ICE Russell 2000 Mini Future March 2016


Trading Metrics calculated at close of trading on 26-Nov-2015
Day Change Summary
Previous Current
25-Nov-2015 26-Nov-2015 Change Change % Previous Week
Open 1,183.0 1,197.0 14.0 1.2% 1,137.7
High 1,191.9 1,199.4 7.5 0.6% 1,170.4
Low 1,181.3 1,191.9 10.6 0.9% 1,135.8
Close 1,191.9 1,191.9 0.0 0.0% 1,167.9
Range 10.6 7.5 -3.1 -29.2% 34.6
ATR 14.0 13.6 -0.5 -3.3% 0.0
Volume 535 6 -529 -98.9% 3,751
Daily Pivots for day following 26-Nov-2015
Classic Woodie Camarilla DeMark
R4 1,217.0 1,212.0 1,196.0
R3 1,209.5 1,204.5 1,194.0
R2 1,202.0 1,202.0 1,193.3
R1 1,197.0 1,197.0 1,192.5 1,195.8
PP 1,194.5 1,194.5 1,194.5 1,193.8
S1 1,189.5 1,189.5 1,191.3 1,188.3
S2 1,187.0 1,187.0 1,190.5
S3 1,179.5 1,182.0 1,189.8
S4 1,172.0 1,174.5 1,187.8
Weekly Pivots for week ending 20-Nov-2015
Classic Woodie Camarilla DeMark
R4 1,261.8 1,249.5 1,187.0
R3 1,227.3 1,214.8 1,177.5
R2 1,192.8 1,192.8 1,174.3
R1 1,180.3 1,180.3 1,171.0 1,186.5
PP 1,158.0 1,158.0 1,158.0 1,161.0
S1 1,145.8 1,145.8 1,164.8 1,151.8
S2 1,123.5 1,123.5 1,161.5
S3 1,088.8 1,111.0 1,158.5
S4 1,054.3 1,076.5 1,148.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,199.4 1,165.7 33.7 2.8% 10.0 0.8% 78% True False 1,473
10 1,199.4 1,135.8 63.6 5.3% 11.0 0.9% 88% True False 860
20 1,199.4 1,135.8 63.6 5.3% 10.5 0.9% 88% True False 878
40 1,199.4 1,071.0 128.4 10.8% 11.8 1.0% 94% True False 464
60 1,199.4 1,065.5 133.9 11.2% 9.0 0.8% 94% True False 313
80 1,213.2 1,065.5 147.7 12.4% 6.8 0.6% 86% False False 234
100 1,261.5 1,065.5 196.0 16.4% 5.5 0.5% 64% False False 187
120 1,282.5 1,065.5 217.0 18.2% 4.5 0.4% 58% False False 156
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 1.2
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,231.3
2.618 1,219.0
1.618 1,211.5
1.000 1,207.0
0.618 1,204.0
HIGH 1,199.5
0.618 1,196.5
0.500 1,195.8
0.382 1,194.8
LOW 1,192.0
0.618 1,187.3
1.000 1,184.5
1.618 1,179.8
2.618 1,172.3
4.250 1,160.0
Fisher Pivots for day following 26-Nov-2015
Pivot 1 day 3 day
R1 1,195.8 1,188.8
PP 1,194.5 1,185.8
S1 1,193.3 1,182.5

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

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