ICE Russell 2000 Mini Future December 2016


Trading Metrics calculated at close of trading on 03-Nov-2016
Day Change Summary
Previous Current
02-Nov-2016 03-Nov-2016 Change Change % Previous Week
Open 1,172.1 1,158.4 -13.7 -1.2% 1,216.9
High 1,174.4 1,166.3 -8.1 -0.7% 1,231.3
Low 1,155.0 1,152.6 -2.4 -0.2% 1,178.2
Close 1,158.4 1,154.4 -4.0 -0.3% 1,185.9
Range 19.4 13.7 -5.7 -29.4% 53.1
ATR 17.5 17.2 -0.3 -1.6% 0.0
Volume 103,179 87,338 -15,841 -15.4% 405,704
Daily Pivots for day following 03-Nov-2016
Classic Woodie Camarilla DeMark
R4 1,198.8 1,190.3 1,162.0
R3 1,185.3 1,176.8 1,158.3
R2 1,171.5 1,171.5 1,157.0
R1 1,163.0 1,163.0 1,155.8 1,160.3
PP 1,157.8 1,157.8 1,157.8 1,156.5
S1 1,149.3 1,149.3 1,153.3 1,146.8
S2 1,144.0 1,144.0 1,152.0
S3 1,130.3 1,135.5 1,150.8
S4 1,116.8 1,121.8 1,146.8
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 1,195.7 1,152.6 43.1 3.7% 18.3 1.6% 4% False True 95,884
10 1,231.3 1,152.6 78.7 6.8% 17.5 1.5% 2% False True 84,618
20 1,253.1 1,152.6 100.5 8.7% 17.3 1.5% 2% False True 82,523
40 1,261.3 1,152.6 108.7 9.4% 18.8 1.6% 2% False True 92,794
60 1,261.3 1,152.6 108.7 9.4% 15.8 1.4% 2% False True 63,498
80 1,261.3 1,152.6 108.7 9.4% 13.0 1.1% 2% False True 47,625
100 1,261.3 1,074.6 186.7 16.2% 12.3 1.1% 43% False False 38,101
120 1,261.3 1,074.6 186.7 16.2% 10.8 0.9% 43% False False 31,758
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.9
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,224.5
2.618 1,202.3
1.618 1,188.5
1.000 1,180.0
0.618 1,174.8
HIGH 1,166.3
0.618 1,161.0
0.500 1,159.5
0.382 1,157.8
LOW 1,152.5
0.618 1,144.3
1.000 1,139.0
1.618 1,130.5
2.618 1,116.8
4.250 1,094.5
Fisher Pivots for day following 03-Nov-2016
Pivot 1 day 3 day
R1 1,159.5 1,174.3
PP 1,157.8 1,167.5
S1 1,156.0 1,161.0

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

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