ICE Russell 2000 Mini Future December 2016


Trading Metrics calculated at close of trading on 07-Oct-2016
Day Change Summary
Previous Current
06-Oct-2016 07-Oct-2016 Change Change % Previous Week
Open 1,244.1 1,242.1 -2.0 -0.2% 1,246.1
High 1,246.0 1,248.5 2.5 0.2% 1,252.3
Low 1,233.0 1,226.9 -6.1 -0.5% 1,226.9
Close 1,244.6 1,231.7 -12.9 -1.0% 1,231.7
Range 13.0 21.6 8.6 66.2% 25.4
ATR 16.9 17.2 0.3 2.0% 0.0
Volume 68,443 98,745 30,302 44.3% 417,768
Daily Pivots for day following 07-Oct-2016
Classic Woodie Camarilla DeMark
R4 1,300.5 1,287.8 1,243.5
R3 1,279.0 1,266.0 1,237.8
R2 1,257.3 1,257.3 1,235.8
R1 1,244.5 1,244.5 1,233.8 1,240.0
PP 1,235.8 1,235.8 1,235.8 1,233.5
S1 1,223.0 1,223.0 1,229.8 1,218.5
S2 1,214.0 1,214.0 1,227.8
S3 1,192.5 1,201.3 1,225.8
S4 1,171.0 1,179.8 1,219.8
Weekly Pivots for week ending 07-Oct-2016
Classic Woodie Camarilla DeMark
R4 1,313.3 1,297.8 1,245.8
R3 1,287.8 1,272.5 1,238.8
R2 1,262.3 1,262.3 1,236.3
R1 1,247.0 1,247.0 1,234.0 1,242.0
PP 1,237.0 1,237.0 1,237.0 1,234.5
S1 1,221.8 1,221.8 1,229.3 1,216.5
S2 1,211.5 1,211.5 1,227.0
S3 1,186.3 1,196.3 1,224.8
S4 1,160.8 1,170.8 1,217.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,252.3 1,226.9 25.4 2.1% 16.5 1.3% 19% False True 83,553
10 1,255.0 1,226.9 28.1 2.3% 18.0 1.5% 17% False True 84,472
20 1,261.3 1,198.6 62.7 5.1% 19.0 1.5% 53% False False 99,955
40 1,261.3 1,198.6 62.7 5.1% 15.3 1.2% 53% False False 56,454
60 1,261.3 1,188.9 72.4 5.9% 12.0 1.0% 59% False False 37,638
80 1,261.3 1,074.6 186.7 15.2% 11.3 0.9% 84% False False 28,229
100 1,261.3 1,074.6 186.7 15.2% 9.5 0.8% 84% False False 22,593
120 1,261.3 1,074.6 186.7 15.2% 8.0 0.7% 84% False False 18,827
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 3.9
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,340.3
2.618 1,305.0
1.618 1,283.5
1.000 1,270.0
0.618 1,261.8
HIGH 1,248.5
0.618 1,240.3
0.500 1,237.8
0.382 1,235.3
LOW 1,227.0
0.618 1,213.5
1.000 1,205.3
1.618 1,192.0
2.618 1,170.3
4.250 1,135.0
Fisher Pivots for day following 07-Oct-2016
Pivot 1 day 3 day
R1 1,237.8 1,239.5
PP 1,235.8 1,237.0
S1 1,233.8 1,234.3

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

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