ICE Russell 2000 Mini Future December 2016


Trading Metrics calculated at close of trading on 27-Sep-2016
Day Change Summary
Previous Current
26-Sep-2016 27-Sep-2016 Change Change % Previous Week
Open 1,248.4 1,236.9 -11.5 -0.9% 1,219.3
High 1,251.4 1,247.7 -3.7 -0.3% 1,261.3
Low 1,236.3 1,232.7 -3.6 -0.3% 1,218.0
Close 1,236.8 1,244.0 7.2 0.6% 1,250.3
Range 15.1 15.0 -0.1 -0.7% 43.3
ATR 16.4 16.3 -0.1 -0.6% 0.0
Volume 77,445 76,944 -501 -0.6% 410,294
Daily Pivots for day following 27-Sep-2016
Classic Woodie Camarilla DeMark
R4 1,286.5 1,280.3 1,252.3
R3 1,271.5 1,265.3 1,248.0
R2 1,256.5 1,256.5 1,246.8
R1 1,250.3 1,250.3 1,245.5 1,253.3
PP 1,241.5 1,241.5 1,241.5 1,243.0
S1 1,235.3 1,235.3 1,242.5 1,238.3
S2 1,226.5 1,226.5 1,241.3
S3 1,211.5 1,220.3 1,240.0
S4 1,196.5 1,205.3 1,235.8
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% 17.5 1.4% 60% False False 82,142
10 1,261.3 1,201.1 60.2 4.8% 16.3 1.3% 71% False False 90,165
20 1,261.3 1,198.6 62.7 5.0% 18.0 1.4% 72% False False 78,373
40 1,261.3 1,192.2 69.1 5.6% 13.0 1.0% 75% False False 39,198
60 1,261.3 1,130.4 130.9 10.5% 10.3 0.8% 87% False False 26,133
80 1,261.3 1,074.6 186.7 15.0% 9.8 0.8% 91% False False 19,612
100 1,261.3 1,074.6 186.7 15.0% 8.3 0.7% 91% False False 15,690
120 1,261.3 1,074.6 186.7 15.0% 6.8 0.5% 91% False False 13,075
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 3.5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,311.5
2.618 1,287.0
1.618 1,272.0
1.000 1,262.8
0.618 1,257.0
HIGH 1,247.8
0.618 1,242.0
0.500 1,240.3
0.382 1,238.5
LOW 1,232.8
0.618 1,223.5
1.000 1,217.8
1.618 1,208.5
2.618 1,193.5
4.250 1,169.0
Fisher Pivots for day following 27-Sep-2016
Pivot 1 day 3 day
R1 1,242.8 1,247.0
PP 1,241.5 1,246.0
S1 1,240.3 1,245.0

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

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