ICE Russell 2000 Mini Future December 2015


Trading Metrics calculated at close of trading on 01-Dec-2015
Day Change Summary
Previous Current
30-Nov-2015 01-Dec-2015 Change Change % Previous Week
Open 1,202.4 1,201.6 -0.8 -0.1% 1,173.2
High 1,208.0 1,204.5 -3.5 -0.3% 1,203.8
Low 1,195.0 1,193.5 -1.5 -0.1% 1,168.4
Close 1,195.9 1,204.1 8.2 0.7% 1,200.8
Range 13.0 11.0 -2.0 -15.4% 35.4
ATR 18.1 17.6 -0.5 -2.8% 0.0
Volume 90,602 88,078 -2,524 -2.8% 255,929
Daily Pivots for day following 01-Dec-2015
Classic Woodie Camarilla DeMark
R4 1,233.8 1,230.0 1,210.3
R3 1,222.8 1,219.0 1,207.0
R2 1,211.8 1,211.8 1,206.0
R1 1,208.0 1,208.0 1,205.0 1,209.8
PP 1,200.8 1,200.8 1,200.8 1,201.8
S1 1,197.0 1,197.0 1,203.0 1,198.8
S2 1,189.8 1,189.8 1,202.0
S3 1,178.8 1,186.0 1,201.0
S4 1,167.8 1,175.0 1,198.0
Weekly Pivots for week ending 27-Nov-2015
Classic Woodie Camarilla DeMark
R4 1,297.3 1,284.5 1,220.3
R3 1,261.8 1,249.0 1,210.5
R2 1,226.5 1,226.5 1,207.3
R1 1,213.5 1,213.5 1,204.0 1,220.0
PP 1,191.0 1,191.0 1,191.0 1,194.3
S1 1,178.3 1,178.3 1,197.5 1,184.5
S2 1,155.5 1,155.5 1,194.3
S3 1,120.3 1,142.8 1,191.0
S4 1,084.8 1,107.5 1,181.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,208.0 1,169.0 39.0 3.2% 13.3 1.1% 90% False False 72,805
10 1,208.0 1,147.3 60.7 5.0% 15.3 1.3% 94% False False 80,972
20 1,208.0 1,130.0 78.0 6.5% 17.5 1.4% 95% False False 90,806
40 1,208.0 1,121.3 86.7 7.2% 18.8 1.6% 96% False False 95,562
60 1,208.0 1,073.2 134.8 11.2% 20.5 1.7% 97% False False 102,007
80 1,216.0 1,073.2 142.8 11.9% 21.0 1.7% 92% False False 76,588
100 1,264.7 1,073.2 191.5 15.9% 18.0 1.5% 68% False False 61,274
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,251.3
2.618 1,233.3
1.618 1,222.3
1.000 1,215.5
0.618 1,211.3
HIGH 1,204.5
0.618 1,200.3
0.500 1,199.0
0.382 1,197.8
LOW 1,193.5
0.618 1,186.8
1.000 1,182.5
1.618 1,175.8
2.618 1,164.8
4.250 1,146.8
Fisher Pivots for day following 01-Dec-2015
Pivot 1 day 3 day
R1 1,202.5 1,203.0
PP 1,200.8 1,201.8
S1 1,199.0 1,200.8

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

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