ICE Russell 2000 Mini Future December 2016


Trading Metrics calculated at close of trading on 06-Oct-2016
Day Change Summary
Previous Current
05-Oct-2016 06-Oct-2016 Change Change % Previous Week
Open 1,236.4 1,244.1 7.7 0.6% 1,248.4
High 1,252.3 1,246.0 -6.3 -0.5% 1,255.0
Low 1,235.1 1,233.0 -2.1 -0.2% 1,227.5
Close 1,245.2 1,244.6 -0.6 0.0% 1,248.3
Range 17.2 13.0 -4.2 -24.4% 27.5
ATR 17.2 16.9 -0.3 -1.7% 0.0
Volume 77,920 68,443 -9,477 -12.2% 426,960
Daily Pivots for day following 06-Oct-2016
Classic Woodie Camarilla DeMark
R4 1,280.3 1,275.5 1,251.8
R3 1,267.3 1,262.5 1,248.3
R2 1,254.3 1,254.3 1,247.0
R1 1,249.5 1,249.5 1,245.8 1,251.8
PP 1,241.3 1,241.3 1,241.3 1,242.5
S1 1,236.5 1,236.5 1,243.5 1,238.8
S2 1,228.3 1,228.3 1,242.3
S3 1,215.3 1,223.5 1,241.0
S4 1,202.3 1,210.5 1,237.5
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 1,253.5 1,227.5 26.0 2.1% 17.5 1.4% 66% False False 83,863
10 1,261.3 1,227.5 33.8 2.7% 17.0 1.4% 51% False False 81,012
20 1,261.3 1,198.6 62.7 5.0% 20.0 1.6% 73% False False 103,065
40 1,261.3 1,198.6 62.7 5.0% 14.8 1.2% 73% False False 53,986
60 1,261.3 1,188.9 72.4 5.8% 11.8 0.9% 77% False False 35,992
80 1,261.3 1,074.6 186.7 15.0% 11.0 0.9% 91% False False 26,995
100 1,261.3 1,074.6 186.7 15.0% 9.5 0.8% 91% False False 21,605
120 1,261.3 1,074.6 186.7 15.0% 7.8 0.6% 91% False False 18,004
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 9 trading days
Fibonacci Retracements and Extensions
4.250 1,301.3
2.618 1,280.0
1.618 1,267.0
1.000 1,259.0
0.618 1,254.0
HIGH 1,246.0
0.618 1,241.0
0.500 1,239.5
0.382 1,238.0
LOW 1,233.0
0.618 1,225.0
1.000 1,220.0
1.618 1,212.0
2.618 1,199.0
4.250 1,177.8
Fisher Pivots for day following 06-Oct-2016
Pivot 1 day 3 day
R1 1,243.0 1,243.8
PP 1,241.3 1,242.8
S1 1,239.5 1,241.8

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

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