ICE Russell 2000 Mini Future June 2016

Trading Metrics calculated at close of trading on 18-Feb-2016

Day Change Summary
	Previous	Current
	17-Feb-2016	18-Feb-2016	Change	Change %	Previous Week
Open	994.5	1,005.1	10.6	1.1%	979.0
High	1,008.2	1,005.9	-2.3	-0.2%	979.0
Low	994.5	996.0	1.5	0.2%	945.2
Close	1,003.6	998.7	-4.9	-0.5%	963.1
Range	13.7	9.9	-3.8	-27.7%	33.8
ATR	17.4	16.9	-0.5	-3.1%	0.0
Volume	82	17	-65	-79.3%	69

Daily Pivots for day following 18-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,030.0	1,024.3	1,004.3
R3	1,020.0	1,014.3	1,001.5
R2	1,010.0	1,010.0	1,000.5
R1	1,004.5	1,004.5	999.5	1,002.3
PP	1,000.3	1,000.3	1,000.3	999.3
S1	994.5	994.5	997.8	992.5
S2	990.3	990.3	997.0
S3	980.5	984.5	996.0
S4	970.5	974.8	993.3

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	1,008.2	954.3	53.9	5.4%	13.0	1.3%	82%	False	False	31
10	1,008.2	945.2	63.0	6.3%	12.3	1.2%	85%	False	False	24
20	1,028.0	945.2	82.8	8.3%	9.8	1.0%	65%	False	False	13
40	1,158.6	945.2	213.4	21.4%	9.0	0.9%	25%	False	False	9

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.8
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1,048.0
2.618	1,031.8
1.618	1,022.0
1.000	1,015.8
0.618	1,012.0
HIGH	1,006.0
0.618	1,002.0
0.500	1,001.0
0.382	999.8
LOW	996.0
0.618	990.0
1.000	986.0
1.618	980.0
2.618	970.0
4.250	954.0

Fisher Pivots for day following 18-Feb-2016
Pivot	1 day	3 day
R1	1,001.0	996.0
PP	1,000.3	993.3
S1	999.5	990.5

Download as Excel Spreadsheet

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

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