ICE Russell 2000 Mini Future December 2016


Trading Metrics calculated at close of trading on 23-Sep-2016
Day Change Summary
Previous Current
22-Sep-2016 23-Sep-2016 Change Change % Previous Week
Open 1,241.1 1,259.1 18.0 1.5% 1,219.3
High 1,260.4 1,261.3 0.9 0.1% 1,261.3
Low 1,240.8 1,248.9 8.1 0.7% 1,218.0
Close 1,259.4 1,250.3 -9.1 -0.7% 1,250.3
Range 19.6 12.4 -7.2 -36.7% 43.3
ATR 16.8 16.5 -0.3 -1.9% 0.0
Volume 91,792 64,142 -27,650 -30.1% 410,294
Daily Pivots for day following 23-Sep-2016
Classic Woodie Camarilla DeMark
R4 1,290.8 1,283.0 1,257.0
R3 1,278.3 1,270.5 1,253.8
R2 1,266.0 1,266.0 1,252.5
R1 1,258.0 1,258.0 1,251.5 1,255.8
PP 1,253.5 1,253.5 1,253.5 1,252.3
S1 1,245.8 1,245.8 1,249.3 1,243.5
S2 1,241.0 1,241.0 1,248.0
S3 1,228.8 1,233.3 1,247.0
S4 1,216.3 1,221.0 1,243.5
Weekly Pivots for week ending 23-Sep-2016
Classic Woodie Camarilla DeMark
R4 1,373.0 1,355.0 1,274.0
R3 1,329.8 1,311.8 1,262.3
R2 1,286.5 1,286.5 1,258.3
R1 1,268.5 1,268.5 1,254.3 1,277.5
PP 1,243.3 1,243.3 1,243.3 1,247.8
S1 1,225.0 1,225.0 1,246.3 1,234.3
S2 1,200.0 1,200.0 1,242.3
S3 1,156.5 1,181.8 1,238.5
S4 1,113.3 1,138.5 1,226.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,261.3 1,218.0 43.3 3.5% 18.0 1.4% 75% True False 82,058
10 1,261.3 1,198.6 62.7 5.0% 19.8 1.6% 82% True False 115,438
20 1,261.3 1,198.6 62.7 5.0% 18.0 1.4% 82% True False 70,663
40 1,261.3 1,192.2 69.1 5.5% 12.5 1.0% 84% True False 35,338
60 1,261.3 1,130.4 130.9 10.5% 9.8 0.8% 92% True False 23,560
80 1,261.3 1,074.6 186.7 14.9% 9.5 0.8% 94% True False 17,682
100 1,261.3 1,074.6 186.7 14.9% 7.8 0.6% 94% True False 14,146
120 1,261.3 1,074.6 186.7 14.9% 6.5 0.5% 94% True False 11,788
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 3.7
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,314.0
2.618 1,293.8
1.618 1,281.3
1.000 1,273.8
0.618 1,269.0
HIGH 1,261.3
0.618 1,256.5
0.500 1,255.0
0.382 1,253.8
LOW 1,249.0
0.618 1,241.3
1.000 1,236.5
1.618 1,228.8
2.618 1,216.5
4.250 1,196.3
Fisher Pivots for day following 23-Sep-2016
Pivot 1 day 3 day
R1 1,255.0 1,246.8
PP 1,253.5 1,243.3
S1 1,252.0 1,239.8

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

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