ICE Russell 2000 Mini Future March 2016

Trading Metrics calculated at close of trading on 11-Mar-2016

Day Change Summary
	Previous	Current
	10-Mar-2016	11-Mar-2016	Change	Change %	Previous Week
Open	1,073.2	1,063.4	-9.8	-0.9%	1,080.4
High	1,084.6	1,087.8	3.2	0.3%	1,095.3
Low	1,052.1	1,062.6	10.5	1.0%	1,052.1
Close	1,063.1	1,086.8	23.7	2.2%	1,086.8
Range	32.5	25.2	-7.3	-22.5%	43.2
ATR	21.7	22.0	0.2	1.1%	0.0
Volume	185,332	128,082	-57,250	-30.9%	614,996

Daily Pivots for day following 11-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,154.8	1,146.0	1,100.8
R3	1,129.5	1,120.8	1,093.8
R2	1,104.3	1,104.3	1,091.5
R1	1,095.5	1,095.5	1,089.0	1,100.0
PP	1,079.0	1,079.0	1,079.0	1,081.3
S1	1,070.3	1,070.3	1,084.5	1,074.8
S2	1,053.8	1,053.8	1,082.3
S3	1,028.8	1,045.3	1,079.8
S4	1,003.5	1,020.0	1,073.0

Weekly Pivots for week ending 11-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,207.8	1,190.5	1,110.5
R3	1,164.5	1,147.3	1,098.8
R2	1,121.3	1,121.3	1,094.8
R1	1,104.0	1,104.0	1,090.8	1,112.8
PP	1,078.0	1,078.0	1,078.0	1,082.5
S1	1,060.8	1,060.8	1,082.8	1,069.5
S2	1,034.8	1,034.8	1,079.0
S3	991.8	1,017.8	1,075.0
S4	948.5	974.5	1,063.0

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	1,052.1	43.2	4.0%	23.5	2.2%	80%	False	False	122,999
10	1,095.3	1,026.1	69.2	6.4%	20.8	1.9%	88%	False	False	108,140
20	1,095.3	949.6	145.7	13.4%	19.0	1.8%	94%	False	False	103,137
40	1,095.3	936.2	159.1	14.6%	25.0	2.3%	95%	False	False	127,771
60	1,160.0	936.2	223.8	20.6%	24.3	2.2%	67%	False	False	124,346
80	1,202.4	936.2	266.2	24.5%	22.3	2.0%	57%	False	False	100,191
100	1,202.4	936.2	266.2	24.5%	20.0	1.8%	57%	False	False	80,250
120	1,202.4	936.2	266.2	24.5%	18.5	1.7%	57%	False	False	66,879

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	True
Bear Hook	False
Bull Hook	False
Stretch	3.9
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,195.0
2.618	1,153.8
1.618	1,128.5
1.000	1,113.0
0.618	1,103.3
HIGH	1,087.8
0.618	1,078.3
0.500	1,075.3
0.382	1,072.3
LOW	1,062.5
0.618	1,047.0
1.000	1,037.5
1.618	1,021.8
2.618	996.8
4.250	955.5

Fisher Pivots for day following 11-Mar-2016
Pivot	1 day	3 day
R1	1,083.0	1,081.3
PP	1,079.0	1,075.5
S1	1,075.3	1,070.0

Download as Excel Spreadsheet

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

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