ICE Russell 2000 Mini Future December 2016


Trading Metrics calculated at close of trading on 18-Nov-2016
Day Change Summary
Previous Current
17-Nov-2016 18-Nov-2016 Change Change % Previous Week
Open 1,302.2 1,309.0 6.8 0.5% 1,282.7
High 1,314.0 1,316.6 2.6 0.2% 1,316.6
Low 1,302.0 1,305.8 3.8 0.3% 1,281.3
Close 1,309.6 1,315.7 6.1 0.5% 1,315.7
Range 12.0 10.8 -1.2 -10.0% 35.3
ATR 23.7 22.7 -0.9 -3.9% 0.0
Volume 104,833 87,717 -17,116 -16.3% 561,779
Daily Pivots for day following 18-Nov-2016
Classic Woodie Camarilla DeMark
R4 1,345.0 1,341.3 1,321.8
R3 1,334.3 1,330.5 1,318.8
R2 1,323.5 1,323.5 1,317.8
R1 1,319.5 1,319.5 1,316.8 1,321.5
PP 1,312.8 1,312.8 1,312.8 1,313.8
S1 1,308.8 1,308.8 1,314.8 1,310.8
S2 1,302.0 1,302.0 1,313.8
S3 1,291.0 1,298.0 1,312.8
S4 1,280.3 1,287.3 1,309.8
Weekly Pivots for week ending 18-Nov-2016
Classic Woodie Camarilla DeMark
R4 1,410.5 1,398.3 1,335.0
R3 1,375.3 1,363.0 1,325.5
R2 1,339.8 1,339.8 1,322.3
R1 1,327.8 1,327.8 1,319.0 1,333.8
PP 1,304.5 1,304.5 1,304.5 1,307.5
S1 1,292.5 1,292.5 1,312.5 1,298.5
S2 1,269.3 1,269.3 1,309.3
S3 1,234.0 1,257.3 1,306.0
S4 1,198.8 1,221.8 1,296.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,316.6 1,281.3 35.3 2.7% 15.5 1.2% 97% True False 112,355
10 1,316.6 1,123.6 193.0 14.7% 29.0 2.2% 100% True False 140,985
20 1,316.6 1,123.6 193.0 14.7% 23.5 1.8% 100% True False 114,967
40 1,316.6 1,123.6 193.0 14.7% 20.3 1.5% 100% True False 98,027
60 1,316.6 1,123.6 193.0 14.7% 19.5 1.5% 100% True False 88,906
80 1,316.6 1,123.6 193.0 14.7% 16.5 1.2% 100% True False 66,682
100 1,316.6 1,123.6 193.0 14.7% 14.0 1.1% 100% True False 53,346
120 1,316.6 1,074.6 242.0 18.4% 13.0 1.0% 100% True False 44,464
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.3
Narrowest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 1,362.5
2.618 1,344.8
1.618 1,334.0
1.000 1,327.5
0.618 1,323.3
HIGH 1,316.5
0.618 1,312.5
0.500 1,311.3
0.382 1,310.0
LOW 1,305.8
0.618 1,299.3
1.000 1,295.0
1.618 1,288.3
2.618 1,277.5
4.250 1,260.0
Fisher Pivots for day following 18-Nov-2016
Pivot 1 day 3 day
R1 1,314.3 1,312.3
PP 1,312.8 1,308.5
S1 1,311.3 1,305.0

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

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