ICE Russell 2000 Mini Future December 2016


Trading Metrics calculated at close of trading on 15-Sep-2016
Day Change Summary
Previous Current
14-Sep-2016 15-Sep-2016 Change Change % Previous Week
Open 1,208.7 1,207.5 -1.2 -0.1% 1,246.0
High 1,216.1 1,223.8 7.7 0.6% 1,259.1
Low 1,203.9 1,201.1 -2.8 -0.2% 1,207.8
Close 1,204.6 1,221.7 17.1 1.4% 1,210.1
Range 12.2 22.7 10.5 86.1% 51.3
ATR 15.9 16.4 0.5 3.1% 0.0
Volume 143,835 108,617 -35,218 -24.5% 254,236
Daily Pivots for day following 15-Sep-2016
Classic Woodie Camarilla DeMark
R4 1,283.8 1,275.3 1,234.3
R3 1,261.0 1,252.8 1,228.0
R2 1,238.3 1,238.3 1,225.8
R1 1,230.0 1,230.0 1,223.8 1,234.0
PP 1,215.5 1,215.5 1,215.5 1,217.5
S1 1,207.3 1,207.3 1,219.5 1,211.5
S2 1,192.8 1,192.8 1,217.5
S3 1,170.3 1,184.5 1,215.5
S4 1,147.5 1,161.8 1,209.3
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 1,253.4 1,198.6 54.8 4.5% 29.0 2.4% 42% False False 164,101
10 1,259.1 1,198.6 60.5 5.0% 21.0 1.7% 38% False False 91,598
20 1,259.1 1,198.6 60.5 5.0% 15.3 1.2% 38% False False 45,930
40 1,259.1 1,192.2 66.9 5.5% 10.5 0.9% 44% False False 22,969
60 1,259.1 1,074.6 184.5 15.1% 10.0 0.8% 80% False False 15,314
80 1,259.1 1,074.6 184.5 15.1% 8.5 0.7% 80% False False 11,497
100 1,259.1 1,074.6 184.5 15.1% 6.8 0.6% 80% False False 9,198
120 1,259.1 1,074.6 184.5 15.1% 5.8 0.5% 80% False False 7,665
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.8
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,320.3
2.618 1,283.3
1.618 1,260.5
1.000 1,246.5
0.618 1,237.8
HIGH 1,223.8
0.618 1,215.3
0.500 1,212.5
0.382 1,209.8
LOW 1,201.0
0.618 1,187.0
1.000 1,178.5
1.618 1,164.3
2.618 1,141.8
4.250 1,104.5
Fisher Pivots for day following 15-Sep-2016
Pivot 1 day 3 day
R1 1,218.5 1,219.8
PP 1,215.5 1,217.8
S1 1,212.5 1,215.8

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

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