ICE Russell 2000 Mini Future March 2016

Trading Metrics calculated at close of trading on 24-Feb-2016

Day Change Summary
	Previous	Current
	23-Feb-2016	24-Feb-2016	Change	Change %	Previous Week
Open	1,014.2	1,008.4	-5.8	-0.6%	984.8
High	1,018.7	1,023.3	4.6	0.5%	1,016.6
Low	1,007.7	993.2	-14.5	-1.4%	975.7
Close	1,009.8	1,022.0	12.2	1.2%	1,008.5
Range	11.0	30.1	19.1	173.6%	40.9
ATR	24.5	24.9	0.4	1.6%	0.0
Volume	85,508	121,188	35,680	41.7%	404,044

Daily Pivots for day following 24-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,103.3	1,092.8	1,038.5
R3	1,073.0	1,062.5	1,030.3
R2	1,043.0	1,043.0	1,027.5
R1	1,032.5	1,032.5	1,024.8	1,037.8
PP	1,012.8	1,012.8	1,012.8	1,015.5
S1	1,002.3	1,002.3	1,019.3	1,007.5
S2	982.8	982.8	1,016.5
S3	952.8	972.3	1,013.8
S4	922.5	942.3	1,005.5

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	993.2	30.8	3.0%	18.5	1.8%	94%	False	True	94,775
10	1,024.0	936.2	87.8	8.6%	21.3	2.1%	98%	False	False	116,609
20	1,035.8	936.2	99.6	9.7%	24.3	2.4%	86%	False	False	129,670
40	1,160.0	936.2	223.8	21.9%	27.5	2.7%	38%	False	False	134,168
60	1,202.4	936.2	266.2	26.0%	24.5	2.4%	32%	False	False	112,743
80	1,202.4	936.2	266.2	26.0%	21.0	2.1%	32%	False	False	84,777
100	1,202.4	936.2	266.2	26.0%	19.3	1.9%	32%	False	False	67,831
120	1,202.4	936.2	266.2	26.0%	16.8	1.6%	32%	False	False	56,528

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	6.6
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	1,151.3
2.618	1,102.0
1.618	1,072.0
1.000	1,053.5
0.618	1,042.0
HIGH	1,023.3
0.618	1,011.8
0.500	1,008.3
0.382	1,004.8
LOW	993.3
0.618	974.5
1.000	963.0
1.618	944.5
2.618	914.5
4.250	865.3

Fisher Pivots for day following 24-Feb-2016
Pivot	1 day	3 day
R1	1,017.5	1,017.5
PP	1,012.8	1,013.0
S1	1,008.3	1,008.5

Download as Excel Spreadsheet

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

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