ICE Russell 2000 Mini Future December 2016


Trading Metrics calculated at close of trading on 10-Oct-2016
Day Change Summary
Previous Current
07-Oct-2016 10-Oct-2016 Change Change % Previous Week
Open 1,242.1 1,234.2 -7.9 -0.6% 1,246.1
High 1,248.5 1,253.1 4.6 0.4% 1,252.3
Low 1,226.9 1,232.8 5.9 0.5% 1,226.9
Close 1,231.7 1,250.1 18.4 1.5% 1,231.7
Range 21.6 20.3 -1.3 -6.0% 25.4
ATR 17.2 17.5 0.3 1.7% 0.0
Volume 98,745 59,059 -39,686 -40.2% 417,768
Daily Pivots for day following 10-Oct-2016
Classic Woodie Camarilla DeMark
R4 1,306.3 1,298.5 1,261.3
R3 1,286.0 1,278.3 1,255.8
R2 1,265.8 1,265.8 1,253.8
R1 1,257.8 1,257.8 1,252.0 1,261.8
PP 1,245.3 1,245.3 1,245.3 1,247.3
S1 1,237.5 1,237.5 1,248.3 1,241.5
S2 1,225.0 1,225.0 1,246.5
S3 1,204.8 1,217.3 1,244.5
S4 1,184.5 1,197.0 1,239.0
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 1,253.1 1,226.9 26.2 2.1% 18.0 1.4% 89% True False 81,216
10 1,255.0 1,226.9 28.1 2.2% 18.5 1.5% 83% False False 82,634
20 1,261.3 1,200.1 61.2 4.9% 18.3 1.5% 82% False False 92,543
40 1,261.3 1,198.6 62.7 5.0% 15.8 1.3% 82% False False 57,930
60 1,261.3 1,188.9 72.4 5.8% 12.3 1.0% 85% False False 38,622
80 1,261.3 1,074.6 186.7 14.9% 11.5 0.9% 94% False False 28,968
100 1,261.3 1,074.6 186.7 14.9% 9.8 0.8% 94% False False 23,184
120 1,261.3 1,074.6 186.7 14.9% 8.3 0.7% 94% False False 19,320
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 3.7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,339.5
2.618 1,306.3
1.618 1,286.0
1.000 1,273.5
0.618 1,265.8
HIGH 1,253.0
0.618 1,245.3
0.500 1,243.0
0.382 1,240.5
LOW 1,232.8
0.618 1,220.3
1.000 1,212.5
1.618 1,200.0
2.618 1,179.8
4.250 1,146.5
Fisher Pivots for day following 10-Oct-2016
Pivot 1 day 3 day
R1 1,247.8 1,246.8
PP 1,245.3 1,243.3
S1 1,243.0 1,240.0

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

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