ICE Russell 2000 Mini Future March 2016


Trading Metrics calculated at close of trading on 08-Mar-2016
Day Change Summary
Previous Current
07-Mar-2016 08-Mar-2016 Change Change % Previous Week
Open 1,080.4 1,092.7 12.3 1.1% 1,033.3
High 1,095.3 1,092.8 -2.5 -0.2% 1,087.5
Low 1,074.9 1,065.5 -9.4 -0.9% 1,026.1
Close 1,093.9 1,067.5 -26.4 -2.4% 1,080.4
Range 20.4 27.3 6.9 33.8% 61.4
ATR 21.1 21.6 0.5 2.5% 0.0
Volume 89,947 115,552 25,605 28.5% 466,413
Daily Pivots for day following 08-Mar-2016
Classic Woodie Camarilla DeMark
R4 1,157.3 1,139.8 1,082.5
R3 1,129.8 1,112.3 1,075.0
R2 1,102.5 1,102.5 1,072.5
R1 1,085.0 1,085.0 1,070.0 1,080.3
PP 1,075.3 1,075.3 1,075.3 1,072.8
S1 1,057.8 1,057.8 1,065.0 1,052.8
S2 1,048.0 1,048.0 1,062.5
S3 1,020.8 1,030.5 1,060.0
S4 993.3 1,003.3 1,052.5
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 1,049.9 45.4 4.3% 18.5 1.7% 39% False False 97,043
10 1,095.3 993.2 102.1 9.6% 18.0 1.7% 73% False False 95,385
20 1,095.3 936.2 159.1 14.9% 19.3 1.8% 83% False False 107,753
40 1,095.3 936.2 159.1 14.9% 25.8 2.4% 83% False False 130,131
60 1,160.0 936.2 223.8 21.0% 24.3 2.3% 59% False False 125,778
80 1,202.4 936.2 266.2 24.9% 21.8 2.0% 49% False False 95,132
100 1,202.4 936.2 266.2 24.9% 19.5 1.8% 49% False False 76,156
120 1,202.4 936.2 266.2 24.9% 18.0 1.7% 49% False False 63,467
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.0
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1,208.8
2.618 1,164.3
1.618 1,137.0
1.000 1,120.0
0.618 1,109.8
HIGH 1,092.8
0.618 1,082.3
0.500 1,079.3
0.382 1,076.0
LOW 1,065.5
0.618 1,048.8
1.000 1,038.3
1.618 1,021.3
2.618 994.0
4.250 949.5
Fisher Pivots for day following 08-Mar-2016
Pivot 1 day 3 day
R1 1,079.3 1,080.5
PP 1,075.3 1,076.0
S1 1,071.5 1,071.8

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

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