ICE Russell 2000 Mini Future December 2015


Trading Metrics calculated at close of trading on 19-Oct-2015
Day Change Summary
Previous Current
16-Oct-2015 19-Oct-2015 Change Change % Previous Week
Open 1,163.3 1,155.3 -8.0 -0.7% 1,159.7
High 1,164.9 1,166.5 1.6 0.1% 1,167.4
Low 1,148.7 1,150.5 1.8 0.2% 1,130.3
Close 1,156.7 1,160.9 4.2 0.4% 1,156.7
Range 16.2 16.0 -0.2 -1.2% 37.1
ATR 22.8 22.3 -0.5 -2.1% 0.0
Volume 79,365 77,984 -1,381 -1.7% 455,193
Daily Pivots for day following 19-Oct-2015
Classic Woodie Camarilla DeMark
R4 1,207.3 1,200.0 1,169.8
R3 1,191.3 1,184.0 1,165.3
R2 1,175.3 1,175.3 1,163.8
R1 1,168.0 1,168.0 1,162.3 1,171.8
PP 1,159.3 1,159.3 1,159.3 1,161.0
S1 1,152.0 1,152.0 1,159.5 1,155.8
S2 1,143.3 1,143.3 1,158.0
S3 1,127.3 1,136.0 1,156.5
S4 1,111.3 1,120.0 1,152.0
Weekly Pivots for week ending 16-Oct-2015
Classic Woodie Camarilla DeMark
R4 1,262.8 1,246.8 1,177.0
R3 1,225.8 1,209.8 1,167.0
R2 1,188.5 1,188.5 1,163.5
R1 1,172.8 1,172.8 1,160.0 1,162.0
PP 1,151.5 1,151.5 1,151.5 1,146.3
S1 1,135.5 1,135.5 1,153.3 1,125.0
S2 1,114.3 1,114.3 1,150.0
S3 1,077.3 1,098.5 1,146.5
S4 1,040.3 1,061.3 1,136.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,167.4 1,130.3 37.1 3.2% 22.3 1.9% 82% False False 95,882
10 1,167.4 1,121.3 46.1 4.0% 19.8 1.7% 86% False False 93,506
20 1,167.4 1,073.2 94.2 8.1% 24.0 2.1% 93% False False 107,983
40 1,190.0 1,073.2 116.8 10.1% 24.0 2.1% 75% False False 80,914
60 1,237.6 1,073.2 164.4 14.2% 20.3 1.7% 53% False False 53,998
80 1,264.7 1,073.2 191.5 16.5% 16.0 1.4% 46% False False 40,500
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 4.5
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,234.5
2.618 1,208.5
1.618 1,192.5
1.000 1,182.5
0.618 1,176.5
HIGH 1,166.5
0.618 1,160.5
0.500 1,158.5
0.382 1,156.5
LOW 1,150.5
0.618 1,140.5
1.000 1,134.5
1.618 1,124.5
2.618 1,108.5
4.250 1,082.5
Fisher Pivots for day following 19-Oct-2015
Pivot 1 day 3 day
R1 1,160.0 1,156.8
PP 1,159.3 1,152.8
S1 1,158.5 1,148.5

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

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