ICE Russell 2000 Mini Future March 2016


Trading Metrics calculated at close of trading on 26-Feb-2016
Day Change Summary
Previous Current
25-Feb-2016 26-Feb-2016 Change Change % Previous Week
Open 1,024.0 1,030.5 6.5 0.6% 1,006.9
High 1,030.5 1,035.5 5.0 0.5% 1,035.5
Low 1,016.5 1,035.5 19.0 1.9% 993.2
Close 1,030.3 1,035.5 5.2 0.5% 1,035.5
Range 14.0 0.0 -14.0 -100.0% 42.3
ATR 24.1 22.8 -1.4 -5.6% 0.0
Volume 76,987 83,772 6,785 8.8% 449,780
Daily Pivots for day following 26-Feb-2016
Classic Woodie Camarilla DeMark
R4 1,035.5 1,035.5 1,035.5
R3 1,035.5 1,035.5 1,035.5
R2 1,035.5 1,035.5 1,035.5
R1 1,035.5 1,035.5 1,035.5 1,035.5
PP 1,035.5 1,035.5 1,035.5 1,035.5
S1 1,035.5 1,035.5 1,035.5 1,035.5
S2 1,035.5 1,035.5 1,035.5
S3 1,035.5 1,035.5 1,035.5
S4 1,035.5 1,035.5 1,035.5
Weekly Pivots for week ending 26-Feb-2016
Classic Woodie Camarilla DeMark
R4 1,148.3 1,134.3 1,058.8
R3 1,106.0 1,092.0 1,047.3
R2 1,063.8 1,063.8 1,043.3
R1 1,049.5 1,049.5 1,039.5 1,056.8
PP 1,021.5 1,021.5 1,021.5 1,025.0
S1 1,007.3 1,007.3 1,031.5 1,014.3
S2 979.0 979.0 1,027.8
S3 936.8 965.0 1,023.8
S4 894.5 922.8 1,012.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,035.5 993.2 42.3 4.1% 14.8 1.4% 100% True False 89,956
10 1,035.5 949.6 85.9 8.3% 17.5 1.7% 100% True False 98,134
20 1,035.8 936.2 99.6 9.6% 22.8 2.2% 100% False False 123,323
40 1,160.0 936.2 223.8 21.6% 27.0 2.6% 44% False False 135,164
60 1,200.0 936.2 263.8 25.5% 24.5 2.4% 38% False False 115,381
80 1,202.4 936.2 266.2 25.7% 21.0 2.0% 37% False False 86,785
100 1,202.4 936.2 266.2 25.7% 19.0 1.8% 37% False False 69,438
120 1,202.4 936.2 266.2 25.7% 17.0 1.6% 37% False False 57,867
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.7
Narrowest range in 106 trading days
Fibonacci Retracements and Extensions
4.250 1,035.5
2.618 1,035.5
1.618 1,035.5
1.000 1,035.5
0.618 1,035.5
HIGH 1,035.5
0.618 1,035.5
0.500 1,035.5
0.382 1,035.5
LOW 1,035.5
0.618 1,035.5
1.000 1,035.5
1.618 1,035.5
2.618 1,035.5
4.250 1,035.5
Fisher Pivots for day following 26-Feb-2016
Pivot 1 day 3 day
R1 1,035.5 1,028.5
PP 1,035.5 1,021.5
S1 1,035.5 1,014.3

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

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