ICE Russell 2000 Mini Future June 2016


Trading Metrics calculated at close of trading on 15-Feb-2016
Day Change Summary
Previous Current
12-Feb-2016 15-Feb-2016 Change Change % Previous Week
Open 956.0 977.7 21.7 2.3% 979.0
High 963.2 980.0 16.8 1.7% 979.0
Low 954.3 963.1 8.8 0.9% 945.2
Close 963.1 963.1 0.0 0.0% 963.1
Range 8.9 16.9 8.0 89.9% 33.8
ATR 16.3 16.4 0.0 0.2% 0.0
Volume 13 13 0 0.0% 69
Daily Pivots for day following 15-Feb-2016
Classic Woodie Camarilla DeMark
R4 1,019.5 1,008.3 972.5
R3 1,002.5 991.3 967.8
R2 985.8 985.8 966.3
R1 974.3 974.3 964.8 971.5
PP 968.8 968.8 968.8 967.3
S1 957.5 957.5 961.5 954.8
S2 951.8 951.8 960.0
S3 935.0 940.5 958.5
S4 918.0 923.8 953.8
Weekly Pivots for week ending 12-Feb-2016
Classic Woodie Camarilla DeMark
R4 1,063.8 1,047.3 981.8
R3 1,030.0 1,013.5 972.5
R2 996.3 996.3 969.3
R1 979.8 979.8 966.3 971.0
PP 962.5 962.5 962.5 958.0
S1 945.8 945.8 960.0 937.3
S2 928.8 928.8 957.0
S3 894.8 912.0 953.8
S4 861.0 878.3 944.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 980.0 945.2 34.8 3.6% 9.8 1.0% 51% True False 9
10 1,018.0 945.2 72.8 7.6% 11.5 1.2% 25% False False 12
20 1,028.0 945.2 82.8 8.6% 11.3 1.2% 22% False False 10
40 1,158.6 945.2 213.4 22.2% 8.3 0.9% 8% False False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.7
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,051.8
2.618 1,024.3
1.618 1,007.3
1.000 997.0
0.618 990.5
HIGH 980.0
0.618 973.5
0.500 971.5
0.382 969.5
LOW 963.0
0.618 952.8
1.000 946.3
1.618 935.8
2.618 918.8
4.250 891.3
Fisher Pivots for day following 15-Feb-2016
Pivot 1 day 3 day
R1 971.5 963.0
PP 968.8 962.8
S1 966.0 962.5

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

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