ICE Russell 2000 Mini Future March 2016


Trading Metrics calculated at close of trading on 04-Dec-2015
Day Change Summary
Previous Current
03-Dec-2015 04-Dec-2015 Change Change % Previous Week
Open 1,190.1 1,167.6 -22.5 -1.9% 1,197.4
High 1,194.0 1,178.6 -15.4 -1.3% 1,202.4
Low 1,161.4 1,164.9 3.5 0.3% 1,161.4
Close 1,165.3 1,178.6 13.3 1.1% 1,178.6
Range 32.6 13.7 -18.9 -58.0% 41.0
ATR 14.4 14.4 -0.1 -0.4% 0.0
Volume 316 1,667 1,351 427.5% 7,989
Daily Pivots for day following 04-Dec-2015
Classic Woodie Camarilla DeMark
R4 1,215.3 1,210.5 1,186.3
R3 1,201.5 1,196.8 1,182.3
R2 1,187.8 1,187.8 1,181.0
R1 1,183.3 1,183.3 1,179.8 1,185.5
PP 1,174.0 1,174.0 1,174.0 1,175.3
S1 1,169.5 1,169.5 1,177.3 1,171.8
S2 1,160.3 1,160.3 1,176.0
S3 1,146.8 1,155.8 1,174.8
S4 1,133.0 1,142.0 1,171.0
Weekly Pivots for week ending 04-Dec-2015
Classic Woodie Camarilla DeMark
R4 1,303.8 1,282.3 1,201.3
R3 1,262.8 1,241.3 1,190.0
R2 1,221.8 1,221.8 1,186.0
R1 1,200.3 1,200.3 1,182.3 1,190.5
PP 1,180.8 1,180.8 1,180.8 1,176.0
S1 1,159.3 1,159.3 1,174.8 1,149.5
S2 1,139.8 1,139.8 1,171.0
S3 1,098.8 1,118.3 1,167.3
S4 1,057.8 1,077.3 1,156.0
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 1,161.4 41.0 3.5% 17.0 1.4% 42% False False 1,597
10 1,202.4 1,161.4 41.0 3.5% 13.8 1.2% 42% False False 1,289
20 1,202.4 1,135.8 66.6 5.7% 12.3 1.0% 64% False False 1,145
40 1,202.4 1,125.3 77.1 6.5% 11.5 1.0% 69% False False 661
60 1,202.4 1,065.5 136.9 11.6% 10.8 0.9% 83% False False 447
80 1,213.2 1,065.5 147.7 12.5% 8.0 0.7% 77% False False 335
100 1,249.4 1,065.5 183.9 15.6% 6.5 0.5% 62% False False 268
120 1,282.5 1,065.5 217.0 18.4% 5.3 0.5% 52% False False 223
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.0
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,236.8
2.618 1,214.5
1.618 1,200.8
1.000 1,192.3
0.618 1,187.0
HIGH 1,178.5
0.618 1,173.3
0.500 1,171.8
0.382 1,170.3
LOW 1,165.0
0.618 1,156.5
1.000 1,151.3
1.618 1,142.8
2.618 1,129.0
4.250 1,106.8
Fisher Pivots for day following 04-Dec-2015
Pivot 1 day 3 day
R1 1,176.3 1,180.8
PP 1,174.0 1,180.0
S1 1,171.8 1,179.3

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

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