ICE Russell 2000 Mini Future March 2016


Trading Metrics calculated at close of trading on 18-Mar-2016
Day Change Summary
Previous Current
17-Mar-2016 18-Mar-2016 Change Change % Previous Week
Open 1,074.5 1,087.6 13.1 1.2% 1,084.3
High 1,095.8 1,097.9 2.1 0.2% 1,097.9
Low 1,066.0 1,087.6 21.6 2.0% 1,060.0
Close 1,090.9 1,097.9 7.0 0.6% 1,097.9
Range 29.8 10.3 -19.6 -65.6% 37.9
ATR 21.3 20.5 -0.8 -3.7% 0.0
Volume 51,382 258 -51,124 -99.5% 335,303
Daily Pivots for day following 18-Mar-2016
Classic Woodie Camarilla DeMark
R4 1,125.3 1,121.8 1,103.5
R3 1,115.0 1,111.5 1,100.8
R2 1,104.8 1,104.8 1,099.8
R1 1,101.3 1,101.3 1,098.8 1,103.0
PP 1,094.5 1,094.5 1,094.5 1,095.3
S1 1,091.0 1,091.0 1,097.0 1,092.8
S2 1,084.3 1,084.3 1,096.0
S3 1,074.0 1,080.8 1,095.0
S4 1,063.8 1,070.5 1,092.3
Weekly Pivots for week ending 18-Mar-2016
Classic Woodie Camarilla DeMark
R4 1,198.8 1,186.3 1,118.8
R3 1,161.0 1,148.3 1,108.3
R2 1,123.0 1,123.0 1,104.8
R1 1,110.5 1,110.5 1,101.3 1,116.8
PP 1,085.3 1,085.3 1,085.3 1,088.5
S1 1,072.5 1,072.5 1,094.5 1,079.0
S2 1,047.5 1,047.5 1,091.0
S3 1,009.5 1,034.8 1,087.5
S4 971.8 997.0 1,077.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,097.9 1,060.0 37.9 3.4% 17.0 1.6% 100% True False 67,060
10 1,097.9 1,052.1 45.8 4.2% 20.3 1.8% 100% True False 95,029
20 1,097.9 993.2 104.7 9.5% 18.3 1.7% 100% True False 93,324
40 1,097.9 936.2 161.7 14.7% 22.0 2.0% 100% True False 113,059
60 1,160.0 936.2 223.8 20.4% 24.3 2.2% 72% False False 118,721
80 1,202.4 936.2 266.2 24.2% 22.8 2.1% 61% False False 104,285
100 1,202.4 936.2 266.2 24.2% 20.3 1.8% 61% False False 83,597
120 1,202.4 936.2 266.2 24.2% 19.3 1.7% 61% False False 69,673
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 4.0
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,141.5
2.618 1,124.8
1.618 1,114.5
1.000 1,108.0
0.618 1,104.3
HIGH 1,097.8
0.618 1,094.0
0.500 1,092.8
0.382 1,091.5
LOW 1,087.5
0.618 1,081.3
1.000 1,077.3
1.618 1,071.0
2.618 1,060.8
4.250 1,044.0
Fisher Pivots for day following 18-Mar-2016
Pivot 1 day 3 day
R1 1,096.3 1,091.5
PP 1,094.5 1,085.3
S1 1,092.8 1,079.0

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

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