ICE Russell 2000 Mini Future June 2016

Trading Metrics calculated at close of trading on 20-Jan-2016

Day Change Summary
	Previous	Current
	19-Jan-2016	20-Jan-2016	Change	Change %	Previous Week
Open	978.2	952.0	-26.2	-2.7%	1,039.0
High	989.2	994.0	4.8	0.5%	1,043.0
Low	978.2	952.0	-26.2	-2.7%	1,002.7
Close	985.6	994.0	8.4	0.9%	1,002.7
Range	11.0	42.0	31.0	281.8%	40.3
ATR	14.9	16.8	1.9	13.1%	0.0
Volume	4	34	30	750.0%	8

Daily Pivots for day following 20-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,106.0	1,092.0	1,017.0
R3	1,064.0	1,050.0	1,005.5
R2	1,022.0	1,022.0	1,001.8
R1	1,008.0	1,008.0	997.8	1,015.0
PP	980.0	980.0	980.0	983.5
S1	966.0	966.0	990.3	973.0
S2	938.0	938.0	986.3
S3	896.0	924.0	982.5
S4	854.0	882.0	971.0

Weekly Pivots for week ending 15-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,137.0	1,110.3	1,024.8
R3	1,096.8	1,069.8	1,013.8
R2	1,056.5	1,056.5	1,010.0
R1	1,029.5	1,029.5	1,006.5	1,022.8
PP	1,016.3	1,016.3	1,016.3	1,012.8
S1	989.3	989.3	999.0	982.5
S2	975.8	975.8	995.3
S3	935.5	949.0	991.5
S4	895.3	908.8	980.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,017.3	952.0	65.3	6.6%	10.5	1.1%	64%	False	True	7
10	1,080.0	952.0	128.0	12.9%	11.0	1.1%	33%	False	True	5
20	1,158.6	952.0	206.6	20.8%	7.5	0.7%	20%	False	True	3

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	0.4
Widest range in 28 trading days

Fibonacci Retracements and Extensions
4.250	1,172.5
2.618	1,104.0
1.618	1,062.0
1.000	1,036.0
0.618	1,020.0
HIGH	994.0
0.618	978.0
0.500	973.0
0.382	968.0
LOW	952.0
0.618	926.0
1.000	910.0
1.618	884.0
2.618	842.0
4.250	773.5

Fisher Pivots for day following 20-Jan-2016
Pivot	1 day	3 day
R1	987.0	988.5
PP	980.0	983.0
S1	973.0	977.3

Download as Excel Spreadsheet

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

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