ICE Russell 2000 Mini Future December 2015


Trading Metrics calculated at close of trading on 03-Dec-2015
Day Change Summary
Previous Current
02-Dec-2015 03-Dec-2015 Change Change % Previous Week
Open 1,204.3 1,193.7 -10.6 -0.9% 1,173.2
High 1,206.8 1,200.2 -6.6 -0.5% 1,203.8
Low 1,189.1 1,165.6 -23.5 -2.0% 1,168.4
Close 1,193.7 1,170.3 -23.4 -2.0% 1,200.8
Range 17.7 34.6 16.9 95.5% 35.4
ATR 17.6 18.8 1.2 6.9% 0.0
Volume 83,408 137,718 54,310 65.1% 255,929
Daily Pivots for day following 03-Dec-2015
Classic Woodie Camarilla DeMark
R4 1,282.5 1,261.0 1,189.3
R3 1,248.0 1,226.5 1,179.8
R2 1,213.3 1,213.3 1,176.8
R1 1,191.8 1,191.8 1,173.5 1,185.3
PP 1,178.8 1,178.8 1,178.8 1,175.5
S1 1,157.3 1,157.3 1,167.3 1,150.8
S2 1,144.0 1,144.0 1,164.0
S3 1,109.5 1,122.5 1,160.8
S4 1,075.0 1,088.0 1,151.3
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 1,165.6 42.4 3.6% 17.3 1.5% 11% False True 87,996
10 1,208.0 1,161.5 46.5 4.0% 16.3 1.4% 19% False False 82,825
20 1,208.0 1,130.0 78.0 6.7% 18.5 1.6% 52% False False 92,822
40 1,208.0 1,130.0 78.0 6.7% 18.8 1.6% 52% False False 95,866
60 1,208.0 1,073.2 134.8 11.5% 20.8 1.8% 72% False False 105,438
80 1,216.0 1,073.2 142.8 12.2% 21.3 1.8% 68% False False 79,348
100 1,264.7 1,073.2 191.5 16.4% 18.5 1.6% 51% False False 63,485
120 1,288.0 1,073.2 214.8 18.4% 15.8 1.4% 45% False False 52,905
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 3.7
Widest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 1,347.3
2.618 1,290.8
1.618 1,256.3
1.000 1,234.8
0.618 1,221.5
HIGH 1,200.3
0.618 1,187.0
0.500 1,183.0
0.382 1,178.8
LOW 1,165.5
0.618 1,144.3
1.000 1,131.0
1.618 1,109.5
2.618 1,075.0
4.250 1,018.5
Fisher Pivots for day following 03-Dec-2015
Pivot 1 day 3 day
R1 1,183.0 1,186.3
PP 1,178.8 1,181.0
S1 1,174.5 1,175.5

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

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