ICE Russell 2000 Mini Future March 2016


Trading Metrics calculated at close of trading on 24-Feb-2016
Day Change Summary
Previous Current
23-Feb-2016 24-Feb-2016 Change Change % Previous Week
Open 1,014.2 1,008.4 -5.8 -0.6% 984.8
High 1,018.7 1,023.3 4.6 0.5% 1,016.6
Low 1,007.7 993.2 -14.5 -1.4% 975.7
Close 1,009.8 1,022.0 12.2 1.2% 1,008.5
Range 11.0 30.1 19.1 173.6% 40.9
ATR 24.5 24.9 0.4 1.6% 0.0
Volume 85,508 121,188 35,680 41.7% 404,044
Daily Pivots for day following 24-Feb-2016
Classic Woodie Camarilla DeMark
R4 1,103.3 1,092.8 1,038.5
R3 1,073.0 1,062.5 1,030.3
R2 1,043.0 1,043.0 1,027.5
R1 1,032.5 1,032.5 1,024.8 1,037.8
PP 1,012.8 1,012.8 1,012.8 1,015.5
S1 1,002.3 1,002.3 1,019.3 1,007.5
S2 982.8 982.8 1,016.5
S3 952.8 972.3 1,013.8
S4 922.5 942.3 1,005.5
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 1,024.0 993.2 30.8 3.0% 18.5 1.8% 94% False True 94,775
10 1,024.0 936.2 87.8 8.6% 21.3 2.1% 98% False False 116,609
20 1,035.8 936.2 99.6 9.7% 24.3 2.4% 86% False False 129,670
40 1,160.0 936.2 223.8 21.9% 27.5 2.7% 38% False False 134,168
60 1,202.4 936.2 266.2 26.0% 24.5 2.4% 32% False False 112,743
80 1,202.4 936.2 266.2 26.0% 21.0 2.1% 32% False False 84,777
100 1,202.4 936.2 266.2 26.0% 19.3 1.9% 32% False False 67,831
120 1,202.4 936.2 266.2 26.0% 16.8 1.6% 32% False False 56,528
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.6
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1,151.3
2.618 1,102.0
1.618 1,072.0
1.000 1,053.5
0.618 1,042.0
HIGH 1,023.3
0.618 1,011.8
0.500 1,008.3
0.382 1,004.8
LOW 993.3
0.618 974.5
1.000 963.0
1.618 944.5
2.618 914.5
4.250 865.3
Fisher Pivots for day following 24-Feb-2016
Pivot 1 day 3 day
R1 1,017.5 1,017.5
PP 1,012.8 1,013.0
S1 1,008.3 1,008.5

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

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