ICE Russell 2000 Mini Future March 2016

Trading Metrics calculated at close of trading on 02-Feb-2016

Day Change Summary
	Previous	Current
	01-Feb-2016	02-Feb-2016	Change	Change %	Previous Week
Open	1,030.5	1,023.0	-7.5	-0.7%	1,014.7
High	1,034.9	1,024.9	-10.0	-1.0%	1,035.8
Low	1,016.3	1,001.5	-14.8	-1.5%	983.3
Close	1,026.3	1,007.4	-18.9	-1.8%	1,031.4
Range	18.6	23.4	4.8	25.8%	52.5
ATR	28.3	28.0	-0.2	-0.9%	0.0
Volume	114,330	118,467	4,137	3.6%	640,702

Daily Pivots for day following 02-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,081.5	1,067.8	1,020.3
R3	1,058.0	1,044.5	1,013.8
R2	1,034.8	1,034.8	1,011.8
R1	1,021.0	1,021.0	1,009.5	1,016.3
PP	1,011.3	1,011.3	1,011.3	1,008.8
S1	997.8	997.8	1,005.3	992.8
S2	987.8	987.8	1,003.0
S3	964.5	974.3	1,001.0
S4	941.0	950.8	994.5

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	994.0	41.8	4.1%	25.0	2.5%	32%	False	False	130,636
10	1,035.8	953.7	82.1	8.1%	29.8	2.9%	65%	False	False	140,198
20	1,111.8	953.7	158.1	15.7%	31.5	3.1%	34%	False	False	150,248
40	1,182.0	953.7	228.3	22.7%	25.8	2.6%	24%	False	False	120,449
60	1,202.4	953.7	248.7	24.7%	21.3	2.1%	22%	False	False	80,655
80	1,202.4	953.7	248.7	24.7%	18.5	1.8%	22%	False	False	60,534
100	1,202.4	953.7	248.7	24.7%	16.5	1.6%	22%	False	False	48,431
120	1,213.2	953.7	259.5	25.8%	13.8	1.4%	21%	False	False	40,359

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	6.8
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,124.3
2.618	1,086.3
1.618	1,062.8
1.000	1,048.3
0.618	1,039.3
HIGH	1,025.0
0.618	1,016.0
0.500	1,013.3
0.382	1,010.5
LOW	1,001.5
0.618	987.0
1.000	978.0
1.618	963.8
2.618	940.3
4.250	902.0

Fisher Pivots for day following 02-Feb-2016
Pivot	1 day	3 day
R1	1,013.3	1,015.8
PP	1,011.3	1,013.0
S1	1,009.3	1,010.3

Download as Excel Spreadsheet

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

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