ICE Russell 2000 Mini Future December 2016


Trading Metrics calculated at close of trading on 20-Sep-2016
Day Change Summary
Previous Current
19-Sep-2016 20-Sep-2016 Change Change % Previous Week
Open 1,219.3 1,227.8 8.5 0.7% 1,207.7
High 1,237.6 1,235.0 -2.6 -0.2% 1,232.6
Low 1,219.1 1,221.3 2.2 0.2% 1,198.6
Close 1,229.5 1,222.9 -6.6 -0.5% 1,220.7
Range 18.5 13.7 -4.8 -25.9% 34.0
ATR 16.1 15.9 -0.2 -1.0% 0.0
Volume 83,058 70,911 -12,147 -14.6% 744,087
Daily Pivots for day following 20-Sep-2016
Classic Woodie Camarilla DeMark
R4 1,267.5 1,259.0 1,230.5
R3 1,253.8 1,245.3 1,226.8
R2 1,240.0 1,240.0 1,225.5
R1 1,231.5 1,231.5 1,224.3 1,229.0
PP 1,226.5 1,226.5 1,226.5 1,225.0
S1 1,217.8 1,217.8 1,221.8 1,215.3
S2 1,212.8 1,212.8 1,220.5
S3 1,199.0 1,204.0 1,219.3
S4 1,185.3 1,190.5 1,215.3
Weekly Pivots for week ending 16-Sep-2016
Classic Woodie Camarilla DeMark
R4 1,319.3 1,304.0 1,239.5
R3 1,285.3 1,270.0 1,230.0
R2 1,251.3 1,251.3 1,227.0
R1 1,236.0 1,236.0 1,223.8 1,243.8
PP 1,217.3 1,217.3 1,217.3 1,221.0
S1 1,202.0 1,202.0 1,217.5 1,209.8
S2 1,183.3 1,183.3 1,214.5
S3 1,149.3 1,168.0 1,211.3
S4 1,115.3 1,134.0 1,202.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,237.6 1,201.1 36.5 3.0% 15.3 1.2% 60% False False 98,187
10 1,259.1 1,198.6 60.5 4.9% 20.8 1.7% 40% False False 114,944
20 1,259.1 1,198.6 60.5 4.9% 16.8 1.4% 40% False False 57,853
40 1,259.1 1,192.2 66.9 5.5% 11.5 0.9% 46% False False 28,931
60 1,259.1 1,100.1 159.0 13.0% 9.3 0.8% 77% False False 19,288
80 1,259.1 1,074.6 184.5 15.1% 9.0 0.7% 80% False False 14,478
100 1,259.1 1,074.6 184.5 15.1% 7.3 0.6% 80% False False 11,582
120 1,259.1 1,074.6 184.5 15.1% 6.0 0.5% 80% False False 9,652
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,293.3
2.618 1,270.8
1.618 1,257.3
1.000 1,248.8
0.618 1,243.5
HIGH 1,235.0
0.618 1,229.8
0.500 1,228.3
0.382 1,226.5
LOW 1,221.3
0.618 1,212.8
1.000 1,207.5
1.618 1,199.3
2.618 1,185.5
4.250 1,163.0
Fisher Pivots for day following 20-Sep-2016
Pivot 1 day 3 day
R1 1,228.3 1,225.0
PP 1,226.5 1,224.3
S1 1,224.8 1,223.5

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

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