ICE Russell 2000 Mini Future March 2016


Trading Metrics calculated at close of trading on 15-Mar-2016
Day Change Summary
Previous Current
14-Mar-2016 15-Mar-2016 Change Change % Previous Week
Open 1,084.3 1,082.9 -1.4 -0.1% 1,080.4
High 1,087.5 1,082.9 -4.6 -0.4% 1,095.3
Low 1,078.3 1,064.5 -13.8 -1.3% 1,052.1
Close 1,082.6 1,065.9 -16.7 -1.5% 1,086.8
Range 9.2 18.4 9.2 100.0% 43.2
ATR 21.1 20.9 -0.2 -0.9% 0.0
Volume 115,592 92,539 -23,053 -19.9% 614,996
Daily Pivots for day following 15-Mar-2016
Classic Woodie Camarilla DeMark
R4 1,126.3 1,114.5 1,076.0
R3 1,108.0 1,096.0 1,071.0
R2 1,089.5 1,089.5 1,069.3
R1 1,077.8 1,077.8 1,067.5 1,074.5
PP 1,071.0 1,071.0 1,071.0 1,069.5
S1 1,059.3 1,059.3 1,064.3 1,056.0
S2 1,052.8 1,052.8 1,062.5
S3 1,034.3 1,041.0 1,060.8
S4 1,016.0 1,022.5 1,055.8
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 1,087.8 1,052.1 35.7 3.3% 19.3 1.8% 39% False False 123,525
10 1,095.3 1,049.9 45.4 4.3% 19.0 1.8% 35% False False 110,284
20 1,095.3 986.3 109.0 10.2% 18.5 1.7% 73% False False 101,929
40 1,095.3 936.2 159.1 14.9% 23.8 2.2% 82% False False 123,563
60 1,160.0 936.2 223.8 21.0% 24.0 2.3% 58% False False 122,232
80 1,202.4 936.2 266.2 25.0% 22.3 2.1% 49% False False 102,788
100 1,202.4 936.2 266.2 25.0% 20.0 1.9% 49% False False 82,331
120 1,202.4 936.2 266.2 25.0% 18.8 1.8% 49% False False 68,613
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 3.1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,161.0
2.618 1,131.0
1.618 1,112.8
1.000 1,101.3
0.618 1,094.3
HIGH 1,083.0
0.618 1,075.8
0.500 1,073.8
0.382 1,071.5
LOW 1,064.5
0.618 1,053.3
1.000 1,046.0
1.618 1,034.8
2.618 1,016.3
4.250 986.3
Fisher Pivots for day following 15-Mar-2016
Pivot 1 day 3 day
R1 1,073.8 1,075.3
PP 1,071.0 1,072.0
S1 1,068.5 1,069.0

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

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