ICE Russell 2000 Mini Future December 2016


Trading Metrics calculated at close of trading on 30-Sep-2016
Day Change Summary
Previous Current
29-Sep-2016 30-Sep-2016 Change Change % Previous Week
Open 1,253.4 1,234.1 -19.3 -1.5% 1,248.4
High 1,255.0 1,253.5 -1.5 -0.1% 1,255.0
Low 1,232.1 1,227.5 -4.6 -0.4% 1,227.5
Close 1,236.2 1,248.3 12.1 1.0% 1,248.3
Range 22.9 26.0 3.1 13.5% 27.5
ATR 16.8 17.5 0.7 3.9% 0.0
Volume 95,675 100,294 4,619 4.8% 426,960
Daily Pivots for day following 30-Sep-2016
Classic Woodie Camarilla DeMark
R4 1,321.0 1,310.8 1,262.5
R3 1,295.0 1,284.8 1,255.5
R2 1,269.0 1,269.0 1,253.0
R1 1,258.8 1,258.8 1,250.8 1,264.0
PP 1,243.0 1,243.0 1,243.0 1,245.8
S1 1,232.8 1,232.8 1,246.0 1,238.0
S2 1,217.0 1,217.0 1,243.5
S3 1,191.0 1,206.8 1,241.3
S4 1,165.0 1,180.8 1,234.0
Weekly Pivots for week ending 30-Sep-2016
Classic Woodie Camarilla DeMark
R4 1,326.0 1,314.8 1,263.5
R3 1,298.5 1,287.3 1,255.8
R2 1,271.0 1,271.0 1,253.3
R1 1,259.8 1,259.8 1,250.8 1,251.8
PP 1,243.5 1,243.5 1,243.5 1,239.5
S1 1,232.3 1,232.3 1,245.8 1,224.3
S2 1,216.0 1,216.0 1,243.3
S3 1,188.5 1,204.8 1,240.8
S4 1,161.0 1,177.3 1,233.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,255.0 1,227.5 27.5 2.2% 19.3 1.5% 76% False True 85,392
10 1,261.3 1,218.0 43.3 3.5% 18.5 1.5% 70% False False 83,725
20 1,261.3 1,198.6 62.7 5.0% 19.3 1.5% 79% False False 91,860
40 1,261.3 1,198.6 62.7 5.0% 14.0 1.1% 79% False False 46,011
60 1,261.3 1,150.5 110.8 8.9% 11.3 0.9% 88% False False 30,676
80 1,261.3 1,074.6 186.7 15.0% 10.5 0.8% 93% False False 23,019
100 1,261.3 1,074.6 186.7 15.0% 8.8 0.7% 93% False False 18,415
120 1,261.3 1,074.6 186.7 15.0% 7.3 0.6% 93% False False 15,346
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 13 trading days
Fibonacci Retracements and Extensions
4.250 1,364.0
2.618 1,321.5
1.618 1,295.5
1.000 1,279.5
0.618 1,269.5
HIGH 1,253.5
0.618 1,243.5
0.500 1,240.5
0.382 1,237.5
LOW 1,227.5
0.618 1,211.5
1.000 1,201.5
1.618 1,185.5
2.618 1,159.5
4.250 1,117.0
Fisher Pivots for day following 30-Sep-2016
Pivot 1 day 3 day
R1 1,245.8 1,246.0
PP 1,243.0 1,243.5
S1 1,240.5 1,241.3

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

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