ICE Russell 2000 Mini Future March 2016


Trading Metrics calculated at close of trading on 24-Dec-2015
Day Change Summary
Previous Current
23-Dec-2015 24-Dec-2015 Change Change % Previous Week
Open 1,133.8 1,147.2 13.4 1.2% 1,119.2
High 1,149.4 1,156.2 6.8 0.6% 1,150.6
Low 1,132.2 1,144.4 12.2 1.1% 1,101.6
Close 1,145.9 1,146.2 0.3 0.0% 1,113.8
Range 17.2 11.8 -5.4 -31.4% 49.0
ATR 18.0 17.5 -0.4 -2.5% 0.0
Volume 70,064 30,649 -39,415 -56.3% 826,307
Daily Pivots for day following 24-Dec-2015
Classic Woodie Camarilla DeMark
R4 1,184.3 1,177.0 1,152.8
R3 1,172.5 1,165.3 1,149.5
R2 1,160.8 1,160.8 1,148.3
R1 1,153.5 1,153.5 1,147.3 1,151.3
PP 1,149.0 1,149.0 1,149.0 1,147.8
S1 1,141.8 1,141.8 1,145.0 1,139.5
S2 1,137.3 1,137.3 1,144.0
S3 1,125.3 1,129.8 1,143.0
S4 1,113.5 1,118.0 1,139.8
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 1,156.2 1,112.9 43.3 3.8% 15.5 1.3% 77% True False 78,529
10 1,156.2 1,101.6 54.6 4.8% 20.0 1.7% 82% True False 127,412
20 1,202.4 1,101.6 100.8 8.8% 18.8 1.6% 44% False False 69,893
40 1,202.4 1,101.6 100.8 8.8% 14.5 1.3% 44% False False 35,386
60 1,202.4 1,071.0 131.4 11.5% 14.0 1.2% 57% False False 23,607
80 1,202.4 1,065.5 136.9 11.9% 11.5 1.0% 59% False False 17,708
100 1,213.2 1,065.5 147.7 12.9% 9.3 0.8% 55% False False 14,166
120 1,261.5 1,065.5 196.0 17.1% 7.8 0.7% 41% False False 11,805
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 4.1
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,206.3
2.618 1,187.0
1.618 1,175.3
1.000 1,168.0
0.618 1,163.5
HIGH 1,156.3
0.618 1,151.8
0.500 1,150.3
0.382 1,149.0
LOW 1,144.5
0.618 1,137.0
1.000 1,132.5
1.618 1,125.3
2.618 1,113.5
4.250 1,094.3
Fisher Pivots for day following 24-Dec-2015
Pivot 1 day 3 day
R1 1,150.3 1,143.0
PP 1,149.0 1,139.8
S1 1,147.5 1,136.5

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

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