ICE Russell 2000 Mini Future December 2015


Trading Metrics calculated at close of trading on 08-Dec-2015
Day Change Summary
Previous Current
07-Dec-2015 08-Dec-2015 Change Change % Previous Week
Open 1,185.0 1,163.9 -21.1 -1.8% 1,202.4
High 1,187.2 1,165.9 -21.3 -1.8% 1,208.0
Low 1,159.3 1,148.7 -10.6 -0.9% 1,165.6
Close 1,165.8 1,156.4 -9.4 -0.8% 1,183.5
Range 27.9 17.2 -10.7 -38.4% 42.4
ATR 19.4 19.2 -0.2 -0.8% 0.0
Volume 108,959 128,837 19,878 18.2% 500,314
Daily Pivots for day following 08-Dec-2015
Classic Woodie Camarilla DeMark
R4 1,208.5 1,199.8 1,165.8
R3 1,191.5 1,182.5 1,161.3
R2 1,174.3 1,174.3 1,159.5
R1 1,165.3 1,165.3 1,158.0 1,161.3
PP 1,157.0 1,157.0 1,157.0 1,155.0
S1 1,148.0 1,148.0 1,154.8 1,144.0
S2 1,139.8 1,139.8 1,153.3
S3 1,122.5 1,131.0 1,151.8
S4 1,105.5 1,113.8 1,147.0
Weekly Pivots for week ending 04-Dec-2015
Classic Woodie Camarilla DeMark
R4 1,313.0 1,290.5 1,206.8
R3 1,270.5 1,248.3 1,195.3
R2 1,228.0 1,228.0 1,191.3
R1 1,205.8 1,205.8 1,187.5 1,195.8
PP 1,185.8 1,185.8 1,185.8 1,180.8
S1 1,163.5 1,163.5 1,179.5 1,153.3
S2 1,143.3 1,143.3 1,175.8
S3 1,101.0 1,121.0 1,171.8
S4 1,058.5 1,078.5 1,160.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,206.8 1,148.7 58.1 5.0% 23.0 2.0% 13% False True 111,886
10 1,208.0 1,148.7 59.3 5.1% 18.3 1.6% 13% False True 92,345
20 1,208.0 1,130.0 78.0 6.7% 18.5 1.6% 34% False False 93,449
40 1,208.0 1,130.0 78.0 6.7% 19.5 1.7% 34% False False 98,157
60 1,208.0 1,073.2 134.8 11.7% 20.8 1.8% 62% False False 104,328
80 1,216.0 1,073.2 142.8 12.3% 21.5 1.8% 58% False False 83,567
100 1,254.5 1,073.2 181.3 15.7% 19.3 1.7% 46% False False 66,868
120 1,288.0 1,073.2 214.8 18.6% 16.3 1.4% 39% False False 55,724
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 False
Stretch 4.0
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,239.0
2.618 1,211.0
1.618 1,193.8
1.000 1,183.0
0.618 1,176.5
HIGH 1,166.0
0.618 1,159.3
0.500 1,157.3
0.382 1,155.3
LOW 1,148.8
0.618 1,138.0
1.000 1,131.5
1.618 1,120.8
2.618 1,103.8
4.250 1,075.5
Fisher Pivots for day following 08-Dec-2015
Pivot 1 day 3 day
R1 1,157.3 1,168.0
PP 1,157.0 1,164.0
S1 1,156.8 1,160.3

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

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