ICE Russell 2000 Mini Future December 2016


Trading Metrics calculated at close of trading on 28-Nov-2016
Day Change Summary
Previous Current
25-Nov-2016 28-Nov-2016 Change Change % Previous Week
Open 1,346.1 1,346.4 0.3 0.0% 1,315.7
High 1,348.1 1,346.9 -1.2 -0.1% 1,348.1
Low 1,341.2 1,327.1 -14.1 -1.1% 1,311.7
Close 1,347.5 1,330.6 -16.9 -1.3% 1,347.5
Range 6.9 19.8 12.9 187.0% 36.4
ATR 20.1 20.2 0.0 0.1% 0.0
Volume 31,946 92,283 60,337 188.9% 332,139
Daily Pivots for day following 28-Nov-2016
Classic Woodie Camarilla DeMark
R4 1,394.3 1,382.3 1,341.5
R3 1,374.5 1,362.5 1,336.0
R2 1,354.8 1,354.8 1,334.3
R1 1,342.8 1,342.8 1,332.5 1,338.8
PP 1,334.8 1,334.8 1,334.8 1,333.0
S1 1,322.8 1,322.8 1,328.8 1,319.0
S2 1,315.0 1,315.0 1,327.0
S3 1,295.3 1,303.0 1,325.3
S4 1,275.5 1,283.3 1,319.8
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 1,311.7 36.4 2.7% 14.0 1.1% 52% False False 84,884
10 1,348.1 1,281.3 66.8 5.0% 14.8 1.1% 74% False False 98,620
20 1,348.1 1,123.6 224.5 16.9% 22.8 1.7% 92% False False 115,903
40 1,348.1 1,123.6 224.5 16.9% 19.8 1.5% 92% False False 97,963
60 1,348.1 1,123.6 224.5 16.9% 19.5 1.5% 92% False False 95,929
80 1,348.1 1,123.6 224.5 16.9% 16.8 1.3% 92% False False 71,987
100 1,348.1 1,123.6 224.5 16.9% 14.5 1.1% 92% False False 57,591
120 1,348.1 1,074.6 273.5 20.6% 13.5 1.0% 94% False False 48,000
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.1
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1,431.0
2.618 1,398.8
1.618 1,379.0
1.000 1,366.8
0.618 1,359.3
HIGH 1,347.0
0.618 1,339.3
0.500 1,337.0
0.382 1,334.8
LOW 1,327.0
0.618 1,314.8
1.000 1,307.3
1.618 1,295.0
2.618 1,275.3
4.250 1,243.0
Fisher Pivots for day following 28-Nov-2016
Pivot 1 day 3 day
R1 1,337.0 1,337.5
PP 1,334.8 1,335.3
S1 1,332.8 1,332.8

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

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