ICE Russell 2000 Mini Future September 2016

Trading Metrics calculated at close of trading on 28-Jan-2016

Day Change Summary
	Previous	Current
	27-Jan-2016	28-Jan-2016	Change	Change %	Previous Week
Open	989.7	988.4	-1.3	-0.1%	1,000.4
High	989.7	988.4	-1.3	-0.1%	1,007.3
Low	989.7	988.4	-1.3	-0.1%	979.8
Close	989.7	988.4	-1.3	-0.1%	1,007.3
Range
ATR	14.6	13.7	-1.0	-6.5%	0.0
Volume

Daily Pivots for day following 28-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	988.5	988.5	988.5
R3	988.5	988.5	988.5
R2	988.5	988.5	988.5
R1	988.5	988.5	988.5	988.5
PP	988.5	988.5	988.5	988.5
S1	988.5	988.5	988.5	988.5
S2	988.5	988.5	988.5
S3	988.5	988.5	988.5
S4	988.5	988.5	988.5

Weekly Pivots for week ending 22-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,080.8	1,071.5	1,022.5
R3	1,053.3	1,044.0	1,014.8
R2	1,025.8	1,025.8	1,012.3
R1	1,016.5	1,016.5	1,009.8	1,021.0
PP	998.3	998.3	998.3	1,000.5
S1	989.0	989.0	1,004.8	993.5
S2	970.8	970.8	1,002.3
S3	943.3	961.5	999.8
S4	915.8	934.0	992.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,007.3	986.1	21.2	2.1%	0.0	0.0%	11%	False	False
10	1,007.3	979.8	27.5	2.8%	2.8	0.3%	31%	False	False
20	1,127.3	979.8	147.5	14.9%	1.5	0.2%	6%	False	False
40	1,182.0	979.8	202.2	20.5%	0.8	0.1%	4%	False	False

Crabel Price Patterns
NR	False
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	True
Bear Hook	False
Bull Hook	False
Stretch	0.0

Fibonacci Retracements and Extensions
4.250	988.5
2.618	988.5
1.618	988.5
1.000	988.5
0.618	988.5
HIGH	988.5
0.618	988.5
0.500	988.5
0.382	988.5
LOW	988.5
0.618	988.5
1.000	988.5
1.618	988.5
2.618	988.5
4.250	988.5

Fisher Pivots for day following 28-Jan-2016
Pivot	1 day	3 day
R1	988.5	997.0
PP	988.5	994.3
S1	988.5	991.3

Download as Excel Spreadsheet

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

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