ICE Russell 2000 Mini Future March 2016

Trading Metrics calculated at close of trading on 22-Feb-2016

Day Change Summary
	Previous	Current
	19-Feb-2016	22-Feb-2016	Change	Change %	Previous Week
Open	1,003.3	1,006.9	3.6	0.4%	984.8
High	1,009.5	1,024.0	14.5	1.4%	1,016.6
Low	994.7	1,005.3	10.6	1.1%	975.7
Close	1,008.5	1,017.0	8.5	0.8%	1,008.5
Range	14.8	18.7	3.9	26.4%	40.9
ATR	26.1	25.5	-0.5	-2.0%	0.0
Volume	84,004	82,325	-1,679	-2.0%	404,044

Daily Pivots for day following 22-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,071.5	1,063.0	1,027.3
R3	1,052.8	1,044.3	1,022.3
R2	1,034.3	1,034.3	1,020.5
R1	1,025.5	1,025.5	1,018.8	1,029.8
PP	1,015.5	1,015.5	1,015.5	1,017.5
S1	1,006.8	1,006.8	1,015.3	1,011.3
S2	996.8	996.8	1,013.5
S3	978.0	988.3	1,011.8
S4	959.3	969.5	1,006.8

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	1,024.0	975.7	48.3	4.7%	19.8	1.9%	86%	True	False	97,273
10	1,024.0	936.2	87.8	8.6%	23.0	2.3%	92%	True	False	128,528
20	1,035.8	936.2	99.6	9.8%	25.3	2.5%	81%	False	False	130,351
40	1,160.0	936.2	223.8	22.0%	27.0	2.7%	36%	False	False	131,518
60	1,202.4	936.2	266.2	26.2%	24.0	2.4%	30%	False	False	109,307
80	1,202.4	936.2	266.2	26.2%	21.0	2.1%	30%	False	False	82,194
100	1,202.4	936.2	266.2	26.2%	19.3	1.9%	30%	False	False	65,765
120	1,202.4	936.2	266.2	26.2%	16.5	1.6%	30%	False	False	54,805

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	True
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	1,103.5
2.618	1,073.0
1.618	1,054.3
1.000	1,042.8
0.618	1,035.5
HIGH	1,024.0
0.618	1,016.8
0.500	1,014.8
0.382	1,012.5
LOW	1,005.3
0.618	993.8
1.000	986.5
1.618	975.0
2.618	956.3
4.250	925.8

Fisher Pivots for day following 22-Feb-2016
Pivot	1 day	3 day
R1	1,016.3	1,014.5
PP	1,015.5	1,012.0
S1	1,014.8	1,009.3

Download as Excel Spreadsheet

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

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