ICE Russell 2000 Mini Future March 2017


Trading Metrics calculated at close of trading on 14-Dec-2016
Day Change Summary
Previous Current
13-Dec-2016 14-Dec-2016 Change Change % Previous Week
Open 1,372.1 1,373.1 1.0 0.1% 1,311.7
High 1,385.1 1,378.1 -7.0 -0.5% 1,392.4
Low 1,366.9 1,352.3 -14.6 -1.1% 1,307.4
Close 1,374.7 1,357.7 -17.0 -1.2% 1,386.5
Range 18.2 25.8 7.6 41.8% 85.0
ATR 17.8 18.4 0.6 3.2% 0.0
Volume 267,890 288,925 21,035 7.9% 451,683
Daily Pivots for day following 14-Dec-2016
Classic Woodie Camarilla DeMark
R4 1,440.0 1,424.8 1,372.0
R3 1,414.3 1,399.0 1,364.8
R2 1,388.5 1,388.5 1,362.5
R1 1,373.0 1,373.0 1,360.0 1,368.0
PP 1,362.8 1,362.8 1,362.8 1,360.0
S1 1,347.3 1,347.3 1,355.3 1,342.0
S2 1,337.0 1,337.0 1,353.0
S3 1,311.0 1,321.5 1,350.5
S4 1,285.3 1,295.8 1,343.5
Weekly Pivots for week ending 09-Dec-2016
Classic Woodie Camarilla DeMark
R4 1,617.0 1,586.8 1,433.3
R3 1,532.0 1,501.8 1,410.0
R2 1,447.0 1,447.0 1,402.0
R1 1,416.8 1,416.8 1,394.3 1,432.0
PP 1,362.0 1,362.0 1,362.0 1,369.8
S1 1,331.8 1,331.8 1,378.8 1,347.0
S2 1,277.0 1,277.0 1,371.0
S3 1,192.0 1,246.8 1,363.0
S4 1,107.0 1,161.8 1,339.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,395.0 1,352.3 42.7 3.1% 21.8 1.6% 13% False True 246,505
10 1,395.0 1,305.8 89.2 6.6% 21.3 1.6% 58% False False 128,561
20 1,395.0 1,299.7 95.3 7.0% 16.3 1.2% 61% False False 64,332
40 1,395.0 1,122.9 272.1 20.0% 15.0 1.1% 86% False False 32,189
60 1,395.0 1,122.9 272.1 20.0% 12.0 0.9% 86% False False 21,460
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.1
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,487.8
2.618 1,445.8
1.618 1,419.8
1.000 1,404.0
0.618 1,394.0
HIGH 1,378.0
0.618 1,368.3
0.500 1,365.3
0.382 1,362.3
LOW 1,352.3
0.618 1,336.3
1.000 1,326.5
1.618 1,310.5
2.618 1,284.8
4.250 1,242.8
Fisher Pivots for day following 14-Dec-2016
Pivot 1 day 3 day
R1 1,365.3 1,373.8
PP 1,362.8 1,368.3
S1 1,360.3 1,363.0

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

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