ICE Russell 2000 Mini Future December 2015


Trading Metrics calculated at close of trading on 12-Nov-2015
Day Change Summary
Previous Current
11-Nov-2015 12-Nov-2015 Change Change % Previous Week
Open 1,186.7 1,175.1 -11.6 -1.0% 1,157.1
High 1,191.7 1,178.6 -13.1 -1.1% 1,199.3
Low 1,174.1 1,151.1 -23.0 -2.0% 1,151.7
Close 1,174.7 1,153.1 -21.6 -1.8% 1,198.8
Range 17.6 27.5 9.9 56.3% 47.6
ATR 20.1 20.6 0.5 2.6% 0.0
Volume 79,457 121,717 42,260 53.2% 494,082
Daily Pivots for day following 12-Nov-2015
Classic Woodie Camarilla DeMark
R4 1,243.5 1,225.8 1,168.3
R3 1,216.0 1,198.3 1,160.8
R2 1,188.5 1,188.5 1,158.3
R1 1,170.8 1,170.8 1,155.5 1,165.8
PP 1,161.0 1,161.0 1,161.0 1,158.5
S1 1,143.3 1,143.3 1,150.5 1,138.3
S2 1,133.5 1,133.5 1,148.0
S3 1,106.0 1,115.8 1,145.5
S4 1,078.5 1,088.3 1,138.0
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 1,201.2 1,151.1 50.1 4.3% 21.3 1.8% 4% False True 102,305
10 1,201.2 1,151.1 50.1 4.3% 20.0 1.7% 4% False True 99,354
20 1,201.2 1,134.9 66.3 5.7% 19.3 1.7% 27% False False 101,121
40 1,201.2 1,073.2 128.0 11.1% 22.0 1.9% 62% False False 106,294
60 1,201.2 1,073.2 128.0 11.1% 22.5 2.0% 62% False False 85,039
80 1,254.5 1,073.2 181.3 15.7% 20.0 1.7% 44% False False 63,812
100 1,275.7 1,073.2 202.5 17.6% 16.5 1.4% 39% False False 51,051
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.2
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1,295.5
2.618 1,250.5
1.618 1,223.0
1.000 1,206.0
0.618 1,195.5
HIGH 1,178.5
0.618 1,168.0
0.500 1,164.8
0.382 1,161.5
LOW 1,151.0
0.618 1,134.0
1.000 1,123.5
1.618 1,106.5
2.618 1,079.0
4.250 1,034.3
Fisher Pivots for day following 12-Nov-2015
Pivot 1 day 3 day
R1 1,164.8 1,171.5
PP 1,161.0 1,165.3
S1 1,157.0 1,159.3

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

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