ICE Russell 2000 Mini Future December 2016


Trading Metrics calculated at close of trading on 15-Dec-2016
Day Change Summary
Previous Current
14-Dec-2016 15-Dec-2016 Change Change % Previous Week
Open 1,373.0 1,360.2 -12.8 -0.9% 1,310.0
High 1,379.0 1,376.7 -2.3 -0.2% 1,393.9
Low 1,353.2 1,354.8 1.6 0.1% 1,307.0
Close 1,358.2 1,369.7 11.5 0.8% 1,387.9
Range 25.8 21.9 -3.9 -15.1% 86.9
ATR 20.6 20.7 0.1 0.4% 0.0
Volume 151,337 72,109 -79,228 -52.4% 881,925
Daily Pivots for day following 15-Dec-2016
Classic Woodie Camarilla DeMark
R4 1,432.8 1,423.3 1,381.8
R3 1,410.8 1,401.3 1,375.8
R2 1,389.0 1,389.0 1,373.8
R1 1,379.3 1,379.3 1,371.8 1,384.3
PP 1,367.0 1,367.0 1,367.0 1,369.5
S1 1,357.5 1,357.5 1,367.8 1,362.3
S2 1,345.3 1,345.3 1,365.8
S3 1,323.3 1,335.5 1,363.8
S4 1,301.3 1,313.8 1,357.8
Weekly Pivots for week ending 09-Dec-2016
Classic Woodie Camarilla DeMark
R4 1,623.8 1,592.8 1,435.8
R3 1,536.8 1,505.8 1,411.8
R2 1,449.8 1,449.8 1,403.8
R1 1,418.8 1,418.8 1,395.8 1,434.3
PP 1,363.0 1,363.0 1,363.0 1,370.8
S1 1,332.0 1,332.0 1,380.0 1,347.5
S2 1,276.0 1,276.0 1,372.0
S3 1,189.3 1,245.0 1,364.0
S4 1,102.3 1,158.3 1,340.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,396.8 1,353.2 43.6 3.2% 20.5 1.5% 38% False False 156,401
10 1,396.8 1,307.0 89.8 6.6% 21.8 1.6% 70% False False 156,700
20 1,396.8 1,302.0 94.8 6.9% 18.0 1.3% 71% False False 124,378
40 1,396.8 1,123.6 273.2 19.9% 21.0 1.5% 90% False False 118,607
60 1,396.8 1,123.6 273.2 19.9% 19.8 1.4% 90% False False 106,200
80 1,396.8 1,123.6 273.2 19.9% 19.3 1.4% 90% False False 95,368
100 1,396.8 1,123.6 273.2 19.9% 16.5 1.2% 90% False False 76,296
120 1,396.8 1,113.9 282.9 20.7% 14.8 1.1% 90% False False 63,581
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.8
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,469.8
2.618 1,434.0
1.618 1,412.3
1.000 1,398.5
0.618 1,390.3
HIGH 1,376.8
0.618 1,368.3
0.500 1,365.8
0.382 1,363.3
LOW 1,354.8
0.618 1,341.3
1.000 1,333.0
1.618 1,319.3
2.618 1,297.5
4.250 1,261.8
Fisher Pivots for day following 15-Dec-2016
Pivot 1 day 3 day
R1 1,368.5 1,369.8
PP 1,367.0 1,369.8
S1 1,365.8 1,369.8

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

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