ICE Russell 2000 Mini Future March 2016

Trading Metrics calculated at close of trading on 07-Jan-2016

Day Change Summary
	Previous	Current
	06-Jan-2016	07-Jan-2016	Change	Change %	Previous Week
Open	1,108.6	1,090.6	-18.0	-1.6%	1,145.5
High	1,109.1	1,092.8	-16.3	-1.5%	1,160.0
Low	1,083.7	1,056.8	-26.9	-2.5%	1,128.1
Close	1,091.2	1,057.8	-33.4	-3.1%	1,131.5
Range	25.4	36.0	10.6	41.7%	31.9
ATR	19.0	20.3	1.2	6.4%	0.0
Volume	133,949	166,878	32,929	24.6%	271,185

Daily Pivots for day following 07-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,177.3	1,153.5	1,077.5
R3	1,141.3	1,117.5	1,067.8
R2	1,105.3	1,105.3	1,064.5
R1	1,081.5	1,081.5	1,061.0	1,075.3
PP	1,069.3	1,069.3	1,069.3	1,066.0
S1	1,045.5	1,045.5	1,054.5	1,039.3
S2	1,033.3	1,033.3	1,051.3
S3	997.3	1,009.5	1,048.0
S4	961.3	973.5	1,038.0

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	1,144.7	1,056.8	87.9	8.3%	26.5	2.5%	1%	False	True	129,647
10	1,160.0	1,056.8	103.2	9.8%	21.0	2.0%	1%	False	True	92,895
20	1,160.7	1,056.8	103.9	9.8%	21.0	2.0%	1%	False	True	110,538
40	1,202.4	1,056.8	145.6	13.8%	17.3	1.6%	1%	False	True	56,021
60	1,202.4	1,056.8	145.6	13.8%	15.0	1.4%	1%	False	True	37,408
80	1,202.4	1,056.8	145.6	13.8%	13.8	1.3%	1%	False	True	28,061
100	1,202.4	1,056.8	145.6	13.8%	11.0	1.0%	1%	False	True	22,448
120	1,247.2	1,056.8	190.4	18.0%	9.3	0.9%	1%	False	True	18,707

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	1.9
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1,245.8
2.618	1,187.0
1.618	1,151.0
1.000	1,128.8
0.618	1,115.0
HIGH	1,092.8
0.618	1,079.0
0.500	1,074.8
0.382	1,070.5
LOW	1,056.8
0.618	1,034.5
1.000	1,020.8
1.618	998.5
2.618	962.5
4.250	903.8

Fisher Pivots for day following 07-Jan-2016
Pivot	1 day	3 day
R1	1,074.8	1,084.3
PP	1,069.3	1,075.5
S1	1,063.5	1,066.8

Download as Excel Spreadsheet

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

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