ICE Russell 2000 Mini Future December 2015


Trading Metrics calculated at close of trading on 09-Dec-2015
Day Change Summary
Previous Current
08-Dec-2015 09-Dec-2015 Change Change % Previous Week
Open 1,163.9 1,159.1 -4.8 -0.4% 1,202.4
High 1,165.9 1,166.0 0.1 0.0% 1,208.0
Low 1,148.7 1,140.2 -8.5 -0.7% 1,165.6
Close 1,156.4 1,142.4 -14.0 -1.2% 1,183.5
Range 17.2 25.8 8.6 50.0% 42.4
ATR 19.2 19.7 0.5 2.4% 0.0
Volume 128,837 167,749 38,912 30.2% 500,314
Daily Pivots for day following 09-Dec-2015
Classic Woodie Camarilla DeMark
R4 1,227.0 1,210.5 1,156.5
R3 1,201.3 1,184.8 1,149.5
R2 1,175.3 1,175.3 1,147.3
R1 1,158.8 1,158.8 1,144.8 1,154.3
PP 1,149.5 1,149.5 1,149.5 1,147.3
S1 1,133.0 1,133.0 1,140.0 1,128.5
S2 1,123.8 1,123.8 1,137.8
S3 1,098.0 1,107.3 1,135.3
S4 1,072.3 1,081.5 1,128.3
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 1,200.2 1,140.2 60.0 5.3% 24.5 2.2% 4% False True 128,754
10 1,208.0 1,140.2 67.8 5.9% 18.8 1.6% 3% False True 101,047
20 1,208.0 1,130.0 78.0 6.8% 19.0 1.7% 16% False False 97,535
40 1,208.0 1,130.0 78.0 6.8% 19.5 1.7% 16% False False 99,899
60 1,208.0 1,073.2 134.8 11.8% 20.8 1.8% 51% False False 104,613
80 1,215.0 1,073.2 141.8 12.4% 21.5 1.9% 49% False False 85,656
100 1,254.5 1,073.2 181.3 15.9% 19.5 1.7% 38% False False 68,545
120 1,288.0 1,073.2 214.8 18.8% 16.5 1.4% 32% False False 57,122
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.8
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,275.8
2.618 1,233.5
1.618 1,207.8
1.000 1,191.8
0.618 1,182.0
HIGH 1,166.0
0.618 1,156.3
0.500 1,153.0
0.382 1,150.0
LOW 1,140.3
0.618 1,124.3
1.000 1,114.5
1.618 1,098.5
2.618 1,072.8
4.250 1,030.5
Fisher Pivots for day following 09-Dec-2015
Pivot 1 day 3 day
R1 1,153.0 1,163.8
PP 1,149.5 1,156.5
S1 1,146.0 1,149.5

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

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