ICE Russell 2000 Mini Future December 2016


Trading Metrics calculated at close of trading on 05-Dec-2016
Day Change Summary
Previous Current
02-Dec-2016 05-Dec-2016 Change Change % Previous Week
Open 1,313.4 1,310.0 -3.4 -0.3% 1,346.4
High 1,319.8 1,340.8 21.0 1.6% 1,346.9
Low 1,310.0 1,307.0 -3.0 -0.2% 1,308.0
Close 1,313.4 1,339.1 25.7 2.0% 1,313.4
Range 9.8 33.8 24.0 244.9% 38.9
ATR 18.8 19.8 1.1 5.7% 0.0
Volume 74,128 111,579 37,451 50.5% 470,005
Daily Pivots for day following 05-Dec-2016
Classic Woodie Camarilla DeMark
R4 1,430.3 1,418.5 1,357.8
R3 1,396.5 1,384.8 1,348.5
R2 1,362.8 1,362.8 1,345.3
R1 1,351.0 1,351.0 1,342.3 1,356.8
PP 1,329.0 1,329.0 1,329.0 1,332.0
S1 1,317.3 1,317.3 1,336.0 1,323.0
S2 1,295.3 1,295.3 1,333.0
S3 1,261.3 1,283.3 1,329.8
S4 1,227.5 1,249.5 1,320.5
Weekly Pivots for week ending 02-Dec-2016
Classic Woodie Camarilla DeMark
R4 1,439.5 1,415.3 1,334.8
R3 1,400.5 1,376.5 1,324.0
R2 1,361.8 1,361.8 1,320.5
R1 1,337.5 1,337.5 1,317.0 1,330.3
PP 1,322.8 1,322.8 1,322.8 1,319.0
S1 1,298.8 1,298.8 1,309.8 1,291.3
S2 1,283.8 1,283.8 1,306.3
S3 1,245.0 1,259.8 1,302.8
S4 1,206.0 1,220.8 1,292.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,340.8 1,307.0 33.8 2.5% 18.5 1.4% 95% True True 97,860
10 1,348.1 1,307.0 41.1 3.1% 16.3 1.2% 78% False True 91,372
20 1,348.1 1,123.6 224.5 16.8% 22.5 1.7% 96% False False 116,178
40 1,348.1 1,123.6 224.5 16.8% 20.0 1.5% 96% False False 99,751
60 1,348.1 1,123.6 224.5 16.8% 19.5 1.5% 96% False False 99,819
80 1,348.1 1,123.6 224.5 16.8% 17.5 1.3% 96% False False 78,103
100 1,348.1 1,123.6 224.5 16.8% 15.3 1.1% 96% False False 62,483
120 1,348.1 1,074.6 273.5 20.4% 14.0 1.1% 97% False False 52,070
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.9
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 1,484.5
2.618 1,429.3
1.618 1,395.5
1.000 1,374.5
0.618 1,361.8
HIGH 1,340.8
0.618 1,328.0
0.500 1,324.0
0.382 1,320.0
LOW 1,307.0
0.618 1,286.0
1.000 1,273.3
1.618 1,252.3
2.618 1,218.5
4.250 1,163.3
Fisher Pivots for day following 05-Dec-2016
Pivot 1 day 3 day
R1 1,334.0 1,334.0
PP 1,329.0 1,329.0
S1 1,324.0 1,324.0

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

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