,065.5
2.618 1,047.5
1.618 1,036.5
1.000 1,029.8
0.618 1,025.5
HIGH 1,018.8
0.618 1,014.5
0.500 1,013.3
0.382 1,012.0
LOW 1,007.8
0.618 1,001.0
1.000 996.8
1.618 990.0
2.618 979.0
4.250 961.0
Fisher Pivots for day following 23-Feb-2016
Pivot 1 day 3 day
R1 1,013.3 1,009.8
PP 1,012.0 1,009.5
S1 1,011.0 1,009.3

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

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