ICE Russell 2000 Mini Future December 2016


Trading Metrics calculated at close of trading on 19-Sep-2016
Day Change Summary
Previous Current
16-Sep-2016 19-Sep-2016 Change Change % Previous Week
Open 1,219.0 1,219.3 0.3 0.0% 1,207.7
High 1,221.5 1,237.6 16.1 1.3% 1,232.6
Low 1,212.3 1,219.1 6.8 0.6% 1,198.6
Close 1,220.7 1,229.5 8.8 0.7% 1,220.7
Range 9.2 18.5 9.3 101.1% 34.0
ATR 15.9 16.1 0.2 1.2% 0.0
Volume 84,516 83,058 -1,458 -1.7% 744,087
Daily Pivots for day following 19-Sep-2016
Classic Woodie Camarilla DeMark
R4 1,284.3 1,275.3 1,239.8
R3 1,265.8 1,256.8 1,234.5
R2 1,247.3 1,247.3 1,233.0
R1 1,238.3 1,238.3 1,231.3 1,242.8
PP 1,228.8 1,228.8 1,228.8 1,231.0
S1 1,219.8 1,219.8 1,227.8 1,224.3
S2 1,210.3 1,210.3 1,226.0
S3 1,191.8 1,201.3 1,224.5
S4 1,173.3 1,182.8 1,219.3
Weekly Pivots for week ending 16-Sep-2016
Classic Woodie Camarilla DeMark
R4 1,319.3 1,304.0 1,239.5
R3 1,285.3 1,270.0 1,230.0
R2 1,251.3 1,251.3 1,227.0
R1 1,236.0 1,236.0 1,223.8 1,243.8
PP 1,217.3 1,217.3 1,217.3 1,221.0
S1 1,202.0 1,202.0 1,217.5 1,209.8
S2 1,183.3 1,183.3 1,214.5
S3 1,149.3 1,168.0 1,211.3
S4 1,115.3 1,134.0 1,202.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,237.6 1,200.1 37.5 3.1% 18.8 1.5% 78% True False 123,970
10 1,259.1 1,198.6 60.5 4.9% 20.3 1.6% 51% False False 108,138
20 1,259.1 1,198.6 60.5 4.9% 16.3 1.3% 51% False False 54,308
40 1,259.1 1,192.2 66.9 5.4% 11.3 0.9% 56% False False 27,158
60 1,259.1 1,074.6 184.5 15.0% 9.3 0.8% 84% False False 18,106
80 1,259.1 1,074.6 184.5 15.0% 8.8 0.7% 84% False False 13,592
100 1,259.1 1,074.6 184.5 15.0% 7.0 0.6% 84% False False 10,873
120 1,259.1 1,074.6 184.5 15.0% 6.0 0.5% 84% False False 9,061
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 3.4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,316.3
2.618 1,286.0
1.618 1,267.5
1.000 1,256.0
0.618 1,249.0
HIGH 1,237.5
0.618 1,230.5
0.500 1,228.3
0.382 1,226.3
LOW 1,219.0
0.618 1,207.8
1.000 1,200.5
1.618 1,189.3
2.618 1,170.8
4.250 1,140.5
Fisher Pivots for day following 19-Sep-2016
Pivot 1 day 3 day
R1 1,229.0 1,226.0
PP 1,228.8 1,222.8
S1 1,228.3 1,219.3

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

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