ICE Russell 2000 Mini Future December 2015


Trading Metrics calculated at close of trading on 26-Oct-2015
Day Change Summary
Previous Current
23-Oct-2015 26-Oct-2015 Change Change % Previous Week
Open 1,159.7 1,162.7 3.0 0.3% 1,155.3
High 1,166.4 1,163.2 -3.2 -0.3% 1,167.3
Low 1,151.5 1,153.4 1.9 0.2% 1,140.1
Close 1,161.4 1,154.9 -6.5 -0.6% 1,161.4
Range 14.9 9.8 -5.1 -34.2% 27.2
ATR 21.2 20.3 -0.8 -3.8% 0.0
Volume 113,639 71,288 -42,351 -37.3% 493,217
Daily Pivots for day following 26-Oct-2015
Classic Woodie Camarilla DeMark
R4 1,186.5 1,180.5 1,160.3
R3 1,176.8 1,170.8 1,157.5
R2 1,167.0 1,167.0 1,156.8
R1 1,161.0 1,161.0 1,155.8 1,159.0
PP 1,157.3 1,157.3 1,157.3 1,156.3
S1 1,151.3 1,151.3 1,154.0 1,149.3
S2 1,147.3 1,147.3 1,153.0
S3 1,137.5 1,141.3 1,152.3
S4 1,127.8 1,131.5 1,149.5
Weekly Pivots for week ending 23-Oct-2015
Classic Woodie Camarilla DeMark
R4 1,237.8 1,226.8 1,176.3
R3 1,210.8 1,199.8 1,169.0
R2 1,183.5 1,183.5 1,166.5
R1 1,172.5 1,172.5 1,164.0 1,178.0
PP 1,156.3 1,156.3 1,156.3 1,159.0
S1 1,145.3 1,145.3 1,159.0 1,150.8
S2 1,129.0 1,129.0 1,156.5
S3 1,101.8 1,118.0 1,154.0
S4 1,074.8 1,090.8 1,146.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,167.3 1,140.1 27.2 2.4% 16.0 1.4% 54% False False 97,304
10 1,167.4 1,130.3 37.1 3.2% 19.3 1.7% 66% False False 96,593
20 1,167.4 1,073.2 94.2 8.2% 21.0 1.8% 87% False False 104,163
40 1,190.0 1,073.2 116.8 10.1% 21.0 1.8% 70% False False 93,052
60 1,236.5 1,073.2 163.3 14.1% 21.0 1.8% 50% False False 62,103
80 1,264.7 1,073.2 191.5 16.6% 16.8 1.4% 43% False False 46,581
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 4.7
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1,204.8
2.618 1,188.8
1.618 1,179.0
1.000 1,173.0
0.618 1,169.3
HIGH 1,163.3
0.618 1,159.5
0.500 1,158.3
0.382 1,157.3
LOW 1,153.5
0.618 1,147.3
1.000 1,143.5
1.618 1,137.5
2.618 1,127.8
4.250 1,111.8
Fisher Pivots for day following 26-Oct-2015
Pivot 1 day 3 day
R1 1,158.3 1,154.5
PP 1,157.3 1,154.3
S1 1,156.0 1,154.0

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

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