ICE Russell 2000 Mini Future December 2016


Trading Metrics calculated at close of trading on 09-Nov-2016
Day Change Summary
Previous Current
08-Nov-2016 09-Nov-2016 Change Change % Previous Week
Open 1,189.7 1,200.9 11.2 0.9% 1,184.0
High 1,198.9 1,233.1 34.2 2.9% 1,195.7
Low 1,181.0 1,123.6 -57.4 -4.9% 1,151.9
Close 1,192.1 1,230.1 38.0 3.2% 1,161.3
Range 17.9 109.5 91.6 511.7% 43.8
ATR 18.4 25.0 6.5 35.3% 0.0
Volume 89,919 244,157 154,238 171.5% 483,788
Daily Pivots for day following 09-Nov-2016
Classic Woodie Camarilla DeMark
R4 1,524.0 1,486.5 1,290.3
R3 1,414.5 1,377.0 1,260.3
R2 1,305.0 1,305.0 1,250.3
R1 1,267.5 1,267.5 1,240.3 1,286.3
PP 1,195.5 1,195.5 1,195.5 1,205.0
S1 1,158.0 1,158.0 1,220.0 1,176.8
S2 1,086.0 1,086.0 1,210.0
S3 976.5 1,048.5 1,200.0
S4 867.0 939.0 1,170.0
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 1,233.1 1,123.6 109.5 8.9% 35.8 2.9% 97% True True 126,642
10 1,233.1 1,123.6 109.5 8.9% 28.0 2.3% 97% True True 111,412
20 1,233.1 1,123.6 109.5 8.9% 21.3 1.7% 97% True True 92,983
40 1,261.3 1,123.6 137.7 11.2% 19.8 1.6% 77% False True 88,643
60 1,261.3 1,123.6 137.7 11.2% 18.0 1.5% 77% False True 72,595
80 1,261.3 1,123.6 137.7 11.2% 15.0 1.2% 77% False True 54,448
100 1,261.3 1,074.6 186.7 15.2% 13.8 1.1% 83% False False 43,559
120 1,261.3 1,074.6 186.7 15.2% 12.0 1.0% 83% False False 36,307
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 7.6
Widest range in 181 trading days
Fibonacci Retracements and Extensions
4.250 1,698.5
2.618 1,519.8
1.618 1,410.3
1.000 1,342.5
0.618 1,300.8
HIGH 1,233.0
0.618 1,191.3
0.500 1,178.3
0.382 1,165.5
LOW 1,123.5
0.618 1,056.0
1.000 1,014.0
1.618 946.5
2.618 837.0
4.250 658.3
Fisher Pivots for day following 09-Nov-2016
Pivot 1 day 3 day
R1 1,212.8 1,212.8
PP 1,195.5 1,195.5
S1 1,178.3 1,178.3

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

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