ICE Russell 2000 Mini Future December 2016


Trading Metrics calculated at close of trading on 10-Nov-2016
Day Change Summary
Previous Current
09-Nov-2016 10-Nov-2016 Change Change % Previous Week
Open 1,200.9 1,230.1 29.2 2.4% 1,184.0
High 1,233.1 1,260.9 27.8 2.3% 1,195.7
Low 1,123.6 1,227.0 103.4 9.2% 1,151.9
Close 1,230.1 1,254.9 24.8 2.0% 1,161.3
Range 109.5 33.9 -75.6 -69.0% 43.8
ATR 25.0 25.6 0.6 2.6% 0.0
Volume 244,157 218,228 -25,929 -10.6% 483,788
Daily Pivots for day following 10-Nov-2016
Classic Woodie Camarilla DeMark
R4 1,349.3 1,336.0 1,273.5
R3 1,315.5 1,302.0 1,264.3
R2 1,281.5 1,281.5 1,261.0
R1 1,268.3 1,268.3 1,258.0 1,274.8
PP 1,247.5 1,247.5 1,247.5 1,251.0
S1 1,234.3 1,234.3 1,251.8 1,241.0
S2 1,213.8 1,213.8 1,248.8
S3 1,179.8 1,200.5 1,245.5
S4 1,146.0 1,166.5 1,236.3
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 1,260.9 1,123.6 137.3 10.9% 39.8 3.2% 96% True False 152,820
10 1,260.9 1,123.6 137.3 10.9% 29.0 2.3% 96% True False 124,352
20 1,260.9 1,123.6 137.3 10.9% 22.0 1.8% 96% True False 99,100
40 1,261.3 1,123.6 137.7 11.0% 20.0 1.6% 95% False False 91,384
60 1,261.3 1,123.6 137.7 11.0% 18.5 1.5% 95% False False 76,232
80 1,261.3 1,123.6 137.7 11.0% 15.3 1.2% 95% False False 57,176
100 1,261.3 1,074.6 186.7 14.9% 14.0 1.1% 97% False False 45,742
120 1,261.3 1,074.6 186.7 14.9% 12.3 1.0% 97% False False 38,126
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 7.2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,405.0
2.618 1,349.8
1.618 1,315.8
1.000 1,294.8
0.618 1,281.8
HIGH 1,261.0
0.618 1,248.0
0.500 1,244.0
0.382 1,240.0
LOW 1,227.0
0.618 1,206.0
1.000 1,193.0
1.618 1,172.3
2.618 1,138.3
4.250 1,083.0
Fisher Pivots for day following 10-Nov-2016
Pivot 1 day 3 day
R1 1,251.3 1,234.0
PP 1,247.5 1,213.3
S1 1,244.0 1,192.3

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

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