ICE Russell 2000 Mini Future March 2016

Trading Metrics calculated at close of trading on 03-Feb-2016

Day Change Summary
	Previous	Current
	02-Feb-2016	03-Feb-2016	Change	Change %	Previous Week
Open	1,023.0	1,006.1	-16.9	-1.7%	1,014.7
High	1,024.9	1,016.6	-8.3	-0.8%	1,035.8
Low	1,001.5	985.1	-16.4	-1.6%	983.3
Close	1,007.4	1,007.6	0.2	0.0%	1,031.4
Range	23.4	31.5	8.1	34.6%	52.5
ATR	28.0	28.3	0.2	0.9%	0.0
Volume	118,467	161,532	43,065	36.4%	640,702

Daily Pivots for day following 03-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,097.5	1,084.0	1,025.0
R3	1,066.0	1,052.5	1,016.3
R2	1,034.5	1,034.5	1,013.5
R1	1,021.0	1,021.0	1,010.5	1,027.8
PP	1,003.0	1,003.0	1,003.0	1,006.5
S1	989.5	989.5	1,004.8	996.3
S2	971.5	971.5	1,001.8
S3	940.0	958.0	999.0
S4	908.5	926.5	990.3

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	985.1	50.7	5.0%	26.3	2.6%	44%	False	True	134,710
10	1,035.8	983.3	52.5	5.2%	27.5	2.7%	46%	False	False	133,803
20	1,109.1	953.7	155.4	15.4%	32.5	3.2%	35%	False	False	153,031
40	1,182.0	953.7	228.3	22.7%	26.3	2.6%	24%	False	False	124,446
60	1,202.4	953.7	248.7	24.7%	21.5	2.1%	22%	False	False	83,346
80	1,202.4	953.7	248.7	24.7%	18.8	1.9%	22%	False	False	62,554
100	1,202.4	953.7	248.7	24.7%	16.8	1.7%	22%	False	False	50,046
120	1,213.2	953.7	259.5	25.8%	14.0	1.4%	21%	False	False	41,705

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	6.0
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1,150.5
2.618	1,099.0
1.618	1,067.5
1.000	1,048.0
0.618	1,036.0
HIGH	1,016.5
0.618	1,004.5
0.500	1,000.8
0.382	997.3
LOW	985.0
0.618	965.8
1.000	953.5
1.618	934.3
2.618	902.8
4.250	851.3

Fisher Pivots for day following 03-Feb-2016
Pivot	1 day	3 day
R1	1,005.3	1,010.0
PP	1,003.0	1,009.3
S1	1,000.8	1,008.5

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