ICE Russell 2000 Mini Future March 2016


Trading Metrics calculated at close of trading on 14-Mar-2016
Day Change Summary
Previous Current
11-Mar-2016 14-Mar-2016 Change Change % Previous Week
Open 1,063.4 1,084.3 20.9 2.0% 1,080.4
High 1,087.8 1,087.5 -0.3 0.0% 1,095.3
Low 1,062.6 1,078.3 15.7 1.5% 1,052.1
Close 1,086.8 1,082.6 -4.2 -0.4% 1,086.8
Range 25.2 9.2 -16.0 -63.5% 43.2
ATR 22.0 21.1 -0.9 -4.2% 0.0
Volume 128,082 115,592 -12,490 -9.8% 614,996
Daily Pivots for day following 14-Mar-2016
Classic Woodie Camarilla DeMark
R4 1,110.5 1,105.8 1,087.8
R3 1,101.3 1,096.5 1,085.3
R2 1,092.0 1,092.0 1,084.3
R1 1,087.3 1,087.3 1,083.5 1,085.0
PP 1,082.8 1,082.8 1,082.8 1,081.8
S1 1,078.0 1,078.0 1,081.8 1,075.8
S2 1,073.5 1,073.5 1,081.0
S3 1,064.5 1,069.0 1,080.0
S4 1,055.3 1,059.8 1,077.5
Weekly Pivots for week ending 11-Mar-2016
Classic Woodie Camarilla DeMark
R4 1,207.8 1,190.5 1,110.5
R3 1,164.5 1,147.3 1,098.8
R2 1,121.3 1,121.3 1,094.8
R1 1,104.0 1,104.0 1,090.8 1,112.8
PP 1,078.0 1,078.0 1,078.0 1,082.5
S1 1,060.8 1,060.8 1,082.8 1,069.5
S2 1,034.8 1,034.8 1,079.0
S3 991.8 1,017.8 1,075.0
S4 948.5 974.5 1,063.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,092.8 1,052.1 40.7 3.8% 21.3 2.0% 75% False False 128,128
10 1,095.3 1,028.6 66.7 6.2% 19.8 1.8% 81% False False 110,701
20 1,095.3 975.7 119.6 11.0% 18.5 1.7% 89% False False 102,541
40 1,095.3 936.2 159.1 14.7% 24.3 2.2% 92% False False 126,032
60 1,160.0 936.2 223.8 20.7% 24.0 2.2% 65% False False 123,045
80 1,202.4 936.2 266.2 24.6% 22.3 2.0% 55% False False 101,636
100 1,202.4 936.2 266.2 24.6% 20.0 1.8% 55% False False 81,406
120 1,202.4 936.2 266.2 24.6% 18.8 1.7% 55% False False 67,842
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 3.5
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1,126.5
2.618 1,111.5
1.618 1,102.5
1.000 1,096.8
0.618 1,093.3
HIGH 1,087.5
0.618 1,084.0
0.500 1,083.0
0.382 1,081.8
LOW 1,078.3
0.618 1,072.5
1.000 1,069.0
1.618 1,063.5
2.618 1,054.3
4.250 1,039.3
Fisher Pivots for day following 14-Mar-2016
Pivot 1 day 3 day
R1 1,083.0 1,078.5
PP 1,082.8 1,074.3
S1 1,082.8 1,070.0

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

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