ICE Russell 2000 Mini Future March 2016

Trading Metrics calculated at close of trading on 25-Feb-2016

Day Change Summary
	Previous	Current
	24-Feb-2016	25-Feb-2016	Change	Change %	Previous Week
Open	1,008.4	1,024.0	15.6	1.5%	984.8
High	1,023.3	1,030.5	7.2	0.7%	1,016.6
Low	993.2	1,016.5	23.3	2.3%	975.7
Close	1,022.0	1,030.3	8.3	0.8%	1,008.5
Range	30.1	14.0	-16.1	-53.5%	40.9
ATR	24.9	24.1	-0.8	-3.1%	0.0
Volume	121,188	76,987	-44,201	-36.5%	404,044

Daily Pivots for day following 25-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,067.8	1,063.0	1,038.0
R3	1,053.8	1,049.0	1,034.3
R2	1,039.8	1,039.8	1,032.8
R1	1,035.0	1,035.0	1,031.5	1,037.5
PP	1,025.8	1,025.8	1,025.8	1,027.0
S1	1,021.0	1,021.0	1,029.0	1,023.5
S2	1,011.8	1,011.8	1,027.8
S3	997.8	1,007.0	1,026.5
S4	983.8	993.0	1,022.5

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	1,030.5	993.2	37.3	3.6%	17.8	1.7%	99%	True	False	90,002
10	1,030.5	936.2	94.3	9.2%	19.8	1.9%	100%	True	False	108,817
20	1,035.8	936.2	99.6	9.7%	23.8	2.3%	94%	False	False	126,461
40	1,160.0	936.2	223.8	21.7%	27.5	2.7%	42%	False	False	134,601
60	1,202.4	936.2	266.2	25.8%	24.5	2.4%	35%	False	False	114,025
80	1,202.4	936.2	266.2	25.8%	21.0	2.0%	35%	False	False	85,739
100	1,202.4	936.2	266.2	25.8%	19.0	1.9%	35%	False	False	68,600
120	1,202.4	936.2	266.2	25.8%	17.0	1.6%	35%	False	False	57,169

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	6.7
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,090.0
2.618	1,067.3
1.618	1,053.3
1.000	1,044.5
0.618	1,039.3
HIGH	1,030.5
0.618	1,025.3
0.500	1,023.5
0.382	1,021.8
LOW	1,016.5
0.618	1,007.8
1.000	1,002.5
1.618	993.8
2.618	979.8
4.250	957.0

Fisher Pivots for day following 25-Feb-2016
Pivot	1 day	3 day
R1	1,028.0	1,024.3
PP	1,025.8	1,018.0
S1	1,023.5	1,011.8

Download as Excel Spreadsheet

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

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