ICE Russell 2000 Mini Future December 2016


Trading Metrics calculated at close of trading on 25-Nov-2016
Day Change Summary
Previous Current
23-Nov-2016 25-Nov-2016 Change Change % Previous Week
Open 1,334.9 1,346.1 11.2 0.8% 1,315.7
High 1,342.7 1,348.1 5.4 0.4% 1,348.1
Low 1,326.7 1,341.2 14.5 1.1% 1,311.7
Close 1,342.1 1,347.5 5.4 0.4% 1,347.5
Range 16.0 6.9 -9.1 -56.9% 36.4
ATR 21.2 20.1 -1.0 -4.8% 0.0
Volume 98,984 31,946 -67,038 -67.7% 332,139
Daily Pivots for day following 25-Nov-2016
Classic Woodie Camarilla DeMark
R4 1,366.3 1,363.8 1,351.3
R3 1,359.5 1,357.0 1,349.5
R2 1,352.5 1,352.5 1,348.8
R1 1,350.0 1,350.0 1,348.3 1,351.3
PP 1,345.5 1,345.5 1,345.5 1,346.3
S1 1,343.0 1,343.0 1,346.8 1,344.3
S2 1,338.8 1,338.8 1,346.3
S3 1,331.8 1,336.3 1,345.5
S4 1,325.0 1,329.3 1,343.8
Weekly Pivots for week ending 25-Nov-2016
Classic Woodie Camarilla DeMark
R4 1,445.0 1,432.8 1,367.5
R3 1,408.5 1,396.3 1,357.5
R2 1,372.3 1,372.3 1,354.3
R1 1,359.8 1,359.8 1,350.8 1,366.0
PP 1,335.8 1,335.8 1,335.8 1,338.8
S1 1,323.5 1,323.5 1,344.3 1,329.5
S2 1,299.3 1,299.3 1,340.8
S3 1,263.0 1,287.0 1,337.5
S4 1,226.5 1,250.8 1,327.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,348.1 1,305.8 42.3 3.1% 12.3 0.9% 99% True False 83,971
10 1,348.1 1,250.4 97.7 7.3% 16.3 1.2% 99% True False 109,266
20 1,348.1 1,123.6 224.5 16.7% 22.5 1.7% 100% True False 116,809
40 1,348.1 1,123.6 224.5 16.7% 19.8 1.5% 100% True False 98,163
60 1,348.1 1,123.6 224.5 16.7% 19.5 1.4% 100% True False 94,400
80 1,348.1 1,123.6 224.5 16.7% 16.5 1.2% 100% True False 70,834
100 1,348.1 1,123.6 224.5 16.7% 14.5 1.1% 100% True False 56,668
120 1,348.1 1,074.6 273.5 20.3% 13.3 1.0% 100% True False 47,231
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 3.5
Narrowest range in 67 trading days
Fibonacci Retracements and Extensions
4.250 1,377.5
2.618 1,366.3
1.618 1,359.3
1.000 1,355.0
0.618 1,352.3
HIGH 1,348.0
0.618 1,345.5
0.500 1,344.8
0.382 1,343.8
LOW 1,341.3
0.618 1,337.0
1.000 1,334.3
1.618 1,330.0
2.618 1,323.3
4.250 1,312.0
Fisher Pivots for day following 25-Nov-2016
Pivot 1 day 3 day
R1 1,346.5 1,343.5
PP 1,345.5 1,339.3
S1 1,344.8 1,335.3

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

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