ICE Russell 2000 Mini Future March 2016


Trading Metrics calculated at close of trading on 23-Dec-2015
Day Change Summary
Previous Current
22-Dec-2015 23-Dec-2015 Change Change % Previous Week
Open 1,124.3 1,133.8 9.5 0.8% 1,119.2
High 1,136.8 1,149.4 12.6 1.1% 1,150.6
Low 1,116.9 1,132.2 15.3 1.4% 1,101.6
Close 1,136.1 1,145.9 9.8 0.9% 1,113.8
Range 19.9 17.2 -2.7 -13.6% 49.0
ATR 18.0 18.0 -0.1 -0.3% 0.0
Volume 78,356 70,064 -8,292 -10.6% 826,307
Daily Pivots for day following 23-Dec-2015
Classic Woodie Camarilla DeMark
R4 1,194.0 1,187.3 1,155.3
R3 1,177.0 1,170.0 1,150.8
R2 1,159.8 1,159.8 1,149.0
R1 1,152.8 1,152.8 1,147.5 1,156.3
PP 1,142.5 1,142.5 1,142.5 1,144.3
S1 1,135.5 1,135.5 1,144.3 1,139.0
S2 1,125.3 1,125.3 1,142.8
S3 1,108.0 1,118.5 1,141.3
S4 1,091.0 1,101.3 1,136.5
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 1,112.9 37.7 3.3% 18.3 1.6% 88% False False 97,259
10 1,150.6 1,101.6 49.0 4.3% 20.0 1.8% 90% False False 131,663
20 1,202.4 1,101.6 100.8 8.8% 18.5 1.6% 44% False False 68,361
40 1,202.4 1,101.6 100.8 8.8% 14.5 1.3% 44% False False 34,620
60 1,202.4 1,071.0 131.4 11.5% 14.3 1.2% 57% False False 23,097
80 1,202.4 1,065.5 136.9 11.9% 11.3 1.0% 59% False False 17,325
100 1,213.2 1,065.5 147.7 12.9% 9.0 0.8% 54% False False 13,860
120 1,261.5 1,065.5 196.0 17.1% 7.5 0.7% 41% False False 11,550
Crabel Price Patterns
NR True
NR4 False
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 4.2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,222.5
2.618 1,194.5
1.618 1,177.3
1.000 1,166.5
0.618 1,160.0
HIGH 1,149.5
0.618 1,142.8
0.500 1,140.8
0.382 1,138.8
LOW 1,132.3
0.618 1,121.5
1.000 1,115.0
1.618 1,104.3
2.618 1,087.3
4.250 1,059.0
Fisher Pivots for day following 23-Dec-2015
Pivot 1 day 3 day
R1 1,144.3 1,141.3
PP 1,142.5 1,136.5
S1 1,140.8 1,131.8

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

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