ICE Russell 2000 Mini Future March 2016

Trading Metrics calculated at close of trading on 29-Jan-2016

Day Change Summary
	Previous	Current
	28-Jan-2016	29-Jan-2016	Change	Change %	Previous Week
Open	998.3	997.7	-0.6	-0.1%	1,014.7
High	1,013.1	1,035.8	22.7	2.2%	1,035.8
Low	995.8	995.8	0.0	0.0%	983.3
Close	997.2	1,031.4	34.2	3.4%	1,031.4
Range	17.3	40.0	22.7	131.2%	52.5
ATR	28.2	29.0	0.8	3.0%	0.0
Volume	146,527	132,694	-13,833	-9.4%	640,702

Daily Pivots for day following 29-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,141.0	1,126.3	1,053.5
R3	1,101.0	1,086.3	1,042.5
R2	1,061.0	1,061.0	1,038.8
R1	1,046.3	1,046.3	1,035.0	1,053.5
PP	1,021.0	1,021.0	1,021.0	1,024.8
S1	1,006.3	1,006.3	1,027.8	1,013.5
S2	981.0	981.0	1,024.0
S3	941.0	966.3	1,020.5
S4	901.0	926.3	1,009.5

Weekly Pivots for week ending 29-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,174.3	1,155.3	1,060.3
R3	1,121.8	1,102.8	1,045.8
R2	1,069.3	1,069.3	1,041.0
R1	1,050.3	1,050.3	1,036.3	1,059.8
PP	1,016.8	1,016.8	1,016.8	1,021.5
S1	997.8	997.8	1,026.5	1,007.3
S2	964.3	964.3	1,021.8
S3	911.8	945.3	1,017.0
S4	859.3	892.8	1,002.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,035.8	983.3	52.5	5.1%	28.8	2.8%	92%	True	False	128,140
10	1,035.8	953.7	82.1	8.0%	34.0	3.3%	95%	True	False	151,053
20	1,144.7	953.7	191.0	18.5%	32.3	3.1%	41%	False	False	150,685
40	1,200.0	953.7	246.3	23.9%	26.0	2.5%	32%	False	False	114,643
60	1,202.4	953.7	248.7	24.1%	20.8	2.0%	31%	False	False	76,804
80	1,202.4	953.7	248.7	24.1%	18.5	1.8%	31%	False	False	57,625
100	1,202.4	953.7	248.7	24.1%	16.3	1.6%	31%	False	False	46,103
120	1,213.2	953.7	259.5	25.2%	13.5	1.3%	30%	False	False	38,419

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	7.4
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1,205.8
2.618	1,140.5
1.618	1,100.5
1.000	1,075.8
0.618	1,060.5
HIGH	1,035.8
0.618	1,020.5
0.500	1,015.8
0.382	1,011.0
LOW	995.8
0.618	971.0
1.000	955.8
1.618	931.0
2.618	891.0
4.250	825.8

Fisher Pivots for day following 29-Jan-2016
Pivot	1 day	3 day
R1	1,026.3	1,026.0
PP	1,021.0	1,020.5
S1	1,015.8	1,015.0

Download as Excel Spreadsheet

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

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