ICE Russell 2000 Mini Future December 2016


Trading Metrics calculated at close of trading on 04-Nov-2016
Day Change Summary
Previous Current
03-Nov-2016 04-Nov-2016 Change Change % Previous Week
Open 1,158.4 1,155.1 -3.3 -0.3% 1,184.0
High 1,166.3 1,172.9 6.6 0.6% 1,195.7
Low 1,152.6 1,151.9 -0.7 -0.1% 1,151.9
Close 1,154.4 1,161.3 6.9 0.6% 1,161.3
Range 13.7 21.0 7.3 53.3% 43.8
ATR 17.2 17.5 0.3 1.6% 0.0
Volume 87,338 114,780 27,442 31.4% 483,788
Daily Pivots for day following 04-Nov-2016
Classic Woodie Camarilla DeMark
R4 1,225.0 1,214.3 1,172.8
R3 1,204.0 1,193.3 1,167.0
R2 1,183.0 1,183.0 1,165.3
R1 1,172.3 1,172.3 1,163.3 1,177.5
PP 1,162.0 1,162.0 1,162.0 1,164.8
S1 1,151.3 1,151.3 1,159.5 1,156.5
S2 1,141.0 1,141.0 1,157.5
S3 1,120.0 1,130.3 1,155.5
S4 1,099.0 1,109.3 1,149.8
Weekly Pivots for week ending 04-Nov-2016
Classic Woodie Camarilla DeMark
R4 1,301.0 1,275.0 1,185.5
R3 1,257.3 1,231.3 1,173.3
R2 1,213.5 1,213.5 1,169.3
R1 1,187.3 1,187.3 1,165.3 1,178.5
PP 1,169.8 1,169.8 1,169.8 1,165.3
S1 1,143.5 1,143.5 1,157.3 1,134.8
S2 1,125.8 1,125.8 1,153.3
S3 1,082.0 1,099.8 1,149.3
S4 1,038.3 1,056.0 1,137.3
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 1,151.9 43.8 3.8% 19.0 1.6% 21% False True 96,757
10 1,231.3 1,151.9 79.4 6.8% 18.3 1.6% 12% False True 88,949
20 1,253.1 1,151.9 101.2 8.7% 17.3 1.5% 9% False True 83,325
40 1,261.3 1,151.9 109.4 9.4% 18.0 1.6% 9% False True 91,640
60 1,261.3 1,151.9 109.4 9.4% 16.0 1.4% 9% False True 65,411
80 1,261.3 1,151.9 109.4 9.4% 13.3 1.1% 9% False True 49,060
100 1,261.3 1,074.6 186.7 16.1% 12.5 1.1% 46% False False 39,248
120 1,261.3 1,074.6 186.7 16.1% 11.0 0.9% 46% False False 32,715
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.2
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,262.3
2.618 1,228.0
1.618 1,207.0
1.000 1,194.0
0.618 1,186.0
HIGH 1,173.0
0.618 1,165.0
0.500 1,162.5
0.382 1,160.0
LOW 1,152.0
0.618 1,139.0
1.000 1,131.0
1.618 1,118.0
2.618 1,097.0
4.250 1,062.8
Fisher Pivots for day following 04-Nov-2016
Pivot 1 day 3 day
R1 1,162.5 1,163.3
PP 1,162.0 1,162.5
S1 1,161.8 1,162.0

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

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