ICE Russell 2000 Mini Future March 2016


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 1,109.8 1,128.6 18.8 1.7% 1,178.0
High 1,129.0 1,146.2 17.2 1.5% 1,182.0
Low 1,107.0 1,127.5 20.5 1.9% 1,113.8
Close 1,128.7 1,144.7 16.0 1.4% 1,117.7
Range 22.0 18.7 -3.3 -15.0% 68.2
ATR 17.9 18.0 0.1 0.3% 0.0
Volume 193,692 141,279 -52,413 -27.1% 298,557
Daily Pivots for day following 16-Dec-2015
Classic Woodie Camarilla DeMark
R4 1,195.5 1,188.8 1,155.0
R3 1,176.8 1,170.3 1,149.8
R2 1,158.3 1,158.3 1,148.3
R1 1,151.5 1,151.5 1,146.5 1,154.8
PP 1,139.5 1,139.5 1,139.5 1,141.3
S1 1,132.8 1,132.8 1,143.0 1,136.0
S2 1,120.8 1,120.8 1,141.3
S3 1,102.0 1,114.0 1,139.5
S4 1,083.3 1,095.3 1,134.5
Weekly Pivots for week ending 11-Dec-2015
Classic Woodie Camarilla DeMark
R4 1,342.5 1,298.3 1,155.3
R3 1,274.3 1,230.0 1,136.5
R2 1,206.0 1,206.0 1,130.3
R1 1,161.8 1,161.8 1,124.0 1,149.8
PP 1,137.8 1,137.8 1,137.8 1,131.8
S1 1,093.8 1,093.8 1,111.5 1,081.8
S2 1,069.8 1,069.8 1,105.3
S3 1,001.5 1,025.5 1,099.0
S4 933.3 957.3 1,080.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,149.6 1,101.6 48.0 4.2% 22.0 1.9% 90% False False 166,068
10 1,194.0 1,101.6 92.4 8.1% 22.5 2.0% 47% False False 87,485
20 1,202.4 1,101.6 100.8 8.8% 16.3 1.4% 43% False False 44,455
40 1,202.4 1,101.6 100.8 8.8% 13.8 1.2% 43% False False 22,479
60 1,202.4 1,065.5 136.9 12.0% 13.5 1.2% 58% False False 14,995
80 1,202.4 1,065.5 136.9 12.0% 10.3 0.9% 58% False False 11,246
100 1,226.1 1,065.5 160.6 14.0% 8.3 0.7% 49% False False 8,997
120 1,261.5 1,065.5 196.0 17.1% 6.8 0.6% 40% False False 7,497
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 3.2
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,225.8
2.618 1,195.3
1.618 1,176.5
1.000 1,165.0
0.618 1,157.8
HIGH 1,146.3
0.618 1,139.0
0.500 1,136.8
0.382 1,134.8
LOW 1,127.5
0.618 1,116.0
1.000 1,108.8
1.618 1,097.3
2.618 1,078.5
4.250 1,048.0
Fisher Pivots for day following 16-Dec-2015
Pivot 1 day 3 day
R1 1,142.0 1,137.8
PP 1,139.5 1,130.8
S1 1,136.8 1,124.0

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

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