ICE Russell 2000 Mini Future December 2015


Trading Metrics calculated at close of trading on 14-Dec-2015
Day Change Summary
Previous Current
11-Dec-2015 14-Dec-2015 Change Change % Previous Week
Open 1,149.8 1,123.2 -26.6 -2.3% 1,185.0
High 1,151.4 1,130.4 -21.0 -1.8% 1,187.2
Low 1,118.3 1,107.0 -11.3 -1.0% 1,118.3
Close 1,123.2 1,112.6 -10.6 -0.9% 1,123.2
Range 33.1 23.4 -9.7 -29.3% 68.9
ATR 20.3 20.5 0.2 1.1% 0.0
Volume 128,363 130,408 2,045 1.6% 675,393
Daily Pivots for day following 14-Dec-2015
Classic Woodie Camarilla DeMark
R4 1,186.8 1,173.3 1,125.5
R3 1,163.5 1,149.8 1,119.0
R2 1,140.0 1,140.0 1,117.0
R1 1,126.3 1,126.3 1,114.8 1,121.5
PP 1,116.8 1,116.8 1,116.8 1,114.3
S1 1,103.0 1,103.0 1,110.5 1,098.0
S2 1,093.3 1,093.3 1,108.3
S3 1,069.8 1,079.5 1,106.3
S4 1,046.5 1,056.3 1,099.8
Weekly Pivots for week ending 11-Dec-2015
Classic Woodie Camarilla DeMark
R4 1,349.5 1,305.3 1,161.0
R3 1,280.8 1,236.5 1,142.3
R2 1,211.8 1,211.8 1,135.8
R1 1,167.5 1,167.5 1,129.5 1,155.3
PP 1,143.0 1,143.0 1,143.0 1,136.8
S1 1,098.5 1,098.5 1,117.0 1,086.3
S2 1,074.0 1,074.0 1,110.5
S3 1,005.0 1,029.8 1,104.3
S4 936.3 960.8 1,085.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,166.0 1,107.0 59.0 5.3% 22.8 2.1% 9% False True 139,368
10 1,206.8 1,107.0 99.8 9.0% 22.3 2.0% 6% False True 121,551
20 1,208.0 1,107.0 101.0 9.1% 19.5 1.7% 6% False True 101,373
40 1,208.0 1,107.0 101.0 9.1% 19.5 1.7% 6% False True 102,321
60 1,208.0 1,073.2 134.8 12.1% 21.0 1.9% 29% False False 104,577
80 1,208.0 1,073.2 134.8 12.1% 21.8 2.0% 29% False False 90,647
100 1,239.8 1,073.2 166.6 15.0% 20.0 1.8% 24% False False 72,548
120 1,275.1 1,073.2 201.9 18.1% 17.0 1.5% 20% False False 60,457
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,229.8
2.618 1,191.8
1.618 1,168.3
1.000 1,153.8
0.618 1,144.8
HIGH 1,130.5
0.618 1,121.5
0.500 1,118.8
0.382 1,116.0
LOW 1,107.0
0.618 1,092.5
1.000 1,083.5
1.618 1,069.3
2.618 1,045.8
4.250 1,007.5
Fisher Pivots for day following 14-Dec-2015
Pivot 1 day 3 day
R1 1,118.8 1,131.0
PP 1,116.8 1,125.0
S1 1,114.8 1,118.8

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

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