ICE Russell 2000 Mini Future December 2016


Trading Metrics calculated at close of trading on 26-Sep-2016
Day Change Summary
Previous Current
23-Sep-2016 26-Sep-2016 Change Change % Previous Week
Open 1,259.1 1,248.4 -10.7 -0.8% 1,219.3
High 1,261.3 1,251.4 -9.9 -0.8% 1,261.3
Low 1,248.9 1,236.3 -12.6 -1.0% 1,218.0
Close 1,250.3 1,236.8 -13.5 -1.1% 1,250.3
Range 12.4 15.1 2.7 21.8% 43.3
ATR 16.5 16.4 -0.1 -0.6% 0.0
Volume 64,142 77,445 13,303 20.7% 410,294
Daily Pivots for day following 26-Sep-2016
Classic Woodie Camarilla DeMark
R4 1,286.8 1,277.0 1,245.0
R3 1,271.8 1,261.8 1,241.0
R2 1,256.5 1,256.5 1,239.5
R1 1,246.8 1,246.8 1,238.3 1,244.0
PP 1,241.5 1,241.5 1,241.5 1,240.3
S1 1,231.5 1,231.5 1,235.5 1,229.0
S2 1,226.5 1,226.5 1,234.0
S3 1,211.3 1,216.5 1,232.8
S4 1,196.3 1,201.5 1,228.5
Weekly Pivots for week ending 23-Sep-2016
Classic Woodie Camarilla DeMark
R4 1,373.0 1,355.0 1,274.0
R3 1,329.8 1,311.8 1,262.3
R2 1,286.5 1,286.5 1,258.3
R1 1,268.5 1,268.5 1,254.3 1,277.5
PP 1,243.3 1,243.3 1,243.3 1,247.8
S1 1,225.0 1,225.0 1,246.3 1,234.3
S2 1,200.0 1,200.0 1,242.3
S3 1,156.5 1,181.8 1,238.5
S4 1,113.3 1,138.5 1,226.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,261.3 1,218.0 43.3 3.5% 17.3 1.4% 43% False False 80,936
10 1,261.3 1,200.1 61.2 4.9% 18.0 1.5% 60% False False 102,453
20 1,261.3 1,198.6 62.7 5.1% 17.8 1.4% 61% False False 74,528
40 1,261.3 1,192.2 69.1 5.6% 12.8 1.0% 65% False False 37,274
60 1,261.3 1,130.4 130.9 10.6% 10.0 0.8% 81% False False 24,850
80 1,261.3 1,074.6 186.7 15.1% 9.8 0.8% 87% False False 18,650
100 1,261.3 1,074.6 186.7 15.1% 8.0 0.6% 87% False False 14,920
120 1,261.3 1,074.6 186.7 15.1% 6.8 0.5% 87% False False 12,433
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 3.1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,315.5
2.618 1,291.0
1.618 1,275.8
1.000 1,266.5
0.618 1,260.8
HIGH 1,251.5
0.618 1,245.8
0.500 1,243.8
0.382 1,242.0
LOW 1,236.3
0.618 1,227.0
1.000 1,221.3
1.618 1,211.8
2.618 1,196.8
4.250 1,172.0
Fisher Pivots for day following 26-Sep-2016
Pivot 1 day 3 day
R1 1,243.8 1,248.8
PP 1,241.5 1,244.8
S1 1,239.3 1,240.8

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

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