ICE Russell 2000 Mini Future March 2016


Trading Metrics calculated at close of trading on 07-Mar-2016
Day Change Summary
Previous Current
04-Mar-2016 07-Mar-2016 Change Change % Previous Week
Open 1,073.4 1,080.4 7.0 0.7% 1,033.3
High 1,087.5 1,095.3 7.8 0.7% 1,087.5
Low 1,070.8 1,074.9 4.1 0.4% 1,026.1
Close 1,080.4 1,093.9 13.5 1.2% 1,080.4
Range 16.7 20.4 3.7 22.2% 61.4
ATR 21.2 21.1 -0.1 -0.3% 0.0
Volume 105,575 89,947 -15,628 -14.8% 466,413
Daily Pivots for day following 07-Mar-2016
Classic Woodie Camarilla DeMark
R4 1,149.3 1,142.0 1,105.0
R3 1,128.8 1,121.5 1,099.5
R2 1,108.5 1,108.5 1,097.8
R1 1,101.3 1,101.3 1,095.8 1,104.8
PP 1,088.0 1,088.0 1,088.0 1,089.8
S1 1,080.8 1,080.8 1,092.0 1,084.5
S2 1,067.8 1,067.8 1,090.3
S3 1,047.3 1,060.3 1,088.3
S4 1,026.8 1,040.0 1,082.8
Weekly Pivots for week ending 04-Mar-2016
Classic Woodie Camarilla DeMark
R4 1,248.8 1,226.0 1,114.3
R3 1,187.5 1,164.8 1,097.3
R2 1,126.0 1,126.0 1,091.8
R1 1,103.3 1,103.3 1,086.0 1,114.8
PP 1,064.8 1,064.8 1,064.8 1,070.5
S1 1,041.8 1,041.8 1,074.8 1,053.3
S2 1,003.3 1,003.3 1,069.3
S3 941.8 980.5 1,063.5
S4 880.5 919.0 1,046.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,095.3 1,028.6 66.7 6.1% 18.3 1.7% 98% True False 93,274
10 1,095.3 993.2 102.1 9.3% 16.5 1.5% 99% True False 92,381
20 1,095.3 936.2 159.1 14.5% 19.8 1.8% 99% True False 110,455
40 1,095.3 936.2 159.1 14.5% 26.0 2.4% 99% True False 131,390
60 1,160.7 936.2 224.5 20.5% 24.3 2.2% 70% False False 124,439
80 1,202.4 936.2 266.2 24.3% 21.5 2.0% 59% False False 93,705
100 1,202.4 936.2 266.2 24.3% 19.3 1.8% 59% False False 75,000
120 1,202.4 936.2 266.2 24.3% 17.8 1.6% 59% False False 62,504
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4.4
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,182.0
2.618 1,148.8
1.618 1,128.3
1.000 1,115.8
0.618 1,108.0
HIGH 1,095.3
0.618 1,087.5
0.500 1,085.0
0.382 1,082.8
LOW 1,075.0
0.618 1,062.3
1.000 1,054.5
1.618 1,042.0
2.618 1,021.5
4.250 988.3
Fisher Pivots for day following 07-Mar-2016
Pivot 1 day 3 day
R1 1,091.0 1,089.0
PP 1,088.0 1,084.3
S1 1,085.0 1,079.3

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

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