ICE Russell 2000 Mini Future March 2016

Trading Metrics calculated at close of trading on 14-Jan-2016

Day Change Summary
	Previous	Current
	13-Jan-2016	14-Jan-2016	Change	Change %	Previous Week
Open	1,041.0	1,009.2	-31.8	-3.1%	1,132.0
High	1,047.7	1,030.9	-16.8	-1.6%	1,136.6
Low	999.7	995.4	-4.3	-0.4%	1,039.8
Close	1,006.9	1,020.5	13.6	1.4%	1,041.2
Range	48.0	35.5	-12.5	-26.0%	96.8
ATR	24.0	24.9	0.8	3.4%	0.0
Volume	191,176	185,124	-6,052	-3.2%	722,957

Daily Pivots for day following 14-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,122.0	1,106.8	1,040.0
R3	1,086.5	1,071.3	1,030.3
R2	1,051.0	1,051.0	1,027.0
R1	1,035.8	1,035.8	1,023.8	1,043.5
PP	1,015.5	1,015.5	1,015.5	1,019.5
S1	1,000.3	1,000.3	1,017.3	1,008.0
S2	980.0	980.0	1,014.0
S3	944.5	964.8	1,010.8
S4	909.0	929.3	1,001.0

Weekly Pivots for week ending 08-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,363.0	1,298.8	1,094.5
R3	1,266.3	1,202.0	1,067.8
R2	1,169.3	1,169.3	1,059.0
R1	1,105.3	1,105.3	1,050.0	1,089.0
PP	1,072.5	1,072.5	1,072.5	1,064.3
S1	1,008.5	1,008.5	1,032.3	992.0
S2	975.8	975.8	1,023.5
S3	879.0	911.8	1,014.5
S4	782.3	814.8	988.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,074.5	995.4	79.1	7.8%	34.8	3.4%	32%	False	True	170,985
10	1,144.7	995.4	149.3	14.6%	30.8	3.0%	17%	False	True	150,316
20	1,160.0	995.4	164.6	16.1%	23.8	2.3%	15%	False	True	117,069
40	1,202.4	995.4	207.0	20.3%	20.0	2.0%	12%	False	True	77,239
60	1,202.4	995.4	207.0	20.3%	17.3	1.7%	12%	False	True	51,655
80	1,202.4	995.4	207.0	20.3%	15.8	1.6%	12%	False	True	38,747
100	1,202.4	995.4	207.0	20.3%	12.8	1.2%	12%	False	True	30,998
120	1,226.1	995.4	230.7	22.6%	10.5	1.0%	11%	False	True	25,831

Crabel Price Patterns
NR	True
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	6.6
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,181.8
2.618	1,123.8
1.618	1,088.3
1.000	1,066.5
0.618	1,052.8
HIGH	1,031.0
0.618	1,017.3
0.500	1,013.3
0.382	1,009.0
LOW	995.5
0.618	973.5
1.000	960.0
1.618	938.0
2.618	902.5
4.250	844.5

Fisher Pivots for day following 14-Jan-2016
Pivot	1 day	3 day
R1	1,018.0	1,024.5
PP	1,015.5	1,023.3
S1	1,013.3	1,021.8

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols