ICE Russell 2000 Mini Future March 2016

Trading Metrics calculated at close of trading on 07-Mar-2016

Day Change Summary
	Previous	Current
	04-Mar-2016	07-Mar-2016	Change	Change %	Previous Week
Open	1,073.4	1,080.4	7.0	0.7%	1,033.3
High	1,087.5	1,095.3	7.8	0.7%	1,087.5
Low	1,070.8	1,074.9	4.1	0.4%	1,026.1
Close	1,080.4	1,093.9	13.5	1.2%	1,080.4
Range	16.7	20.4	3.7	22.2%	61.4
ATR	21.2	21.1	-0.1	-0.3%	0.0
Volume	105,575	89,947	-15,628	-14.8%	466,413

Daily Pivots for day following 07-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,149.3	1,142.0	1,105.0
R3	1,128.8	1,121.5	1,099.5
R2	1,108.5	1,108.5	1,097.8
R1	1,101.3	1,101.3	1,095.8	1,104.8
PP	1,088.0	1,088.0	1,088.0	1,089.8
S1	1,080.8	1,080.8	1,092.0	1,084.5
S2	1,067.8	1,067.8	1,090.3
S3	1,047.3	1,060.3	1,088.3
S4	1,026.8	1,040.0	1,082.8

Weekly Pivots for week ending 04-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,248.8	1,226.0	1,114.3
R3	1,187.5	1,164.8	1,097.3
R2	1,126.0	1,126.0	1,091.8
R1	1,103.3	1,103.3	1,086.0	1,114.8
PP	1,064.8	1,064.8	1,064.8	1,070.5
S1	1,041.8	1,041.8	1,074.8	1,053.3
S2	1,003.3	1,003.3	1,069.3
S3	941.8	980.5	1,063.5
S4	880.5	919.0	1,046.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,095.3	1,028.6	66.7	6.1%	18.3	1.7%	98%	True	False	93,274
10	1,095.3	993.2	102.1	9.3%	16.5	1.5%	99%	True	False	92,381
20	1,095.3	936.2	159.1	14.5%	19.8	1.8%	99%	True	False	110,455
40	1,095.3	936.2	159.1	14.5%	26.0	2.4%	99%	True	False	131,390
60	1,160.7	936.2	224.5	20.5%	24.3	2.2%	70%	False	False	124,439
80	1,202.4	936.2	266.2	24.3%	21.5	2.0%	59%	False	False	93,705
100	1,202.4	936.2	266.2	24.3%	19.3	1.8%	59%	False	False	75,000
120	1,202.4	936.2	266.2	24.3%	17.8	1.6%	59%	False	False	62,504

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	4.4
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1,182.0
2.618	1,148.8
1.618	1,128.3
1.000	1,115.8
0.618	1,108.0
HIGH	1,095.3
0.618	1,087.5
0.500	1,085.0
0.382	1,082.8
LOW	1,075.0
0.618	1,062.3
1.000	1,054.5
1.618	1,042.0
2.618	1,021.5
4.250	988.3

Fisher Pivots for day following 07-Mar-2016
Pivot	1 day	3 day
R1	1,091.0	1,089.0
PP	1,088.0	1,084.3
S1	1,085.0	1,079.3

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols