ICE Russell 2000 Mini Future March 2017


Trading Metrics calculated at close of trading on 23-Nov-2016
Day Change Summary
Previous Current
22-Nov-2016 23-Nov-2016 Change Change % Previous Week
Open 1,324.8 1,329.7 4.9 0.4% 1,277.7
High 1,331.4 1,339.1 7.7 0.6% 1,313.5
Low 1,319.1 1,324.3 5.2 0.4% 1,276.0
Close 1,329.7 1,339.1 9.4 0.7% 1,310.7
Range 12.3 14.8 2.5 20.3% 37.5
ATR 17.1 16.9 -0.2 -1.0% 0.0
Volume 256 79 -177 -69.1% 251
Daily Pivots for day following 23-Nov-2016
Classic Woodie Camarilla DeMark
R4 1,378.5 1,373.8 1,347.3
R3 1,363.8 1,358.8 1,343.3
R2 1,349.0 1,349.0 1,341.8
R1 1,344.0 1,344.0 1,340.5 1,346.5
PP 1,334.3 1,334.3 1,334.3 1,335.5
S1 1,329.3 1,329.3 1,337.8 1,331.8
S2 1,319.3 1,319.3 1,336.5
S3 1,304.5 1,314.5 1,335.0
S4 1,289.8 1,299.8 1,331.0
Weekly Pivots for week ending 18-Nov-2016
Classic Woodie Camarilla DeMark
R4 1,412.5 1,399.3 1,331.3
R3 1,375.0 1,361.8 1,321.0
R2 1,337.5 1,337.5 1,317.5
R1 1,324.3 1,324.3 1,314.3 1,330.8
PP 1,300.0 1,300.0 1,300.0 1,303.5
S1 1,286.8 1,286.8 1,307.3 1,293.3
S2 1,262.5 1,262.5 1,303.8
S3 1,225.0 1,249.3 1,300.5
S4 1,187.5 1,211.8 1,290.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,339.1 1,299.7 39.4 2.9% 12.3 0.9% 100% True False 101
10 1,339.1 1,237.5 101.6 7.6% 14.5 1.1% 100% True False 70
20 1,339.1 1,122.9 216.2 16.1% 15.5 1.2% 100% True False 68
40 1,339.1 1,122.9 216.2 16.1% 11.3 0.8% 100% True False 37
60 1,339.1 1,122.9 216.2 16.1% 8.3 0.6% 100% True False 25
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.9
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1,402.0
2.618 1,377.8
1.618 1,363.0
1.000 1,354.0
0.618 1,348.3
HIGH 1,339.0
0.618 1,333.5
0.500 1,331.8
0.382 1,330.0
LOW 1,324.3
0.618 1,315.3
1.000 1,309.5
1.618 1,300.3
2.618 1,285.5
4.250 1,261.5
Fisher Pivots for day following 23-Nov-2016
Pivot 1 day 3 day
R1 1,336.8 1,334.0
PP 1,334.3 1,329.3
S1 1,331.8 1,324.3

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

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