ICE Russell 2000 Mini Future June 2016

Trading Metrics calculated at close of trading on 09-Feb-2016

Day Change Summary
	Previous	Current
	08-Feb-2016	09-Feb-2016	Change	Change %	Previous Week
Open	979.0	962.4	-16.6	-1.7%	1,028.0
High	979.0	962.4	-16.6	-1.7%	1,028.0
Low	947.4	955.9	8.5	0.9%	980.4
Close	964.5	955.9	-8.6	-0.9%	980.4
Range	31.6	6.5	-25.1	-79.4%	47.6
ATR	17.7	17.0	-0.6	-3.7%	0.0
Volume	35	15	-20	-57.1%	47

Daily Pivots for day following 09-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	977.5	973.3	959.5
R3	971.0	966.8	957.8
R2	964.5	964.5	957.0
R1	960.3	960.3	956.5	959.3
PP	958.0	958.0	958.0	957.5
S1	953.8	953.8	955.3	952.8
S2	951.5	951.5	954.8
S3	945.0	947.3	954.0
S4	938.5	940.8	952.3

Weekly Pivots for week ending 05-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,139.0	1,107.3	1,006.5
R3	1,091.5	1,059.8	993.5
R2	1,043.8	1,043.8	989.3
R1	1,012.3	1,012.3	984.8	1,004.3
PP	996.3	996.3	996.3	992.3
S1	964.5	964.5	976.0	956.5
S2	948.8	948.8	971.8
S3	901.0	917.0	967.3
S4	853.5	869.3	954.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,017.0	947.4	69.6	7.3%	11.3	1.2%	12%	False	False	18
10	1,028.0	947.4	80.6	8.4%	10.5	1.1%	11%	False	False	10
20	1,028.0	947.4	80.6	8.4%	9.8	1.0%	11%	False	False	9
40	1,158.6	947.4	211.2	22.1%	7.3	0.8%	4%	False	False	5

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.3
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	990.0
2.618	979.5
1.618	973.0
1.000	969.0
0.618	966.5
HIGH	962.5
0.618	960.0
0.500	959.3
0.382	958.5
LOW	956.0
0.618	952.0
1.000	949.5
1.618	945.5
2.618	939.0
4.250	928.3

Fisher Pivots for day following 09-Feb-2016
Pivot	1 day	3 day
R1	959.3	965.8
PP	958.0	962.5
S1	957.0	959.3

Download as Excel Spreadsheet

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

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