ICE Russell 2000 Mini Future December 2016


Trading Metrics calculated at close of trading on 01-Nov-2016
Day Change Summary
Previous Current
31-Oct-2016 01-Nov-2016 Change Change % Previous Week
Open 1,184.0 1,191.1 7.1 0.6% 1,216.9
High 1,192.0 1,195.7 3.7 0.3% 1,231.3
Low 1,179.8 1,166.8 -13.0 -1.1% 1,178.2
Close 1,189.3 1,174.1 -15.2 -1.3% 1,185.9
Range 12.2 28.9 16.7 136.9% 53.1
ATR 16.5 17.4 0.9 5.4% 0.0
Volume 70,500 107,991 37,491 53.2% 405,704
Daily Pivots for day following 01-Nov-2016
Classic Woodie Camarilla DeMark
R4 1,265.5 1,248.8 1,190.0
R3 1,236.8 1,219.8 1,182.0
R2 1,207.8 1,207.8 1,179.5
R1 1,191.0 1,191.0 1,176.8 1,185.0
PP 1,178.8 1,178.8 1,178.8 1,175.8
S1 1,162.0 1,162.0 1,171.5 1,156.0
S2 1,150.0 1,150.0 1,168.8
S3 1,121.0 1,133.3 1,166.3
S4 1,092.3 1,104.3 1,158.3
Weekly Pivots for week ending 28-Oct-2016
Classic Woodie Camarilla DeMark
R4 1,357.8 1,325.0 1,215.0
R3 1,304.8 1,271.8 1,200.5
R2 1,251.5 1,251.5 1,195.8
R1 1,218.8 1,218.8 1,190.8 1,208.5
PP 1,198.5 1,198.5 1,198.5 1,193.5
S1 1,165.8 1,165.8 1,181.0 1,155.5
S2 1,145.3 1,145.3 1,176.3
S3 1,092.3 1,112.5 1,171.3
S4 1,039.3 1,059.5 1,156.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,214.8 1,166.8 48.0 4.1% 19.5 1.7% 15% False True 91,799
10 1,231.3 1,166.8 64.5 5.5% 17.3 1.5% 11% False True 81,011
20 1,253.1 1,166.8 86.3 7.4% 17.0 1.5% 8% False True 80,315
40 1,261.3 1,166.8 94.5 8.0% 18.3 1.6% 8% False True 90,292
60 1,261.3 1,166.8 94.5 8.0% 15.3 1.3% 8% False True 60,323
80 1,261.3 1,166.8 94.5 8.0% 12.8 1.1% 8% False True 45,244
100 1,261.3 1,074.6 186.7 15.9% 12.0 1.0% 53% False False 36,196
120 1,261.3 1,074.6 186.7 15.9% 10.5 0.9% 53% False False 30,171
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.9
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 1,318.5
2.618 1,271.3
1.618 1,242.5
1.000 1,224.5
0.618 1,213.5
HIGH 1,195.8
0.618 1,184.8
0.500 1,181.3
0.382 1,177.8
LOW 1,166.8
0.618 1,149.0
1.000 1,138.0
1.618 1,120.0
2.618 1,091.3
4.250 1,044.0
Fisher Pivots for day following 01-Nov-2016
Pivot 1 day 3 day
R1 1,181.3 1,181.3
PP 1,178.8 1,178.8
S1 1,176.5 1,176.5

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

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