ICE Russell 2000 Mini Future March 2016


Trading Metrics calculated at close of trading on 06-Jan-2016
Day Change Summary
Previous Current
05-Jan-2016 06-Jan-2016 Change Change % Previous Week
Open 1,109.0 1,108.6 -0.4 0.0% 1,145.5
High 1,111.8 1,109.1 -2.7 -0.2% 1,160.0
Low 1,099.1 1,083.7 -15.4 -1.4% 1,128.1
Close 1,107.9 1,091.2 -16.7 -1.5% 1,131.5
Range 12.7 25.4 12.7 100.0% 31.9
ATR 18.6 19.0 0.5 2.6% 0.0
Volume 105,887 133,949 28,062 26.5% 271,185
Daily Pivots for day following 06-Jan-2016
Classic Woodie Camarilla DeMark
R4 1,170.8 1,156.5 1,105.3
R3 1,145.5 1,131.0 1,098.3
R2 1,120.0 1,120.0 1,095.8
R1 1,105.8 1,105.8 1,093.5 1,100.3
PP 1,094.8 1,094.8 1,094.8 1,092.0
S1 1,080.3 1,080.3 1,088.8 1,074.8
S2 1,069.3 1,069.3 1,086.5
S3 1,043.8 1,054.8 1,084.3
S4 1,018.5 1,029.5 1,077.3
Weekly Pivots for week ending 01-Jan-2016
Classic Woodie Camarilla DeMark
R4 1,235.5 1,215.5 1,149.0
R3 1,203.8 1,183.5 1,140.3
R2 1,171.8 1,171.8 1,137.3
R1 1,151.8 1,151.8 1,134.5 1,145.8
PP 1,139.8 1,139.8 1,139.8 1,137.0
S1 1,119.8 1,119.8 1,128.5 1,113.8
S2 1,108.0 1,108.0 1,125.8
S3 1,076.0 1,087.8 1,122.8
S4 1,044.3 1,056.0 1,114.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,160.0 1,083.7 76.3 7.0% 23.0 2.1% 10% False True 108,095
10 1,160.0 1,083.7 76.3 7.0% 19.5 1.8% 10% False True 84,043
20 1,160.7 1,083.7 77.0 7.1% 20.0 1.8% 10% False True 102,396
40 1,202.4 1,083.7 118.7 10.9% 16.5 1.5% 6% False True 51,849
60 1,202.4 1,083.7 118.7 10.9% 14.8 1.3% 6% False True 34,627
80 1,202.4 1,065.5 136.9 12.5% 13.3 1.2% 19% False False 25,975
100 1,202.4 1,065.5 136.9 12.5% 10.8 1.0% 19% False False 20,780
120 1,247.2 1,065.5 181.7 16.7% 8.8 0.8% 14% False False 17,316
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 2.4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,217.0
2.618 1,175.5
1.618 1,150.3
1.000 1,134.5
0.618 1,124.8
HIGH 1,109.0
0.618 1,099.5
0.500 1,096.5
0.382 1,093.5
LOW 1,083.8
0.618 1,068.0
1.000 1,058.3
1.618 1,042.5
2.618 1,017.3
4.250 975.8
Fisher Pivots for day following 06-Jan-2016
Pivot 1 day 3 day
R1 1,096.5 1,110.3
PP 1,094.8 1,103.8
S1 1,093.0 1,097.5

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

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