ICE Russell 2000 Mini Future December 2016


Trading Metrics calculated at close of trading on 28-Sep-2016
Day Change Summary
Previous Current
27-Sep-2016 28-Sep-2016 Change Change % Previous Week
Open 1,236.9 1,242.0 5.1 0.4% 1,219.3
High 1,247.7 1,253.4 5.7 0.5% 1,261.3
Low 1,232.7 1,236.1 3.4 0.3% 1,218.0
Close 1,244.0 1,252.7 8.7 0.7% 1,250.3
Range 15.0 17.3 2.3 15.3% 43.3
ATR 16.3 16.3 0.1 0.5% 0.0
Volume 76,944 76,602 -342 -0.4% 410,294
Daily Pivots for day following 28-Sep-2016
Classic Woodie Camarilla DeMark
R4 1,299.3 1,293.3 1,262.3
R3 1,282.0 1,276.0 1,257.5
R2 1,264.8 1,264.8 1,255.8
R1 1,258.8 1,258.8 1,254.3 1,261.8
PP 1,247.5 1,247.5 1,247.5 1,249.0
S1 1,241.5 1,241.5 1,251.0 1,244.5
S2 1,230.0 1,230.0 1,249.5
S3 1,212.8 1,224.0 1,248.0
S4 1,195.5 1,206.8 1,243.3
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 1,232.7 28.6 2.3% 16.0 1.3% 70% False False 77,385
10 1,261.3 1,201.1 60.2 4.8% 17.0 1.3% 86% False False 83,441
20 1,261.3 1,198.6 62.7 5.0% 18.5 1.5% 86% False False 82,170
40 1,261.3 1,198.0 63.3 5.1% 13.0 1.0% 86% False False 41,112
60 1,261.3 1,139.3 122.0 9.7% 10.5 0.8% 93% False False 27,409
80 1,261.3 1,074.6 186.7 14.9% 10.0 0.8% 95% False False 20,569
100 1,261.3 1,074.6 186.7 14.9% 8.3 0.7% 95% False False 16,456
120 1,261.3 1,074.6 186.7 14.9% 7.0 0.6% 95% False False 13,713
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 3.6
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,327.0
2.618 1,298.8
1.618 1,281.5
1.000 1,270.8
0.618 1,264.0
HIGH 1,253.5
0.618 1,246.8
0.500 1,244.8
0.382 1,242.8
LOW 1,236.0
0.618 1,225.5
1.000 1,218.8
1.618 1,208.0
2.618 1,190.8
4.250 1,162.5
Fisher Pivots for day following 28-Sep-2016
Pivot 1 day 3 day
R1 1,250.0 1,249.5
PP 1,247.5 1,246.3
S1 1,244.8 1,243.0

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

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