ICE Russell 2000 Mini Future March 2016

Trading Metrics calculated at close of trading on 19-Feb-2016

Day Change Summary
	Previous	Current
	18-Feb-2016	19-Feb-2016	Change	Change %	Previous Week
Open	1,009.1	1,003.3	-5.8	-0.6%	984.8
High	1,016.6	1,009.5	-7.1	-0.7%	1,016.6
Low	999.0	994.7	-4.3	-0.4%	975.7
Close	1,004.4	1,008.5	4.1	0.4%	1,008.5
Range	17.6	14.8	-2.8	-15.9%	40.9
ATR	26.9	26.1	-0.9	-3.2%	0.0
Volume	100,851	84,004	-16,847	-16.7%	404,044

Daily Pivots for day following 19-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,048.8	1,043.3	1,016.8
R3	1,033.8	1,028.5	1,012.5
R2	1,019.0	1,019.0	1,011.3
R1	1,013.8	1,013.8	1,009.8	1,016.5
PP	1,004.3	1,004.3	1,004.3	1,005.5
S1	999.0	999.0	1,007.3	1,001.5
S2	989.5	989.5	1,005.8
S3	974.8	984.3	1,004.5
S4	959.8	969.3	1,000.3

Weekly Pivots for week ending 19-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,123.0	1,106.8	1,031.0
R3	1,082.0	1,065.8	1,019.8
R2	1,041.3	1,041.3	1,016.0
R1	1,024.8	1,024.8	1,012.3	1,033.0
PP	1,000.3	1,000.3	1,000.3	1,004.3
S1	984.0	984.0	1,004.8	992.0
S2	959.3	959.3	1,001.0
S3	918.5	943.0	997.3
S4	877.5	902.3	986.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,016.6	949.6	67.0	6.6%	20.3	2.0%	88%	False	False	106,312
10	1,016.6	936.2	80.4	8.0%	24.3	2.4%	90%	False	False	134,494
20	1,035.8	936.2	99.6	9.9%	25.8	2.6%	73%	False	False	132,795
40	1,160.0	936.2	223.8	22.2%	27.3	2.7%	32%	False	False	131,419
60	1,202.4	936.2	266.2	26.4%	24.0	2.4%	27%	False	False	107,938
80	1,202.4	936.2	266.2	26.4%	20.8	2.1%	27%	False	False	81,165
100	1,202.4	936.2	266.2	26.4%	19.3	1.9%	27%	False	False	64,943
120	1,202.4	936.2	266.2	26.4%	16.3	1.6%	27%	False	False	54,119

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	6.5
Narrowest range in 31 trading days

Fibonacci Retracements and Extensions
4.250	1,072.5
2.618	1,048.3
1.618	1,033.5
1.000	1,024.3
0.618	1,018.8
HIGH	1,009.5
0.618	1,003.8
0.500	1,002.0
0.382	1,000.3
LOW	994.8
0.618	985.5
1.000	980.0
1.618	970.8
2.618	956.0
4.250	931.8

Fisher Pivots for day following 19-Feb-2016
Pivot	1 day	3 day
R1	1,006.3	1,006.3
PP	1,004.3	1,003.8
S1	1,002.0	1,001.5

Download as Excel Spreadsheet

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

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