ICE Russell 2000 Mini Future December 2016


Trading Metrics calculated at close of trading on 21-Nov-2016
Day Change Summary
Previous Current
18-Nov-2016 21-Nov-2016 Change Change % Previous Week
Open 1,309.0 1,315.7 6.7 0.5% 1,282.7
High 1,316.6 1,325.9 9.3 0.7% 1,316.6
Low 1,305.8 1,311.7 5.9 0.5% 1,281.3
Close 1,315.7 1,321.9 6.2 0.5% 1,315.7
Range 10.8 14.2 3.4 31.5% 35.3
ATR 22.7 22.1 -0.6 -2.7% 0.0
Volume 87,717 99,958 12,241 14.0% 561,779
Daily Pivots for day following 21-Nov-2016
Classic Woodie Camarilla DeMark
R4 1,362.5 1,356.3 1,329.8
R3 1,348.3 1,342.3 1,325.8
R2 1,334.0 1,334.0 1,324.5
R1 1,328.0 1,328.0 1,323.3 1,331.0
PP 1,319.8 1,319.8 1,319.8 1,321.3
S1 1,313.8 1,313.8 1,320.5 1,316.8
S2 1,305.8 1,305.8 1,319.3
S3 1,291.5 1,299.5 1,318.0
S4 1,277.3 1,285.3 1,314.0
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 1,325.9 1,288.4 37.5 2.8% 13.0 1.0% 89% True False 98,282
10 1,325.9 1,123.6 202.3 15.3% 28.8 2.2% 98% True False 141,278
20 1,325.9 1,123.6 202.3 15.3% 23.5 1.8% 98% True False 116,596
40 1,325.9 1,123.6 202.3 15.3% 20.3 1.5% 98% True False 98,589
60 1,325.9 1,123.6 202.3 15.3% 19.5 1.5% 98% True False 90,569
80 1,325.9 1,123.6 202.3 15.3% 16.5 1.2% 98% True False 67,932
100 1,325.9 1,123.6 202.3 15.3% 14.0 1.1% 98% True False 54,346
120 1,325.9 1,074.6 251.3 19.0% 13.3 1.0% 98% True False 45,296
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 6.7
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,386.3
2.618 1,363.0
1.618 1,349.0
1.000 1,340.0
0.618 1,334.8
HIGH 1,326.0
0.618 1,320.5
0.500 1,318.8
0.382 1,317.0
LOW 1,311.8
0.618 1,303.0
1.000 1,297.5
1.618 1,288.8
2.618 1,274.5
4.250 1,251.3
Fisher Pivots for day following 21-Nov-2016
Pivot 1 day 3 day
R1 1,320.8 1,319.3
PP 1,319.8 1,316.5
S1 1,318.8 1,314.0

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

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