ICE Russell 2000 Mini Future December 2016


Trading Metrics calculated at close of trading on 25-Oct-2016
Day Change Summary
Previous Current
24-Oct-2016 25-Oct-2016 Change Change % Previous Week
Open 1,216.9 1,223.4 6.5 0.5% 1,209.2
High 1,231.3 1,226.8 -4.5 -0.4% 1,224.7
Low 1,216.1 1,210.7 -5.4 -0.4% 1,203.4
Close 1,223.8 1,214.1 -9.7 -0.8% 1,216.4
Range 15.2 16.1 0.9 5.9% 21.3
ATR 16.3 16.3 0.0 -0.1% 0.0
Volume 67,366 57,831 -9,535 -14.2% 358,786
Daily Pivots for day following 25-Oct-2016
Classic Woodie Camarilla DeMark
R4 1,265.5 1,256.0 1,223.0
R3 1,249.5 1,239.8 1,218.5
R2 1,233.3 1,233.3 1,217.0
R1 1,223.8 1,223.8 1,215.5 1,220.5
PP 1,217.3 1,217.3 1,217.3 1,215.5
S1 1,207.5 1,207.5 1,212.5 1,204.3
S2 1,201.0 1,201.0 1,211.3
S3 1,185.0 1,191.5 1,209.8
S4 1,169.0 1,175.5 1,205.3
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% 15.0 1.2% 33% False False 70,223
10 1,231.4 1,203.4 28.0 2.3% 14.0 1.1% 38% False False 73,458
20 1,255.0 1,203.4 51.6 4.3% 17.0 1.4% 21% False False 79,627
40 1,261.3 1,198.6 62.7 5.2% 17.5 1.4% 25% False False 79,000
60 1,261.3 1,192.2 69.1 5.7% 14.3 1.2% 32% False False 52,674
80 1,261.3 1,130.4 130.9 10.8% 11.8 1.0% 64% False False 39,506
100 1,261.3 1,074.6 186.7 15.4% 11.3 0.9% 75% False False 31,615
120 1,261.3 1,074.6 186.7 15.4% 9.5 0.8% 75% False False 26,346
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 2.9
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1,295.3
2.618 1,269.0
1.618 1,252.8
1.000 1,243.0
0.618 1,236.8
HIGH 1,226.8
0.618 1,220.8
0.500 1,218.8
0.382 1,216.8
LOW 1,210.8
0.618 1,200.8
1.000 1,194.5
1.618 1,184.8
2.618 1,168.5
4.250 1,142.3
Fisher Pivots for day following 25-Oct-2016
Pivot 1 day 3 day
R1 1,218.8 1,218.5
PP 1,217.3 1,217.0
S1 1,215.8 1,215.5

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

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