ICE Russell 2000 Mini Future December 2015


Trading Metrics calculated at close of trading on 04-Nov-2015
Day Change Summary
Previous Current
03-Nov-2015 04-Nov-2015 Change Change % Previous Week
Open 1,180.6 1,186.8 6.2 0.5% 1,162.7
High 1,194.7 1,194.3 -0.4 0.0% 1,176.3
Low 1,177.7 1,181.2 3.5 0.3% 1,134.9
Close 1,187.9 1,186.0 -1.9 -0.2% 1,158.3
Range 17.0 13.1 -3.9 -22.9% 41.4
ATR 21.2 20.7 -0.6 -2.7% 0.0
Volume 96,531 84,263 -12,268 -12.7% 554,955
Daily Pivots for day following 04-Nov-2015
Classic Woodie Camarilla DeMark
R4 1,226.5 1,219.3 1,193.3
R3 1,213.3 1,206.3 1,189.5
R2 1,200.3 1,200.3 1,188.5
R1 1,193.3 1,193.3 1,187.3 1,190.3
PP 1,187.3 1,187.3 1,187.3 1,185.8
S1 1,180.0 1,180.0 1,184.8 1,177.0
S2 1,174.0 1,174.0 1,183.5
S3 1,161.0 1,167.0 1,182.5
S4 1,147.8 1,153.8 1,178.8
Weekly Pivots for week ending 30-Oct-2015
Classic Woodie Camarilla DeMark
R4 1,280.8 1,261.0 1,181.0
R3 1,239.3 1,219.5 1,169.8
R2 1,198.0 1,198.0 1,166.0
R1 1,178.0 1,178.0 1,162.0 1,167.3
PP 1,156.5 1,156.5 1,156.5 1,151.0
S1 1,136.8 1,136.8 1,154.5 1,126.0
S2 1,115.0 1,115.0 1,150.8
S3 1,073.8 1,095.3 1,147.0
S4 1,032.3 1,054.0 1,135.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,194.7 1,151.7 43.0 3.6% 18.8 1.6% 80% False False 95,100
10 1,194.7 1,134.9 59.8 5.0% 19.3 1.6% 85% False False 107,157
20 1,194.7 1,130.3 64.4 5.4% 19.0 1.6% 86% False False 98,909
40 1,194.7 1,073.2 121.5 10.2% 21.8 1.8% 93% False False 111,746
60 1,216.0 1,073.2 142.8 12.0% 22.0 1.9% 79% False False 74,857
80 1,264.7 1,073.2 191.5 16.1% 18.8 1.6% 59% False False 56,151
100 1,288.0 1,073.2 214.8 18.1% 15.3 1.3% 53% False False 44,921
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 False
Bear Hook False
Bull Hook False
Stretch 3.2
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1,250.0
2.618 1,228.5
1.618 1,215.5
1.000 1,207.5
0.618 1,202.5
HIGH 1,194.3
0.618 1,189.3
0.500 1,187.8
0.382 1,186.3
LOW 1,181.3
0.618 1,173.0
1.000 1,168.0
1.618 1,160.0
2.618 1,147.0
4.250 1,125.5
Fisher Pivots for day following 04-Nov-2015
Pivot 1 day 3 day
R1 1,187.8 1,181.8
PP 1,187.3 1,177.5
S1 1,186.5 1,173.3

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

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