ICE Russell 2000 Mini Future December 2016


Trading Metrics calculated at close of trading on 14-Sep-2016
Day Change Summary
Previous Current
13-Sep-2016 14-Sep-2016 Change Change % Previous Week
Open 1,230.8 1,208.7 -22.1 -1.8% 1,246.0
High 1,231.2 1,216.1 -15.1 -1.2% 1,259.1
Low 1,200.1 1,203.9 3.8 0.3% 1,207.8
Close 1,208.5 1,204.6 -3.9 -0.3% 1,210.1
Range 31.1 12.2 -18.9 -60.8% 51.3
ATR 16.2 15.9 -0.3 -1.8% 0.0
Volume 199,825 143,835 -55,990 -28.0% 254,236
Daily Pivots for day following 14-Sep-2016
Classic Woodie Camarilla DeMark
R4 1,244.8 1,237.0 1,211.3
R3 1,232.5 1,224.8 1,208.0
R2 1,220.5 1,220.5 1,206.8
R1 1,212.5 1,212.5 1,205.8 1,210.3
PP 1,208.3 1,208.3 1,208.3 1,207.0
S1 1,200.3 1,200.3 1,203.5 1,198.3
S2 1,196.0 1,196.0 1,202.3
S3 1,183.8 1,188.0 1,201.3
S4 1,171.5 1,176.0 1,198.0
Weekly Pivots for week ending 09-Sep-2016
Classic Woodie Camarilla DeMark
R4 1,379.5 1,346.3 1,238.3
R3 1,328.3 1,294.8 1,224.3
R2 1,277.0 1,277.0 1,219.5
R1 1,243.5 1,243.5 1,214.8 1,234.5
PP 1,225.8 1,225.8 1,225.8 1,221.3
S1 1,192.3 1,192.3 1,205.5 1,183.3
S2 1,174.3 1,174.3 1,200.8
S3 1,123.0 1,141.0 1,196.0
S4 1,071.8 1,089.8 1,182.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,259.1 1,198.6 60.5 5.0% 26.5 2.2% 10% False False 157,999
10 1,259.1 1,198.6 60.5 5.0% 20.3 1.7% 10% False False 80,899
20 1,259.1 1,198.6 60.5 5.0% 14.8 1.2% 10% False False 40,500
40 1,259.1 1,188.9 70.2 5.8% 10.3 0.9% 22% False False 20,253
60 1,259.1 1,074.6 184.5 15.3% 9.8 0.8% 70% False False 13,503
80 1,259.1 1,074.6 184.5 15.3% 8.3 0.7% 70% False False 10,139
100 1,259.1 1,074.6 184.5 15.3% 6.8 0.6% 70% False False 8,111
120 1,259.1 1,074.6 184.5 15.3% 5.5 0.5% 70% False False 6,759
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.3
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,268.0
2.618 1,248.0
1.618 1,235.8
1.000 1,228.3
0.618 1,223.8
HIGH 1,216.0
0.618 1,211.5
0.500 1,210.0
0.382 1,208.5
LOW 1,204.0
0.618 1,196.3
1.000 1,191.8
1.618 1,184.3
2.618 1,172.0
4.250 1,152.0
Fisher Pivots for day following 14-Sep-2016
Pivot 1 day 3 day
R1 1,210.0 1,215.5
PP 1,208.3 1,212.0
S1 1,206.5 1,208.3

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

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