ICE Russell 2000 Mini Future March 2016

Trading Metrics calculated at close of trading on 11-Feb-2016

Day Change Summary
	Previous	Current
	10-Feb-2016	11-Feb-2016	Change	Change %	Previous Week
Open	960.6	953.6	-7.0	-0.7%	1,030.5
High	983.0	958.5	-24.5	-2.5%	1,034.9
Low	955.2	936.2	-19.0	-2.0%	983.2
Close	959.5	950.7	-8.8	-0.9%	985.4
Range	27.8	22.3	-5.5	-19.8%	51.7
ATR	28.5	28.1	-0.4	-1.3%	0.0
Volume	154,900	190,611	35,711	23.1%	681,035

Daily Pivots for day following 11-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,015.3	1,005.3	963.0
R3	993.0	983.0	956.8
R2	970.8	970.8	954.8
R1	960.8	960.8	952.8	954.5
PP	948.5	948.5	948.5	945.5
S1	938.5	938.5	948.8	932.3
S2	926.3	926.3	946.5
S3	903.8	916.3	944.5
S4	881.5	893.8	938.5

Weekly Pivots for week ending 05-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,156.3	1,122.5	1,013.8
R3	1,104.5	1,070.8	999.5
R2	1,052.8	1,052.8	995.0
R1	1,019.3	1,019.3	990.3	1,010.3
PP	1,001.3	1,001.3	1,001.3	996.8
S1	967.5	967.5	980.8	958.5
S2	949.5	949.5	976.0
S3	897.8	915.8	971.3
S4	846.0	864.0	957.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,014.3	936.2	78.1	8.2%	28.3	3.0%	19%	False	True	162,677
10	1,035.8	936.2	99.6	10.5%	28.0	3.0%	15%	False	True	148,513
20	1,035.8	936.2	99.6	10.5%	30.8	3.2%	15%	False	True	152,405
40	1,160.0	936.2	223.8	23.5%	27.0	2.8%	6%	False	True	134,951
60	1,202.4	936.2	266.2	28.0%	23.3	2.4%	5%	False	True	99,209
80	1,202.4	936.2	266.2	28.0%	20.3	2.1%	5%	False	True	74,529
100	1,202.4	936.2	266.2	28.0%	18.5	1.9%	5%	False	True	59,628
120	1,202.4	936.2	266.2	28.0%	15.5	1.6%	5%	False	True	49,690

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	5.8
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,053.3
2.618	1,017.0
1.618	994.5
1.000	980.8
0.618	972.3
HIGH	958.5
0.618	950.0
0.500	947.3
0.382	944.8
LOW	936.3
0.618	922.5
1.000	914.0
1.618	900.0
2.618	877.8
4.250	841.5

Fisher Pivots for day following 11-Feb-2016
Pivot	1 day	3 day
R1	949.5	959.5
PP	948.5	956.8
S1	947.3	953.8

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