ICE Russell 2000 Mini Future June 2016

Trading Metrics calculated at close of trading on 11-Feb-2016

Day Change Summary
	Previous	Current
	10-Feb-2016	11-Feb-2016	Change	Change %	Previous Week
Open	967.7	947.6	-20.1	-2.1%	1,028.0
High	967.7	947.6	-20.1	-2.1%	1,028.0
Low	954.0	945.2	-8.8	-0.9%	980.4
Close	954.0	945.2	-8.8	-0.9%	980.4
Range	13.7	2.4	-11.3	-82.5%	47.6
ATR	16.8	16.2	-0.6	-3.4%	0.0
Volume	3	3	0	0.0%	47

Daily Pivots for day following 11-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	953.3	951.5	946.5
R3	950.8	949.3	945.8
R2	948.5	948.5	945.8
R1	946.8	946.8	945.5	946.5
PP	946.0	946.0	946.0	945.8
S1	944.5	944.5	945.0	944.0
S2	943.5	943.5	944.8
S3	941.3	942.0	944.5
S4	938.8	939.5	944.0

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	984.0	945.2	38.8	4.1%	11.5	1.2%	0%	False	True	17
10	1,028.0	945.2	82.8	8.8%	12.0	1.3%	0%	False	True	10
20	1,028.0	945.2	82.8	8.8%	10.0	1.1%	0%	False	True	9
40	1,158.6	945.2	213.4	22.6%	7.5	0.8%	0%	False	True	5

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.3
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	957.8
2.618	954.0
1.618	951.5
1.000	950.0
0.618	949.0
HIGH	947.5
0.618	946.8
0.500	946.5
0.382	946.0
LOW	945.3
0.618	943.8
1.000	942.8
1.618	941.3
2.618	939.0
4.250	935.0

Fisher Pivots for day following 11-Feb-2016
Pivot	1 day	3 day
R1	946.5	956.5
PP	946.0	952.8
S1	945.5	949.0

Download as Excel Spreadsheet

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

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