ICE Russell 2000 Mini Future December 2016


Trading Metrics calculated at close of trading on 05-Oct-2016
Day Change Summary
Previous Current
04-Oct-2016 05-Oct-2016 Change Change % Previous Week
Open 1,244.5 1,236.4 -8.1 -0.7% 1,248.4
High 1,248.7 1,252.3 3.6 0.3% 1,255.0
Low 1,231.3 1,235.1 3.8 0.3% 1,227.5
Close 1,237.3 1,245.2 7.9 0.6% 1,248.3
Range 17.4 17.2 -0.2 -1.1% 27.5
ATR 17.2 17.2 0.0 0.0% 0.0
Volume 101,916 77,920 -23,996 -23.5% 426,960
Daily Pivots for day following 05-Oct-2016
Classic Woodie Camarilla DeMark
R4 1,295.8 1,287.8 1,254.8
R3 1,278.5 1,270.5 1,250.0
R2 1,261.5 1,261.5 1,248.3
R1 1,253.3 1,253.3 1,246.8 1,257.3
PP 1,244.3 1,244.3 1,244.3 1,246.3
S1 1,236.0 1,236.0 1,243.5 1,240.3
S2 1,227.0 1,227.0 1,242.0
S3 1,209.8 1,219.0 1,240.5
S4 1,192.5 1,201.8 1,235.8
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% 19.5 1.6% 64% False False 89,309
10 1,261.3 1,227.5 33.8 2.7% 17.8 1.4% 52% False False 83,347
20 1,261.3 1,198.6 62.7 5.0% 20.0 1.6% 74% False False 103,548
40 1,261.3 1,198.6 62.7 5.0% 14.5 1.2% 74% False False 52,275
60 1,261.3 1,188.9 72.4 5.8% 11.5 0.9% 78% False False 34,852
80 1,261.3 1,074.6 186.7 15.0% 11.0 0.9% 91% False False 26,140
100 1,261.3 1,074.6 186.7 15.0% 9.3 0.7% 91% False False 20,921
120 1,261.3 1,074.6 186.7 15.0% 7.8 0.6% 91% False False 17,434
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 3.3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,325.5
2.618 1,297.3
1.618 1,280.3
1.000 1,269.5
0.618 1,263.0
HIGH 1,252.3
0.618 1,245.8
0.500 1,243.8
0.382 1,241.8
LOW 1,235.0
0.618 1,224.5
1.000 1,218.0
1.618 1,207.3
2.618 1,190.0
4.250 1,162.0
Fisher Pivots for day following 05-Oct-2016
Pivot 1 day 3 day
R1 1,244.8 1,244.0
PP 1,244.3 1,243.0
S1 1,243.8 1,241.8

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

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