ICE Russell 2000 Mini Future December 2015


Trading Metrics calculated at close of trading on 16-Dec-2015
Day Change Summary
Previous Current
15-Dec-2015 16-Dec-2015 Change Change % Previous Week
Open 1,114.2 1,134.2 20.0 1.8% 1,185.0
High 1,134.1 1,152.0 17.9 1.6% 1,187.2
Low 1,112.0 1,132.8 20.8 1.9% 1,118.3
Close 1,133.7 1,149.3 15.6 1.4% 1,123.2
Range 22.1 19.2 -2.9 -13.1% 68.9
ATR 20.6 20.5 -0.1 -0.5% 0.0
Volume 116,006 46,911 -69,095 -59.6% 675,393
Daily Pivots for day following 16-Dec-2015
Classic Woodie Camarilla DeMark
R4 1,202.3 1,195.0 1,159.8
R3 1,183.0 1,175.8 1,154.5
R2 1,164.0 1,164.0 1,152.8
R1 1,156.5 1,156.5 1,151.0 1,160.3
PP 1,144.8 1,144.8 1,144.8 1,146.5
S1 1,137.5 1,137.5 1,147.5 1,141.0
S2 1,125.5 1,125.5 1,145.8
S3 1,106.3 1,118.3 1,144.0
S4 1,087.0 1,099.0 1,138.8
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 1,155.1 1,107.0 48.1 4.2% 22.5 2.0% 88% False False 112,634
10 1,200.2 1,107.0 93.2 8.1% 23.5 2.0% 45% False False 120,694
20 1,208.0 1,107.0 101.0 8.8% 19.5 1.7% 42% False False 99,795
40 1,208.0 1,107.0 101.0 8.8% 19.8 1.7% 42% False False 102,830
60 1,208.0 1,073.2 134.8 11.7% 21.0 1.8% 56% False False 103,887
80 1,208.0 1,073.2 134.8 11.7% 21.0 1.8% 56% False False 92,676
100 1,237.6 1,073.2 164.4 14.3% 20.0 1.7% 46% False False 74,177
120 1,264.7 1,073.2 191.5 16.7% 17.3 1.5% 40% False False 61,815
Crabel Price Patterns
NR True
NR4 True
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 4.1
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,233.5
2.618 1,202.3
1.618 1,183.0
1.000 1,171.3
0.618 1,163.8
HIGH 1,152.0
0.618 1,144.8
0.500 1,142.5
0.382 1,140.3
LOW 1,132.8
0.618 1,121.0
1.000 1,113.5
1.618 1,101.8
2.618 1,082.5
4.250 1,051.3
Fisher Pivots for day following 16-Dec-2015
Pivot 1 day 3 day
R1 1,147.0 1,142.8
PP 1,144.8 1,136.0
S1 1,142.5 1,129.5

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

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