ICE Russell 2000 Mini Future December 2016


Trading Metrics calculated at close of trading on 21-Oct-2016
Day Change Summary
Previous Current
20-Oct-2016 21-Oct-2016 Change Change % Previous Week
Open 1,219.3 1,218.1 -1.2 -0.1% 1,209.2
High 1,223.6 1,218.9 -4.7 -0.4% 1,224.7
Low 1,208.8 1,205.6 -3.2 -0.3% 1,203.4
Close 1,218.7 1,216.4 -2.3 -0.2% 1,216.4
Range 14.8 13.3 -1.5 -10.1% 21.3
ATR 16.6 16.4 -0.2 -1.4% 0.0
Volume 78,458 71,471 -6,987 -8.9% 358,786
Daily Pivots for day following 21-Oct-2016
Classic Woodie Camarilla DeMark
R4 1,253.5 1,248.3 1,223.8
R3 1,240.3 1,235.0 1,220.0
R2 1,227.0 1,227.0 1,218.8
R1 1,221.8 1,221.8 1,217.5 1,217.8
PP 1,213.8 1,213.8 1,213.8 1,211.5
S1 1,208.3 1,208.3 1,215.3 1,204.3
S2 1,200.3 1,200.3 1,214.0
S3 1,187.0 1,195.0 1,212.8
S4 1,173.8 1,181.8 1,209.0
Weekly Pivots for week ending 21-Oct-2016
Classic Woodie Camarilla DeMark
R4 1,278.8 1,268.8 1,228.0
R3 1,257.5 1,247.5 1,222.3
R2 1,236.3 1,236.3 1,220.3
R1 1,226.3 1,226.3 1,218.3 1,231.3
PP 1,214.8 1,214.8 1,214.8 1,217.3
S1 1,205.0 1,205.0 1,214.5 1,210.0
S2 1,193.5 1,193.5 1,212.5
S3 1,172.3 1,183.8 1,210.5
S4 1,151.0 1,162.3 1,204.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,224.7 1,203.4 21.3 1.8% 12.8 1.1% 61% False False 71,757
10 1,253.1 1,203.4 49.7 4.1% 16.0 1.3% 26% False False 77,701
20 1,255.0 1,203.4 51.6 4.2% 17.0 1.4% 25% False False 81,087
40 1,261.3 1,198.6 62.7 5.2% 17.5 1.4% 28% False False 75,875
60 1,261.3 1,192.2 69.1 5.7% 14.0 1.2% 35% False False 50,588
80 1,261.3 1,130.4 130.9 10.8% 11.5 1.0% 66% False False 37,941
100 1,261.3 1,074.6 186.7 15.3% 11.0 0.9% 76% False False 30,363
120 1,261.3 1,074.6 186.7 15.3% 9.3 0.8% 76% False False 25,302
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.6
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,275.5
2.618 1,253.8
1.618 1,240.5
1.000 1,232.3
0.618 1,227.0
HIGH 1,219.0
0.618 1,213.8
0.500 1,212.3
0.382 1,210.8
LOW 1,205.5
0.618 1,197.5
1.000 1,192.3
1.618 1,184.0
2.618 1,170.8
4.250 1,149.0
Fisher Pivots for day following 21-Oct-2016
Pivot 1 day 3 day
R1 1,215.0 1,216.0
PP 1,213.8 1,215.5
S1 1,212.3 1,215.3

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

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