ICE Russell 2000 Mini Future September 2016

Trading Metrics calculated at close of trading on 12-Feb-2016

Day Change Summary
	Previous	Current
	11-Feb-2016	12-Feb-2016	Change	Change %	Previous Week
Open	941.4	959.3	17.9	1.9%	960.7
High	941.4	959.3	17.9	1.9%	960.7
Low	941.4	959.3	17.9	1.9%	941.4
Close	941.4	959.3	17.9	1.9%	959.3
Range
ATR	12.4	12.8	0.4	3.2%	0.0
Volume

Daily Pivots for day following 12-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	959.3	959.3	959.3
R3	959.3	959.3	959.3
R2	959.3	959.3	959.3
R1	959.3	959.3	959.3	959.3
PP	959.3	959.3	959.3	959.3
S1	959.3	959.3	959.3	959.3
S2	959.3	959.3	959.3
S3	959.3	959.3	959.3
S4	959.3	959.3	959.3

Weekly Pivots for week ending 12-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,011.8	1,004.8	970.0
R3	992.5	985.5	964.5
R2	973.0	973.0	962.8
R1	966.3	966.3	961.0	960.0
PP	953.8	953.8	953.8	950.8
S1	947.0	947.0	957.5	940.8
S2	934.5	934.5	955.8
S3	915.3	927.5	954.0
S4	896.0	908.3	948.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	960.7	941.4	19.3	2.0%	0.0	0.0%	93%	False	False
10	1,017.5	941.4	76.1	7.9%	0.0	0.0%	24%	False	False
20	1,022.6	941.4	81.2	8.5%	1.5	0.1%	22%	False	False
40	1,155.4	941.4	214.0	22.3%	0.8	0.1%	8%	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	False
Bear Hook	False
Bull Hook	False
Stretch	0.0

Fibonacci Retracements and Extensions
4.250	959.3
2.618	959.3
1.618	959.3
1.000	959.3
0.618	959.3
HIGH	959.3
0.618	959.3
0.500	959.3
0.382	959.3
LOW	959.3
0.618	959.3
1.000	959.3
1.618	959.3
2.618	959.3
4.250	959.3

Fisher Pivots for day following 12-Feb-2016
Pivot	1 day	3 day
R1	959.3	956.3
PP	959.3	953.3
S1	959.3	950.3

Download as Excel Spreadsheet

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

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