ICE Russell 2000 Mini Future December 2016


Trading Metrics calculated at close of trading on 29-Sep-2016
Day Change Summary
Previous Current
28-Sep-2016 29-Sep-2016 Change Change % Previous Week
Open 1,242.0 1,253.4 11.4 0.9% 1,219.3
High 1,253.4 1,255.0 1.6 0.1% 1,261.3
Low 1,236.1 1,232.1 -4.0 -0.3% 1,218.0
Close 1,252.7 1,236.2 -16.5 -1.3% 1,250.3
Range 17.3 22.9 5.6 32.4% 43.3
ATR 16.3 16.8 0.5 2.9% 0.0
Volume 76,602 95,675 19,073 24.9% 410,294
Daily Pivots for day following 29-Sep-2016
Classic Woodie Camarilla DeMark
R4 1,309.8 1,296.0 1,248.8
R3 1,287.0 1,273.0 1,242.5
R2 1,264.0 1,264.0 1,240.5
R1 1,250.0 1,250.0 1,238.3 1,245.5
PP 1,241.0 1,241.0 1,241.0 1,238.8
S1 1,227.3 1,227.3 1,234.0 1,222.8
S2 1,218.3 1,218.3 1,232.0
S3 1,195.3 1,204.3 1,230.0
S4 1,172.5 1,181.5 1,223.5
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 1,232.1 29.2 2.4% 16.5 1.3% 14% False True 78,161
10 1,261.3 1,212.3 49.0 4.0% 17.0 1.4% 49% False False 82,147
20 1,261.3 1,198.6 62.7 5.1% 19.0 1.5% 60% False False 86,873
40 1,261.3 1,198.6 62.7 5.1% 13.3 1.1% 60% False False 43,504
60 1,261.3 1,141.1 120.2 9.7% 10.8 0.9% 79% False False 29,004
80 1,261.3 1,074.6 186.7 15.1% 10.3 0.8% 87% False False 21,765
100 1,261.3 1,074.6 186.7 15.1% 8.5 0.7% 87% False False 17,412
120 1,261.3 1,074.6 186.7 15.1% 7.0 0.6% 87% False False 14,510
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.1
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1,352.3
2.618 1,315.0
1.618 1,292.0
1.000 1,278.0
0.618 1,269.3
HIGH 1,255.0
0.618 1,246.3
0.500 1,243.5
0.382 1,240.8
LOW 1,232.0
0.618 1,218.0
1.000 1,209.3
1.618 1,195.0
2.618 1,172.3
4.250 1,134.8
Fisher Pivots for day following 29-Sep-2016
Pivot 1 day 3 day
R1 1,243.5 1,243.5
PP 1,241.0 1,241.0
S1 1,238.8 1,238.8

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

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