ICE Russell 2000 Mini Future March 2016


Trading Metrics calculated at close of trading on 02-Mar-2016
Day Change Summary
Previous Current
01-Mar-2016 02-Mar-2016 Change Change % Previous Week
Open 1,032.4 1,054.1 21.7 2.1% 1,006.9
High 1,055.1 1,065.2 10.1 1.0% 1,035.5
Low 1,028.6 1,049.9 21.3 2.1% 993.2
Close 1,054.7 1,064.4 9.7 0.9% 1,035.5
Range 26.5 15.3 -11.2 -42.3% 42.3
ATR 22.7 22.2 -0.5 -2.3% 0.0
Volume 96,707 88,787 -7,920 -8.2% 449,780
Daily Pivots for day following 02-Mar-2016
Classic Woodie Camarilla DeMark
R4 1,105.8 1,100.3 1,072.8
R3 1,090.5 1,085.0 1,068.5
R2 1,075.3 1,075.3 1,067.3
R1 1,069.8 1,069.8 1,065.8 1,072.5
PP 1,059.8 1,059.8 1,059.8 1,061.3
S1 1,054.5 1,054.5 1,063.0 1,057.3
S2 1,044.5 1,044.5 1,061.5
S3 1,029.3 1,039.3 1,060.3
S4 1,014.0 1,023.8 1,056.0
Weekly Pivots for week ending 26-Feb-2016
Classic Woodie Camarilla DeMark
R4 1,148.3 1,134.3 1,058.8
R3 1,106.0 1,092.0 1,047.3
R2 1,063.8 1,063.8 1,043.3
R1 1,049.5 1,049.5 1,039.5 1,056.8
PP 1,021.5 1,021.5 1,021.5 1,025.0
S1 1,007.3 1,007.3 1,031.5 1,014.3
S2 979.0 979.0 1,027.8
S3 936.8 965.0 1,023.8
S4 894.5 922.8 1,012.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,065.2 1,016.5 48.7 4.6% 14.8 1.4% 98% True False 87,248
10 1,065.2 993.2 72.0 6.8% 16.8 1.6% 99% True False 91,011
20 1,065.2 936.2 129.0 12.1% 21.8 2.0% 99% True False 118,823
40 1,111.8 936.2 175.6 16.5% 26.5 2.5% 73% False False 134,536
60 1,182.0 936.2 245.8 23.1% 24.5 2.3% 52% False False 119,907
80 1,202.4 936.2 266.2 25.0% 21.3 2.0% 48% False False 90,197
100 1,202.4 936.2 266.2 25.0% 19.3 1.8% 48% False False 72,192
120 1,202.4 936.2 266.2 25.0% 17.5 1.6% 48% False False 60,163
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 5.1
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,130.3
2.618 1,105.3
1.618 1,090.0
1.000 1,080.5
0.618 1,074.8
HIGH 1,065.3
0.618 1,059.3
0.500 1,057.5
0.382 1,055.8
LOW 1,050.0
0.618 1,040.5
1.000 1,034.5
1.618 1,025.3
2.618 1,009.8
4.250 985.0
Fisher Pivots for day following 02-Mar-2016
Pivot 1 day 3 day
R1 1,062.0 1,058.3
PP 1,059.8 1,052.0
S1 1,057.5 1,045.8

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

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