ICE Russell 2000 Mini Future December 2015


Trading Metrics calculated at close of trading on 06-Nov-2015
Day Change Summary
Previous Current
05-Nov-2015 06-Nov-2015 Change Change % Previous Week
Open 1,186.5 1,186.8 0.3 0.0% 1,157.1
High 1,191.0 1,199.3 8.3 0.7% 1,199.3
Low 1,175.2 1,177.2 2.0 0.2% 1,151.7
Close 1,187.2 1,198.8 11.6 1.0% 1,198.8
Range 15.8 22.1 6.3 39.9% 47.6
ATR 20.3 20.4 0.1 0.6% 0.0
Volume 101,437 110,714 9,277 9.1% 494,082
Daily Pivots for day following 06-Nov-2015
Classic Woodie Camarilla DeMark
R4 1,258.0 1,250.5 1,211.0
R3 1,236.0 1,228.5 1,205.0
R2 1,213.8 1,213.8 1,202.8
R1 1,206.3 1,206.3 1,200.8 1,210.0
PP 1,191.8 1,191.8 1,191.8 1,193.8
S1 1,184.3 1,184.3 1,196.8 1,188.0
S2 1,169.8 1,169.8 1,194.8
S3 1,147.5 1,162.3 1,192.8
S4 1,125.5 1,140.0 1,186.8
Weekly Pivots for week ending 06-Nov-2015
Classic Woodie Camarilla DeMark
R4 1,326.0 1,310.0 1,225.0
R3 1,278.5 1,262.5 1,212.0
R2 1,230.8 1,230.8 1,207.5
R1 1,214.8 1,214.8 1,203.3 1,222.8
PP 1,183.3 1,183.3 1,183.3 1,187.3
S1 1,167.3 1,167.3 1,194.5 1,175.3
S2 1,135.8 1,135.8 1,190.0
S3 1,088.0 1,119.8 1,185.8
S4 1,040.5 1,072.0 1,172.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,199.3 1,151.7 47.6 4.0% 20.3 1.7% 99% True False 98,816
10 1,199.3 1,134.9 64.4 5.4% 20.0 1.7% 99% True False 104,903
20 1,199.3 1,130.3 69.0 5.8% 19.5 1.6% 99% True False 99,872
40 1,199.3 1,073.2 126.1 10.5% 21.8 1.8% 100% True False 110,701
60 1,216.0 1,073.2 142.8 11.9% 22.3 1.8% 88% False False 78,384
80 1,260.4 1,073.2 187.2 15.6% 19.0 1.6% 67% False False 58,802
100 1,288.0 1,073.2 214.8 17.9% 15.8 1.3% 58% False False 47,042
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.8
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,293.3
2.618 1,257.3
1.618 1,235.0
1.000 1,221.5
0.618 1,213.0
HIGH 1,199.3
0.618 1,190.8
0.500 1,188.3
0.382 1,185.8
LOW 1,177.3
0.618 1,163.5
1.000 1,155.0
1.618 1,141.5
2.618 1,119.3
4.250 1,083.3
Fisher Pivots for day following 06-Nov-2015
Pivot 1 day 3 day
R1 1,195.3 1,195.0
PP 1,191.8 1,191.0
S1 1,188.3 1,187.3

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

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