ICE Russell 2000 Mini Future December 2015


Trading Metrics calculated at close of trading on 19-Nov-2015
Day Change Summary
Previous Current
18-Nov-2015 19-Nov-2015 Change Change % Previous Week
Open 1,150.2 1,171.7 21.5 1.9% 1,198.1
High 1,171.0 1,174.4 3.4 0.3% 1,201.2
Low 1,147.3 1,161.5 14.2 1.2% 1,138.7
Close 1,170.4 1,163.7 -6.7 -0.6% 1,143.0
Range 23.7 12.9 -10.8 -45.6% 62.5
ATR 20.8 20.2 -0.6 -2.7% 0.0
Volume 98,420 85,654 -12,766 -13.0% 523,147
Daily Pivots for day following 19-Nov-2015
Classic Woodie Camarilla DeMark
R4 1,205.3 1,197.3 1,170.8
R3 1,192.3 1,184.5 1,167.3
R2 1,179.5 1,179.5 1,166.0
R1 1,171.5 1,171.5 1,165.0 1,169.0
PP 1,166.5 1,166.5 1,166.5 1,165.3
S1 1,158.8 1,158.8 1,162.5 1,156.3
S2 1,153.8 1,153.8 1,161.3
S3 1,140.8 1,145.8 1,160.3
S4 1,127.8 1,132.8 1,156.5
Weekly Pivots for week ending 13-Nov-2015
Classic Woodie Camarilla DeMark
R4 1,348.5 1,308.3 1,177.5
R3 1,286.0 1,245.8 1,160.3
R2 1,223.5 1,223.5 1,154.5
R1 1,183.3 1,183.3 1,148.8 1,172.0
PP 1,161.0 1,161.0 1,161.0 1,155.5
S1 1,120.8 1,120.8 1,137.3 1,109.5
S2 1,098.5 1,098.5 1,131.5
S3 1,036.0 1,058.3 1,125.8
S4 973.5 995.8 1,108.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,174.4 1,130.0 44.4 3.8% 19.5 1.7% 76% True False 100,178
10 1,201.2 1,130.0 71.2 6.1% 20.3 1.8% 47% False False 101,241
20 1,201.2 1,130.0 71.2 6.1% 19.8 1.7% 47% False False 103,219
40 1,201.2 1,073.2 128.0 11.0% 21.8 1.9% 71% False False 105,615
60 1,201.2 1,073.2 128.0 11.0% 21.0 1.8% 71% False False 93,361
80 1,237.6 1,073.2 164.4 14.1% 20.5 1.8% 55% False False 70,073
100 1,264.7 1,073.2 191.5 16.5% 17.3 1.5% 47% False False 56,059
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook True
Stretch 4.7
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 1,229.3
2.618 1,208.3
1.618 1,195.3
1.000 1,187.3
0.618 1,182.3
HIGH 1,174.5
0.618 1,169.5
0.500 1,168.0
0.382 1,166.5
LOW 1,161.5
0.618 1,153.5
1.000 1,148.5
1.618 1,140.8
2.618 1,127.8
4.250 1,106.8
Fisher Pivots for day following 19-Nov-2015
Pivot 1 day 3 day
R1 1,168.0 1,162.8
PP 1,166.5 1,161.8
S1 1,165.0 1,160.8

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

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