ICE Russell 2000 Mini Future December 2016


Trading Metrics calculated at close of trading on 11-Oct-2016
Day Change Summary
Previous Current
10-Oct-2016 11-Oct-2016 Change Change % Previous Week
Open 1,234.2 1,250.6 16.4 1.3% 1,246.1
High 1,253.1 1,250.7 -2.4 -0.2% 1,252.3
Low 1,232.8 1,218.1 -14.7 -1.2% 1,226.9
Close 1,250.1 1,226.3 -23.8 -1.9% 1,231.7
Range 20.3 32.6 12.3 60.6% 25.4
ATR 17.5 18.6 1.1 6.1% 0.0
Volume 59,059 108,565 49,506 83.8% 417,768
Daily Pivots for day following 11-Oct-2016
Classic Woodie Camarilla DeMark
R4 1,329.5 1,310.5 1,244.3
R3 1,297.0 1,278.0 1,235.3
R2 1,264.3 1,264.3 1,232.3
R1 1,245.3 1,245.3 1,229.3 1,238.5
PP 1,231.8 1,231.8 1,231.8 1,228.3
S1 1,212.8 1,212.8 1,223.3 1,206.0
S2 1,199.0 1,199.0 1,220.3
S3 1,166.5 1,180.0 1,217.3
S4 1,134.0 1,147.5 1,208.3
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 1,218.1 35.0 2.9% 21.0 1.7% 23% False True 82,546
10 1,255.0 1,218.1 36.9 3.0% 20.3 1.6% 22% False True 85,796
20 1,261.3 1,201.1 60.2 4.9% 18.3 1.5% 42% False False 87,980
40 1,261.3 1,198.6 62.7 5.1% 16.3 1.3% 44% False False 60,644
60 1,261.3 1,188.9 72.4 5.9% 12.8 1.0% 52% False False 40,432
80 1,261.3 1,074.6 186.7 15.2% 11.8 1.0% 81% False False 30,325
100 1,261.3 1,074.6 186.7 15.2% 10.3 0.8% 81% False False 24,269
120 1,261.3 1,074.6 186.7 15.2% 8.5 0.7% 81% False False 20,224
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 3.3
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 1,389.3
2.618 1,336.0
1.618 1,303.5
1.000 1,283.3
0.618 1,270.8
HIGH 1,250.8
0.618 1,238.3
0.500 1,234.5
0.382 1,230.5
LOW 1,218.0
0.618 1,198.0
1.000 1,185.5
1.618 1,165.3
2.618 1,132.8
4.250 1,079.5
Fisher Pivots for day following 11-Oct-2016
Pivot 1 day 3 day
R1 1,234.5 1,235.5
PP 1,231.8 1,232.5
S1 1,229.0 1,229.5

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

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