ICE Russell 2000 Mini Future March 2016


Trading Metrics calculated at close of trading on 09-Mar-2016
Day Change Summary
Previous Current
08-Mar-2016 09-Mar-2016 Change Change % Previous Week
Open 1,092.7 1,067.5 -25.2 -2.3% 1,033.3
High 1,092.8 1,076.2 -16.6 -1.5% 1,087.5
Low 1,065.5 1,064.7 -0.8 -0.1% 1,026.1
Close 1,067.5 1,073.7 6.2 0.6% 1,080.4
Range 27.3 11.5 -15.8 -57.9% 61.4
ATR 21.6 20.9 -0.7 -3.3% 0.0
Volume 115,552 96,083 -19,469 -16.8% 466,413
Daily Pivots for day following 09-Mar-2016
Classic Woodie Camarilla DeMark
R4 1,106.0 1,101.3 1,080.0
R3 1,094.5 1,089.8 1,076.8
R2 1,083.0 1,083.0 1,075.8
R1 1,078.3 1,078.3 1,074.8 1,080.8
PP 1,071.5 1,071.5 1,071.5 1,072.8
S1 1,066.8 1,066.8 1,072.8 1,069.3
S2 1,060.0 1,060.0 1,071.5
S3 1,048.5 1,055.3 1,070.5
S4 1,037.0 1,043.8 1,067.5
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 1,063.3 32.0 3.0% 17.8 1.6% 33% False False 98,502
10 1,095.3 1,016.5 78.8 7.3% 16.3 1.5% 73% False False 92,875
20 1,095.3 936.2 159.1 14.8% 18.8 1.7% 86% False False 104,742
40 1,095.3 936.2 159.1 14.8% 25.5 2.4% 86% False False 128,574
60 1,160.0 936.2 223.8 20.8% 24.3 2.3% 61% False False 126,160
80 1,202.4 936.2 266.2 24.8% 21.8 2.0% 52% False False 96,274
100 1,202.4 936.2 266.2 24.8% 19.5 1.8% 52% False False 77,116
120 1,202.4 936.2 266.2 24.8% 18.3 1.7% 52% False False 64,267
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 2.8
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1,125.0
2.618 1,106.3
1.618 1,094.8
1.000 1,087.8
0.618 1,083.3
HIGH 1,076.3
0.618 1,071.8
0.500 1,070.5
0.382 1,069.0
LOW 1,064.8
0.618 1,057.5
1.000 1,053.3
1.618 1,046.0
2.618 1,034.5
4.250 1,015.8
Fisher Pivots for day following 09-Mar-2016
Pivot 1 day 3 day
R1 1,072.5 1,080.0
PP 1,071.5 1,078.0
S1 1,070.5 1,075.8

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

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