ICE Russell 2000 Mini Future March 2016


Trading Metrics calculated at close of trading on 18-Dec-2015
Day Change Summary
Previous Current
17-Dec-2015 18-Dec-2015 Change Change % Previous Week
Open 1,142.8 1,120.3 -22.5 -2.0% 1,119.2
High 1,150.6 1,129.7 -20.9 -1.8% 1,150.6
Low 1,125.2 1,112.9 -12.3 -1.1% 1,101.6
Close 1,125.7 1,113.8 -11.9 -1.1% 1,113.8
Range 25.4 16.8 -8.6 -33.9% 49.0
ATR 18.5 18.4 -0.1 -0.7% 0.0
Volume 124,299 127,689 3,390 2.7% 826,307
Daily Pivots for day following 18-Dec-2015
Classic Woodie Camarilla DeMark
R4 1,169.3 1,158.3 1,123.0
R3 1,152.5 1,141.5 1,118.5
R2 1,135.5 1,135.5 1,117.0
R1 1,124.8 1,124.8 1,115.3 1,121.8
PP 1,118.8 1,118.8 1,118.8 1,117.3
S1 1,108.0 1,108.0 1,112.3 1,105.0
S2 1,102.0 1,102.0 1,110.8
S3 1,085.3 1,091.0 1,109.3
S4 1,068.5 1,074.3 1,104.5
Weekly Pivots for week ending 18-Dec-2015
Classic Woodie Camarilla DeMark
R4 1,269.0 1,240.5 1,140.8
R3 1,220.0 1,191.5 1,127.3
R2 1,171.0 1,171.0 1,122.8
R1 1,142.5 1,142.5 1,118.3 1,132.3
PP 1,122.0 1,122.0 1,122.0 1,117.0
S1 1,093.5 1,093.5 1,109.3 1,083.3
S2 1,073.0 1,073.0 1,104.8
S3 1,024.0 1,044.5 1,100.3
S4 975.0 995.5 1,086.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,150.6 1,101.6 49.0 4.4% 21.3 1.9% 25% False False 165,261
10 1,182.0 1,101.6 80.4 7.2% 22.0 2.0% 15% False False 112,486
20 1,202.4 1,101.6 100.8 9.1% 18.0 1.6% 12% False False 56,887
40 1,202.4 1,101.6 100.8 9.1% 14.3 1.3% 12% False False 28,765
60 1,202.4 1,065.5 136.9 12.3% 14.3 1.3% 35% False False 19,194
80 1,202.4 1,065.5 136.9 12.3% 10.8 1.0% 35% False False 14,396
100 1,220.5 1,065.5 155.0 13.9% 8.5 0.8% 31% False False 11,516
120 1,261.5 1,065.5 196.0 17.6% 7.3 0.6% 25% False False 9,597
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 1,201.0
2.618 1,173.8
1.618 1,157.0
1.000 1,146.5
0.618 1,140.0
HIGH 1,129.8
0.618 1,123.3
0.500 1,121.3
0.382 1,119.3
LOW 1,113.0
0.618 1,102.5
1.000 1,096.0
1.618 1,085.8
2.618 1,069.0
4.250 1,041.5
Fisher Pivots for day following 18-Dec-2015
Pivot 1 day 3 day
R1 1,121.3 1,131.8
PP 1,118.8 1,125.8
S1 1,116.3 1,119.8

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

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