ICE Russell 2000 Mini Future March 2016


Trading Metrics calculated at close of trading on 30-Nov-2015
Day Change Summary
Previous Current
27-Nov-2015 30-Nov-2015 Change Change % Previous Week
Open 1,197.6 1,197.4 -0.2 0.0% 1,166.0
High 1,197.6 1,202.4 4.8 0.4% 1,199.4
Low 1,191.2 1,190.8 -0.4 0.0% 1,165.7
Close 1,195.8 1,191.0 -4.8 -0.4% 1,195.8
Range 6.4 11.6 5.2 81.3% 33.7
ATR 13.1 13.0 -0.1 -0.8% 0.0
Volume 62 2,435 2,373 3,827.4% 4,905
Daily Pivots for day following 30-Nov-2015
Classic Woodie Camarilla DeMark
R4 1,229.5 1,221.8 1,197.5
R3 1,218.0 1,210.3 1,194.3
R2 1,206.3 1,206.3 1,193.3
R1 1,198.8 1,198.8 1,192.0 1,196.8
PP 1,194.8 1,194.8 1,194.8 1,193.8
S1 1,187.0 1,187.0 1,190.0 1,185.0
S2 1,183.3 1,183.3 1,188.8
S3 1,171.5 1,175.5 1,187.8
S4 1,160.0 1,163.8 1,184.5
Weekly Pivots for week ending 27-Nov-2015
Classic Woodie Camarilla DeMark
R4 1,288.0 1,275.8 1,214.3
R3 1,254.3 1,242.0 1,205.0
R2 1,220.8 1,220.8 1,202.0
R1 1,208.3 1,208.3 1,199.0 1,214.5
PP 1,187.0 1,187.0 1,187.0 1,190.0
S1 1,174.5 1,174.5 1,192.8 1,180.8
S2 1,153.3 1,153.3 1,189.5
S3 1,119.5 1,140.8 1,186.5
S4 1,085.8 1,107.3 1,177.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,202.4 1,165.7 36.7 3.1% 10.8 0.9% 69% True False 650
10 1,202.4 1,145.0 57.4 4.8% 10.8 0.9% 80% True False 1,106
20 1,202.4 1,135.8 66.6 5.6% 10.3 0.9% 83% True False 999
40 1,202.4 1,124.1 78.3 6.6% 10.8 0.9% 85% True False 523
60 1,202.4 1,065.5 136.9 11.5% 9.5 0.8% 92% True False 354
80 1,213.2 1,065.5 147.7 12.4% 7.0 0.6% 85% False False 265
100 1,261.5 1,065.5 196.0 16.5% 5.8 0.5% 64% False False 212
120 1,282.5 1,065.5 217.0 18.2% 4.8 0.4% 58% False False 177
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.5
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,251.8
2.618 1,232.8
1.618 1,221.3
1.000 1,214.0
0.618 1,209.5
HIGH 1,202.5
0.618 1,198.0
0.500 1,196.5
0.382 1,195.3
LOW 1,190.8
0.618 1,183.8
1.000 1,179.3
1.618 1,172.0
2.618 1,160.5
4.250 1,141.5
Fisher Pivots for day following 30-Nov-2015
Pivot 1 day 3 day
R1 1,196.5 1,196.5
PP 1,194.8 1,194.8
S1 1,192.8 1,192.8

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

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