ICE Russell 2000 Mini Future June 2016

Trading Metrics calculated at close of trading on 29-Jan-2016

Day Change Summary
	Previous	Current
	28-Jan-2016	29-Jan-2016	Change	Change %	Previous Week
Open	992.2	1,000.0	7.8	0.8%	989.9
High	992.2	1,026.4	34.2	3.4%	1,026.4
Low	992.2	1,000.0	7.8	0.8%	989.9
Close	992.2	1,026.4	34.2	3.4%	1,026.4
Range	0.0	26.4	26.4		36.5
ATR	16.5	17.7	1.3	7.7%	0.0
Volume	0	3	3		3

Daily Pivots for day following 29-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,096.8	1,088.0	1,041.0
R3	1,070.5	1,061.5	1,033.8
R2	1,044.0	1,044.0	1,031.3
R1	1,035.3	1,035.3	1,028.8	1,039.5
PP	1,017.5	1,017.5	1,017.5	1,019.8
S1	1,008.8	1,008.8	1,024.0	1,013.3
S2	991.3	991.3	1,021.5
S3	964.8	982.5	1,019.3
S4	938.5	956.0	1,012.0

Weekly Pivots for week ending 29-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,123.8	1,111.5	1,046.5
R3	1,087.3	1,075.0	1,036.5
R2	1,050.8	1,050.8	1,033.0
R1	1,038.5	1,038.5	1,029.8	1,044.8
PP	1,014.3	1,014.3	1,014.3	1,017.3
S1	1,002.0	1,002.0	1,023.0	1,008.3
S2	977.8	977.8	1,019.8
S3	941.3	965.5	1,016.3
S4	904.8	929.0	1,006.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,026.4	989.9	36.5	3.6%	5.3	0.5%	100%	True	False
10	1,026.4	952.0	74.4	7.2%	10.5	1.0%	100%	True	False	8
20	1,106.9	952.0	154.9	15.1%	8.5	0.8%	48%	False	False	5

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1,138.5
2.618	1,095.5
1.618	1,069.0
1.000	1,052.8
0.618	1,042.8
HIGH	1,026.5
0.618	1,016.3
0.500	1,013.3
0.382	1,010.0
LOW	1,000.0
0.618	983.8
1.000	973.5
1.618	957.3
2.618	931.0
4.250	887.8

Fisher Pivots for day following 29-Jan-2016
Pivot	1 day	3 day
R1	1,022.0	1,020.8
PP	1,017.5	1,015.0
S1	1,013.3	1,009.3

Download as Excel Spreadsheet

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

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