ICE Russell 2000 Mini Future June 2016

Trading Metrics calculated at close of trading on 09-Mar-2016

Day Change Summary
	Previous	Current
	08-Mar-2016	09-Mar-2016	Change	Change %	Previous Week
Open	1,085.8	1,067.2	-18.6	-1.7%	1,031.4
High	1,085.8	1,070.8	-15.0	-1.4%	1,082.1
Low	1,058.6	1,059.9	1.3	0.1%	1,022.4
Close	1,062.4	1,068.7	6.3	0.6%	1,075.2
Range	27.2	10.9	-16.3	-59.9%	59.7
ATR	16.8	16.4	-0.4	-2.5%	0.0
Volume	3,053	21,923	18,870	618.1%	3,645

Daily Pivots for day following 09-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,099.3	1,094.8	1,074.8
R3	1,088.3	1,084.0	1,071.8
R2	1,077.3	1,077.3	1,070.8
R1	1,073.0	1,073.0	1,069.8	1,075.3
PP	1,066.5	1,066.5	1,066.5	1,067.5
S1	1,062.3	1,062.3	1,067.8	1,064.3
S2	1,055.5	1,055.5	1,066.8
S3	1,044.8	1,051.3	1,065.8
S4	1,033.8	1,040.3	1,062.8

Weekly Pivots for week ending 04-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,239.0	1,216.8	1,108.0
R3	1,179.3	1,157.0	1,091.5
R2	1,119.5	1,119.5	1,086.3
R1	1,097.5	1,097.5	1,080.8	1,108.5
PP	1,060.0	1,060.0	1,060.0	1,065.5
S1	1,037.8	1,037.8	1,069.8	1,048.8
S2	1,000.3	1,000.3	1,064.3
S3	940.5	978.0	1,058.8
S4	880.8	918.3	1,042.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,089.4	1,058.6	30.8	2.9%	17.0	1.6%	33%	False	False	5,834
10	1,089.4	1,014.3	75.1	7.0%	15.8	1.5%	72%	False	False	3,035
20	1,089.4	945.2	144.2	13.5%	13.5	1.3%	86%	False	False	1,533
40	1,089.4	945.2	144.2	13.5%	11.8	1.1%	86%	False	False	771
60	1,158.6	945.2	213.4	20.0%	9.8	0.9%	58%	False	False	514

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	3.1
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1,117.0
2.618	1,099.3
1.618	1,088.5
1.000	1,081.8
0.618	1,077.5
HIGH	1,070.8
0.618	1,066.8
0.500	1,065.3
0.382	1,064.0
LOW	1,060.0
0.618	1,053.3
1.000	1,049.0
1.618	1,042.3
2.618	1,031.3
4.250	1,013.5

Fisher Pivots for day following 09-Mar-2016
Pivot	1 day	3 day
R1	1,067.5	1,074.0
PP	1,066.5	1,072.3
S1	1,065.3	1,070.5

Download as Excel Spreadsheet

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

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