ICE Russell 2000 Mini Future June 2016

Trading Metrics calculated at close of trading on 16-Feb-2016

Day Change Summary
	Previous	Current
	15-Feb-2016	16-Feb-2016	Change	Change %	Previous Week
Open	977.7	975.4	-2.3	-0.2%	979.0
High	980.0	988.7	8.7	0.9%	979.0
Low	963.1	973.0	9.9	1.0%	945.2
Close	963.1	985.6	22.5	2.3%	963.1
Range	16.9	15.7	-1.2	-7.1%	33.8
ATR	16.4	17.0	0.7	4.0%	0.0
Volume	13	34	21	161.5%	69

Daily Pivots for day following 16-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,029.5	1,023.3	994.3
R3	1,013.8	1,007.5	990.0
R2	998.3	998.3	988.5
R1	991.8	991.8	987.0	995.0
PP	982.5	982.5	982.5	984.0
S1	976.3	976.3	984.3	979.3
S2	966.8	966.8	982.8
S3	951.0	960.5	981.3
S4	935.3	944.8	977.0

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	988.7	945.2	43.5	4.4%	11.5	1.2%	93%	True	False	13
10	1,017.0	945.2	71.8	7.3%	11.5	1.2%	56%	False	False	16
20	1,028.0	945.2	82.8	8.4%	11.5	1.2%	49%	False	False	12
40	1,158.6	945.2	213.4	21.7%	8.5	0.9%	19%	False	False	6

Crabel Price Patterns
NR	True
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	0.9
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,055.5
2.618	1,029.8
1.618	1,014.0
1.000	1,004.5
0.618	998.5
HIGH	988.8
0.618	982.8
0.500	980.8
0.382	979.0
LOW	973.0
0.618	963.3
1.000	957.3
1.618	947.5
2.618	932.0
4.250	906.3

Fisher Pivots for day following 16-Feb-2016
Pivot	1 day	3 day
R1	984.0	981.0
PP	982.5	976.3
S1	980.8	971.5

Download as Excel Spreadsheet

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

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