ICE Russell 2000 Mini Future December 2016


Trading Metrics calculated at close of trading on 24-Oct-2016
Day Change Summary
Previous Current
21-Oct-2016 24-Oct-2016 Change Change % Previous Week
Open 1,218.1 1,216.9 -1.2 -0.1% 1,209.2
High 1,218.9 1,231.3 12.4 1.0% 1,224.7
Low 1,205.6 1,216.1 10.5 0.9% 1,203.4
Close 1,216.4 1,223.8 7.4 0.6% 1,216.4
Range 13.3 15.2 1.9 14.3% 21.3
ATR 16.4 16.3 -0.1 -0.5% 0.0
Volume 71,471 67,366 -4,105 -5.7% 358,786
Daily Pivots for day following 24-Oct-2016
Classic Woodie Camarilla DeMark
R4 1,269.3 1,261.8 1,232.3
R3 1,254.3 1,246.5 1,228.0
R2 1,239.0 1,239.0 1,226.5
R1 1,231.3 1,231.3 1,225.3 1,235.3
PP 1,223.8 1,223.8 1,223.8 1,225.5
S1 1,216.3 1,216.3 1,222.5 1,220.0
S2 1,208.5 1,208.5 1,221.0
S3 1,193.3 1,201.0 1,219.5
S4 1,178.3 1,185.8 1,215.5
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 1,231.3 1,205.6 25.7 2.1% 13.8 1.1% 71% True False 71,165
10 1,250.7 1,203.4 47.3 3.9% 15.5 1.3% 43% False False 78,531
20 1,255.0 1,203.4 51.6 4.2% 17.0 1.4% 40% False False 80,583
40 1,261.3 1,198.6 62.7 5.1% 17.5 1.4% 40% False False 77,555
60 1,261.3 1,192.2 69.1 5.6% 14.3 1.2% 46% False False 51,710
80 1,261.3 1,130.4 130.9 10.7% 11.8 1.0% 71% False False 38,783
100 1,261.3 1,074.6 186.7 15.3% 11.3 0.9% 80% False False 31,037
120 1,261.3 1,074.6 186.7 15.3% 9.5 0.8% 80% False False 25,864
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.6
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1,296.0
2.618 1,271.0
1.618 1,256.0
1.000 1,246.5
0.618 1,240.8
HIGH 1,231.3
0.618 1,225.5
0.500 1,223.8
0.382 1,222.0
LOW 1,216.0
0.618 1,206.8
1.000 1,201.0
1.618 1,191.5
2.618 1,176.3
4.250 1,151.5
Fisher Pivots for day following 24-Oct-2016
Pivot 1 day 3 day
R1 1,223.8 1,222.0
PP 1,223.8 1,220.3
S1 1,223.8 1,218.5

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

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