ICE Russell 2000 Mini Future March 2016

Trading Metrics calculated at close of trading on 01-Feb-2016

Day Change Summary
	Previous	Current
	29-Jan-2016	01-Feb-2016	Change	Change %	Previous Week
Open	997.7	1,030.5	32.8	3.3%	1,014.7
High	1,035.8	1,034.9	-0.9	-0.1%	1,035.8
Low	995.8	1,016.3	20.5	2.1%	983.3
Close	1,031.4	1,026.3	-5.1	-0.5%	1,031.4
Range	40.0	18.6	-21.4	-53.5%	52.5
ATR	29.0	28.3	-0.7	-2.6%	0.0
Volume	132,694	114,330	-18,364	-13.8%	640,702

Daily Pivots for day following 01-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,081.8	1,072.5	1,036.5
R3	1,063.0	1,054.0	1,031.5
R2	1,044.5	1,044.5	1,029.8
R1	1,035.3	1,035.3	1,028.0	1,030.5
PP	1,025.8	1,025.8	1,025.8	1,023.5
S1	1,016.8	1,016.8	1,024.5	1,012.0
S2	1,007.3	1,007.3	1,023.0
S3	988.8	998.3	1,021.3
S4	970.0	979.5	1,016.0

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%	27.3	2.7%	82%	False	False	129,554
10	1,035.8	953.7	82.1	8.0%	31.5	3.1%	88%	False	False	143,356
20	1,136.6	953.7	182.9	17.8%	32.3	3.2%	40%	False	False	151,842
40	1,194.0	953.7	240.3	23.4%	26.0	2.5%	30%	False	False	117,496
60	1,202.4	953.7	248.7	24.2%	21.0	2.0%	29%	False	False	78,705
80	1,202.4	953.7	248.7	24.2%	18.5	1.8%	29%	False	False	59,054
100	1,202.4	953.7	248.7	24.2%	16.3	1.6%	29%	False	False	47,246
120	1,213.2	953.7	259.5	25.3%	13.5	1.3%	28%	False	False	39,372

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	7.8
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,114.0
2.618	1,083.5
1.618	1,065.0
1.000	1,053.5
0.618	1,046.5
HIGH	1,035.0
0.618	1,027.8
0.500	1,025.5
0.382	1,023.5
LOW	1,016.3
0.618	1,004.8
1.000	997.8
1.618	986.3
2.618	967.5
4.250	937.3

Fisher Pivots for day following 01-Feb-2016
Pivot	1 day	3 day
R1	1,026.0	1,022.8
PP	1,025.8	1,019.3
S1	1,025.5	1,015.8

Download as Excel Spreadsheet

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

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