ICE Russell 2000 Mini Future March 2017


Trading Metrics calculated at close of trading on 30-Nov-2016
Day Change Summary
Previous Current
29-Nov-2016 30-Nov-2016 Change Change % Previous Week
Open 1,326.9 1,326.4 -0.5 0.0% 1,309.2
High 1,332.3 1,332.5 0.2 0.0% 1,344.5
Low 1,324.3 1,317.3 -7.0 -0.5% 1,309.2
Close 1,325.9 1,319.1 -6.8 -0.5% 1,344.5
Range 8.0 15.2 7.2 90.0% 35.3
ATR 15.1 15.1 0.0 0.1% 0.0
Volume 159 219 60 37.7% 420
Daily Pivots for day following 30-Nov-2016
Classic Woodie Camarilla DeMark
R4 1,368.5 1,359.0 1,327.5
R3 1,353.3 1,343.8 1,323.3
R2 1,338.3 1,338.3 1,322.0
R1 1,328.8 1,328.8 1,320.5 1,325.8
PP 1,323.0 1,323.0 1,323.0 1,321.5
S1 1,313.5 1,313.5 1,317.8 1,310.5
S2 1,307.8 1,307.8 1,316.3
S3 1,292.5 1,298.3 1,315.0
S4 1,277.3 1,283.0 1,310.8
Weekly Pivots for week ending 25-Nov-2016
Classic Woodie Camarilla DeMark
R4 1,438.8 1,426.8 1,364.0
R3 1,403.3 1,391.5 1,354.3
R2 1,368.0 1,368.0 1,351.0
R1 1,356.3 1,356.3 1,347.8 1,362.3
PP 1,332.8 1,332.8 1,332.8 1,335.8
S1 1,321.0 1,321.0 1,341.3 1,326.8
S2 1,297.5 1,297.5 1,338.0
S3 1,262.3 1,285.8 1,334.8
S4 1,226.8 1,250.3 1,325.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,344.5 1,317.3 27.2 2.1% 10.0 0.8% 7% False True 105
10 1,344.5 1,299.7 44.8 3.4% 11.3 0.8% 43% False False 103
20 1,344.5 1,122.9 221.6 16.8% 16.3 1.2% 89% False False 92
40 1,344.5 1,122.9 221.6 16.8% 11.8 0.9% 89% False False 50
60 1,344.5 1,122.9 221.6 16.8% 9.3 0.7% 89% False False 34
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,397.0
2.618 1,372.3
1.618 1,357.0
1.000 1,347.8
0.618 1,342.0
HIGH 1,332.5
0.618 1,326.8
0.500 1,325.0
0.382 1,323.0
LOW 1,317.3
0.618 1,308.0
1.000 1,302.0
1.618 1,292.8
2.618 1,277.5
4.250 1,252.8
Fisher Pivots for day following 30-Nov-2016
Pivot 1 day 3 day
R1 1,325.0 1,329.5
PP 1,323.0 1,326.0
S1 1,321.0 1,322.5

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

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