ICE Russell 2000 Mini Future June 2016

Trading Metrics calculated at close of trading on 28-Jan-2016

Day Change Summary
	Previous	Current
	27-Jan-2016	28-Jan-2016	Change	Change %	Previous Week
Open	993.5	992.2	-1.3	-0.1%	1,002.7
High	993.5	992.2	-1.3	-0.1%	1,013.2
Low	993.5	992.2	-1.3	-0.1%	952.0
Close	993.5	992.2	-1.3	-0.1%	1,011.1
Range
ATR	17.7	16.5	-1.2	-6.6%	0.0
Volume

Daily Pivots for day following 28-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	992.3	992.3	992.3
R3	992.3	992.3	992.3
R2	992.3	992.3	992.3
R1	992.3	992.3	992.3	992.3
PP	992.3	992.3	992.3	992.3
S1	992.3	992.3	992.3	992.3
S2	992.3	992.3	992.3
S3	992.3	992.3	992.3
S4	992.3	992.3	992.3

Weekly Pivots for week ending 22-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,175.8	1,154.5	1,044.8
R3	1,114.5	1,093.5	1,028.0
R2	1,053.3	1,053.3	1,022.3
R1	1,032.3	1,032.3	1,016.8	1,042.8
PP	992.0	992.0	992.0	997.5
S1	971.0	971.0	1,005.5	981.5
S2	931.0	931.0	1,000.0
S3	869.8	909.8	994.3
S4	808.5	848.5	977.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,013.2	989.9	23.3	2.3%	1.8	0.2%	10%	False	False
10	1,013.2	952.0	61.2	6.2%	7.8	0.8%	66%	False	False	8
20	1,130.5	952.0	178.5	18.0%	7.3	0.7%	23%	False	False	5

Crabel Price Patterns
NR	False
NR4	False
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	0.0

Fibonacci Retracements and Extensions
4.250	992.3
2.618	992.3
1.618	992.3
1.000	992.3
0.618	992.3
HIGH	992.3
0.618	992.3
0.500	992.3
0.382	992.3
LOW	992.3
0.618	992.3
1.000	992.3
1.618	992.3
2.618	992.3
4.250	992.3

Fisher Pivots for day following 28-Jan-2016
Pivot	1 day	3 day
R1	992.3	1,000.8
PP	992.3	998.0
S1	992.3	995.0

Download as Excel Spreadsheet

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

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