ICE Russell 2000 Mini Future March 2016


Trading Metrics calculated at close of trading on 25-Feb-2016
Day Change Summary
Previous Current
24-Feb-2016 25-Feb-2016 Change Change % Previous Week
Open 1,008.4 1,024.0 15.6 1.5% 984.8
High 1,023.3 1,030.5 7.2 0.7% 1,016.6
Low 993.2 1,016.5 23.3 2.3% 975.7
Close 1,022.0 1,030.3 8.3 0.8% 1,008.5
Range 30.1 14.0 -16.1 -53.5% 40.9
ATR 24.9 24.1 -0.8 -3.1% 0.0
Volume 121,188 76,987 -44,201 -36.5% 404,044
Daily Pivots for day following 25-Feb-2016
Classic Woodie Camarilla DeMark
R4 1,067.8 1,063.0 1,038.0
R3 1,053.8 1,049.0 1,034.3
R2 1,039.8 1,039.8 1,032.8
R1 1,035.0 1,035.0 1,031.5 1,037.5
PP 1,025.8 1,025.8 1,025.8 1,027.0
S1 1,021.0 1,021.0 1,029.0 1,023.5
S2 1,011.8 1,011.8 1,027.8
S3 997.8 1,007.0 1,026.5
S4 983.8 993.0 1,022.5
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 1,030.5 993.2 37.3 3.6% 17.8 1.7% 99% True False 90,002
10 1,030.5 936.2 94.3 9.2% 19.8 1.9% 100% True False 108,817
20 1,035.8 936.2 99.6 9.7% 23.8 2.3% 94% False False 126,461
40 1,160.0 936.2 223.8 21.7% 27.5 2.7% 42% False False 134,601
60 1,202.4 936.2 266.2 25.8% 24.5 2.4% 35% False False 114,025
80 1,202.4 936.2 266.2 25.8% 21.0 2.0% 35% False False 85,739
100 1,202.4 936.2 266.2 25.8% 19.0 1.9% 35% False False 68,600
120 1,202.4 936.2 266.2 25.8% 17.0 1.6% 35% False False 57,169
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 6.7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,090.0
2.618 1,067.3
1.618 1,053.3
1.000 1,044.5
0.618 1,039.3
HIGH 1,030.5
0.618 1,025.3
0.500 1,023.5
0.382 1,021.8
LOW 1,016.5
0.618 1,007.8
1.000 1,002.5
1.618 993.8
2.618 979.8
4.250 957.0
Fisher Pivots for day following 25-Feb-2016
Pivot 1 day 3 day
R1 1,028.0 1,024.3
PP 1,025.8 1,018.0
S1 1,023.5 1,011.8

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

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