ICE Russell 2000 Mini Future March 2017


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 1,308.1 1,311.7 3.6 0.3% 1,339.6
High 1,316.5 1,338.4 21.9 1.7% 1,341.8
Low 1,308.1 1,307.4 -0.7 -0.1% 1,305.8
Close 1,310.6 1,336.9 26.3 2.0% 1,310.6
Range 8.4 31.0 22.6 269.0% 36.0
ATR 15.0 16.1 1.1 7.6% 0.0
Volume 338 1,387 1,049 310.4% 1,091
Daily Pivots for day following 05-Dec-2016
Classic Woodie Camarilla DeMark
R4 1,420.5 1,409.8 1,354.0
R3 1,389.5 1,378.8 1,345.5
R2 1,358.5 1,358.5 1,342.5
R1 1,347.8 1,347.8 1,339.8 1,353.3
PP 1,327.5 1,327.5 1,327.5 1,330.3
S1 1,316.8 1,316.8 1,334.0 1,322.3
S2 1,296.5 1,296.5 1,331.3
S3 1,265.5 1,285.8 1,328.5
S4 1,234.5 1,254.8 1,319.8
Weekly Pivots for week ending 02-Dec-2016
Classic Woodie Camarilla DeMark
R4 1,427.5 1,405.0 1,330.5
R3 1,391.5 1,369.0 1,320.5
R2 1,355.5 1,355.5 1,317.3
R1 1,333.0 1,333.0 1,314.0 1,326.3
PP 1,319.5 1,319.5 1,319.5 1,316.0
S1 1,297.0 1,297.0 1,307.3 1,290.3
S2 1,283.5 1,283.5 1,304.0
S3 1,247.5 1,261.0 1,300.8
S4 1,211.5 1,225.0 1,290.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,338.4 1,305.8 32.6 2.4% 16.8 1.2% 95% True False 472
10 1,344.5 1,305.8 38.7 2.9% 13.8 1.0% 80% False False 284
20 1,344.5 1,122.9 221.6 16.6% 18.3 1.4% 97% False False 189
40 1,344.5 1,122.9 221.6 16.6% 12.5 0.9% 97% False False 99
60 1,344.5 1,122.9 221.6 16.6% 10.0 0.7% 97% False False 66
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 3.0
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 1,470.3
2.618 1,419.5
1.618 1,388.5
1.000 1,369.5
0.618 1,357.5
HIGH 1,338.5
0.618 1,326.5
0.500 1,323.0
0.382 1,319.3
LOW 1,307.5
0.618 1,288.3
1.000 1,276.5
1.618 1,257.3
2.618 1,226.3
4.250 1,175.8
Fisher Pivots for day following 05-Dec-2016
Pivot 1 day 3 day
R1 1,332.3 1,332.0
PP 1,327.5 1,327.0
S1 1,323.0 1,322.0

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

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