ICE Russell 2000 Mini Future June 2016

Trading Metrics calculated at close of trading on 22-Feb-2016

Day Change Summary
	Previous	Current
	19-Feb-2016	22-Feb-2016	Change	Change %	Previous Week
Open	1,000.5	1,007.0	6.5	0.6%	977.7
High	1,003.1	1,016.3	13.2	1.3%	1,008.2
Low	992.4	1,007.0	14.6	1.5%	963.1
Close	1,003.1	1,011.6	8.5	0.8%	1,003.1
Range	10.7	9.3	-1.4	-13.1%	45.1
ATR	16.5	16.2	-0.2	-1.4%	0.0
Volume	38	58	20	52.6%	184

Daily Pivots for day following 22-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,039.5	1,034.8	1,016.8
R3	1,030.3	1,025.5	1,014.3
R2	1,021.0	1,021.0	1,013.3
R1	1,016.3	1,016.3	1,012.5	1,018.5
PP	1,011.8	1,011.8	1,011.8	1,012.8
S1	1,007.0	1,007.0	1,010.8	1,009.3
S2	1,002.3	1,002.3	1,010.0
S3	993.0	997.8	1,009.0
S4	983.8	988.3	1,006.5

Weekly Pivots for week ending 19-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,126.8	1,110.0	1,028.0
R3	1,081.8	1,065.0	1,015.5
R2	1,036.5	1,036.5	1,011.3
R1	1,019.8	1,019.8	1,007.3	1,028.3
PP	991.5	991.5	991.5	995.8
S1	974.8	974.8	999.0	983.0
S2	946.3	946.3	994.8
S3	901.3	929.8	990.8
S4	856.3	884.5	978.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,016.3	973.0	43.3	4.3%	11.8	1.2%	89%	True	False	45
10	1,016.3	945.2	71.1	7.0%	10.8	1.1%	93%	True	False	27
20	1,028.0	945.2	82.8	8.2%	10.3	1.0%	80%	False	False	18
40	1,158.6	945.2	213.4	21.1%	9.3	0.9%	31%	False	False	11

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	1.0
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1,055.8
2.618	1,040.8
1.618	1,031.3
1.000	1,025.5
0.618	1,022.0
HIGH	1,016.3
0.618	1,012.8
0.500	1,011.8
0.382	1,010.5
LOW	1,007.0
0.618	1,001.3
1.000	997.8
1.618	992.0
2.618	982.8
4.250	967.5

Fisher Pivots for day following 22-Feb-2016
Pivot	1 day	3 day
R1	1,011.8	1,009.3
PP	1,011.8	1,006.8
S1	1,011.5	1,004.3

Download as Excel Spreadsheet

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

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