ICE Russell 2000 Mini Future December 2016


Trading Metrics calculated at close of trading on 17-Nov-2016
Day Change Summary
Previous Current
16-Nov-2016 17-Nov-2016 Change Change % Previous Week
Open 1,301.9 1,302.2 0.3 0.0% 1,175.8
High 1,305.6 1,314.0 8.4 0.6% 1,283.9
Low 1,293.5 1,302.0 8.5 0.7% 1,123.6
Close 1,301.4 1,309.6 8.2 0.6% 1,282.7
Range 12.1 12.0 -0.1 -0.8% 160.3
ATR 24.5 23.7 -0.9 -3.5% 0.0
Volume 92,763 104,833 12,070 13.0% 848,072
Daily Pivots for day following 17-Nov-2016
Classic Woodie Camarilla DeMark
R4 1,344.5 1,339.0 1,316.3
R3 1,332.5 1,327.0 1,313.0
R2 1,320.5 1,320.5 1,311.8
R1 1,315.0 1,315.0 1,310.8 1,317.8
PP 1,308.5 1,308.5 1,308.5 1,310.0
S1 1,303.0 1,303.0 1,308.5 1,305.8
S2 1,296.5 1,296.5 1,307.5
S3 1,284.5 1,291.0 1,306.3
S4 1,272.5 1,279.0 1,303.0
Weekly Pivots for week ending 11-Nov-2016
Classic Woodie Camarilla DeMark
R4 1,711.0 1,657.3 1,370.8
R3 1,550.8 1,496.8 1,326.8
R2 1,390.3 1,390.3 1,312.0
R1 1,336.5 1,336.5 1,297.5 1,363.5
PP 1,230.0 1,230.0 1,230.0 1,243.5
S1 1,176.3 1,176.3 1,268.0 1,203.3
S2 1,069.8 1,069.8 1,253.3
S3 909.5 1,016.0 1,238.5
S4 749.3 855.8 1,194.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,314.0 1,250.4 63.6 4.9% 20.0 1.5% 93% True False 134,562
10 1,314.0 1,123.6 190.4 14.5% 30.0 2.3% 98% True False 143,691
20 1,314.0 1,123.6 190.4 14.5% 23.8 1.8% 98% True False 114,154
40 1,314.0 1,123.6 190.4 14.5% 20.3 1.6% 98% True False 97,437
60 1,314.0 1,123.6 190.4 14.5% 19.5 1.5% 98% True False 87,445
80 1,314.0 1,123.6 190.4 14.5% 16.3 1.2% 98% True False 65,586
100 1,314.0 1,123.6 190.4 14.5% 14.0 1.1% 98% True False 52,469
120 1,314.0 1,074.6 239.4 18.3% 13.0 1.0% 98% True False 43,733
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 6.3
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 1,365.0
2.618 1,345.5
1.618 1,333.5
1.000 1,326.0
0.618 1,321.5
HIGH 1,314.0
0.618 1,309.5
0.500 1,308.0
0.382 1,306.5
LOW 1,302.0
0.618 1,294.5
1.000 1,290.0
1.618 1,282.5
2.618 1,270.5
4.250 1,251.0
Fisher Pivots for day following 17-Nov-2016
Pivot 1 day 3 day
R1 1,309.0 1,306.8
PP 1,308.5 1,304.0
S1 1,308.0 1,301.3

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

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