ICE Russell 2000 Mini Future March 2016


Trading Metrics calculated at close of trading on 10-Mar-2016
Day Change Summary
Previous Current
09-Mar-2016 10-Mar-2016 Change Change % Previous Week
Open 1,067.5 1,073.2 5.7 0.5% 1,033.3
High 1,076.2 1,084.6 8.4 0.8% 1,087.5
Low 1,064.7 1,052.1 -12.6 -1.2% 1,026.1
Close 1,073.7 1,063.1 -10.6 -1.0% 1,080.4
Range 11.5 32.5 21.0 182.6% 61.4
ATR 20.9 21.7 0.8 4.0% 0.0
Volume 96,083 185,332 89,249 92.9% 466,413
Daily Pivots for day following 10-Mar-2016
Classic Woodie Camarilla DeMark
R4 1,164.0 1,146.0 1,081.0
R3 1,131.5 1,113.5 1,072.0
R2 1,099.0 1,099.0 1,069.0
R1 1,081.0 1,081.0 1,066.0 1,073.8
PP 1,066.5 1,066.5 1,066.5 1,063.0
S1 1,048.5 1,048.5 1,060.0 1,041.3
S2 1,034.0 1,034.0 1,057.3
S3 1,001.5 1,016.0 1,054.3
S4 969.0 983.5 1,045.3
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 1,052.1 43.2 4.1% 21.8 2.0% 25% False True 118,497
10 1,095.3 1,026.1 69.2 6.5% 18.0 1.7% 53% False False 103,709
20 1,095.3 936.2 159.1 15.0% 19.0 1.8% 80% False False 106,263
40 1,095.3 936.2 159.1 15.0% 25.5 2.4% 80% False False 129,348
60 1,160.0 936.2 223.8 21.1% 24.3 2.3% 57% False False 126,201
80 1,202.4 936.2 266.2 25.0% 22.0 2.1% 48% False False 98,591
100 1,202.4 936.2 266.2 25.0% 19.8 1.9% 48% False False 78,970
120 1,202.4 936.2 266.2 25.0% 18.5 1.7% 48% False False 65,812
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.3
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 1,222.8
2.618 1,169.8
1.618 1,137.3
1.000 1,117.0
0.618 1,104.8
HIGH 1,084.5
0.618 1,072.3
0.500 1,068.3
0.382 1,064.5
LOW 1,052.0
0.618 1,032.0
1.000 1,019.5
1.618 999.5
2.618 967.0
4.250 914.0
Fisher Pivots for day following 10-Mar-2016
Pivot 1 day 3 day
R1 1,068.3 1,072.5
PP 1,066.5 1,069.3
S1 1,064.8 1,066.3

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

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