ICE Russell 2000 Mini Future March 2017


Trading Metrics calculated at close of trading on 23-Dec-2016
Day Change Summary
Previous Current
22-Dec-2016 23-Dec-2016 Change Change % Previous Week
Open 1,373.6 1,362.4 -11.2 -0.8% 1,365.0
High 1,377.3 1,370.8 -6.5 -0.5% 1,386.8
Low 1,357.2 1,360.8 3.6 0.3% 1,357.2
Close 1,363.1 1,370.2 7.1 0.5% 1,370.2
Range 20.1 10.0 -10.1 -50.2% 29.6
ATR 17.9 17.4 -0.6 -3.2% 0.0
Volume 108,802 60,305 -48,497 -44.6% 459,073
Daily Pivots for day following 23-Dec-2016
Classic Woodie Camarilla DeMark
R4 1,397.3 1,393.8 1,375.8
R3 1,387.3 1,383.8 1,373.0
R2 1,377.3 1,377.3 1,372.0
R1 1,373.8 1,373.8 1,371.0 1,375.5
PP 1,367.3 1,367.3 1,367.3 1,368.3
S1 1,363.8 1,363.8 1,369.3 1,365.5
S2 1,357.3 1,357.3 1,368.3
S3 1,347.3 1,353.8 1,367.5
S4 1,337.3 1,343.8 1,364.8
Weekly Pivots for week ending 23-Dec-2016
Classic Woodie Camarilla DeMark
R4 1,460.3 1,444.8 1,386.5
R3 1,430.5 1,415.3 1,378.3
R2 1,401.0 1,401.0 1,375.8
R1 1,385.5 1,385.5 1,373.0 1,393.3
PP 1,371.5 1,371.5 1,371.5 1,375.3
S1 1,356.0 1,356.0 1,367.5 1,363.8
S2 1,341.8 1,341.8 1,364.8
S3 1,312.3 1,326.5 1,362.0
S4 1,282.5 1,296.8 1,354.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,386.8 1,357.2 29.6 2.2% 14.5 1.0% 44% False False 91,814
10 1,395.0 1,352.3 42.7 3.1% 18.3 1.3% 42% False False 160,433
20 1,395.0 1,305.8 89.2 6.5% 18.3 1.3% 72% False False 102,855
40 1,395.0 1,122.9 272.1 19.9% 17.0 1.2% 91% False False 51,462
60 1,395.0 1,122.9 272.1 19.9% 13.3 1.0% 91% False False 34,310
80 1,395.0 1,122.9 272.1 19.9% 11.0 0.8% 91% False False 25,733
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 4.4
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 1,413.3
2.618 1,397.0
1.618 1,387.0
1.000 1,380.8
0.618 1,377.0
HIGH 1,370.8
0.618 1,367.0
0.500 1,365.8
0.382 1,364.5
LOW 1,360.8
0.618 1,354.5
1.000 1,350.8
1.618 1,344.5
2.618 1,334.5
4.250 1,318.3
Fisher Pivots for day following 23-Dec-2016
Pivot 1 day 3 day
R1 1,368.8 1,371.8
PP 1,367.3 1,371.3
S1 1,365.8 1,370.8

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

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