ICE Russell 2000 Mini Future December 2016

Trading Metrics calculated at close of trading on 11-Oct-2016

Day Change Summary
	Previous	Current
	10-Oct-2016	11-Oct-2016	Change	Change %	Previous Week
Open	1,234.2	1,250.6	16.4	1.3%	1,246.1
High	1,253.1	1,250.7	-2.4	-0.2%	1,252.3
Low	1,232.8	1,218.1	-14.7	-1.2%	1,226.9
Close	1,250.1	1,226.3	-23.8	-1.9%	1,231.7
Range	20.3	32.6	12.3	60.6%	25.4
ATR	17.5	18.6	1.1	6.1%	0.0
Volume	59,059	108,565	49,506	83.8%	417,768

Daily Pivots for day following 11-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,329.5	1,310.5	1,244.3
R3	1,297.0	1,278.0	1,235.3
R2	1,264.3	1,264.3	1,232.3
R1	1,245.3	1,245.3	1,229.3	1,238.5
PP	1,231.8	1,231.8	1,231.8	1,228.3
S1	1,212.8	1,212.8	1,223.3	1,206.0
S2	1,199.0	1,199.0	1,220.3
S3	1,166.5	1,180.0	1,217.3
S4	1,134.0	1,147.5	1,208.3

Weekly Pivots for week ending 07-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,313.3	1,297.8	1,245.8
R3	1,287.8	1,272.5	1,238.8
R2	1,262.3	1,262.3	1,236.3
R1	1,247.0	1,247.0	1,234.0	1,242.0
PP	1,237.0	1,237.0	1,237.0	1,234.5
S1	1,221.8	1,221.8	1,229.3	1,216.5
S2	1,211.5	1,211.5	1,227.0
S3	1,186.3	1,196.3	1,224.8
S4	1,160.8	1,170.8	1,217.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,253.1	1,218.1	35.0	2.9%	21.0	1.7%	23%	False	True	82,546
10	1,255.0	1,218.1	36.9	3.0%	20.3	1.6%	22%	False	True	85,796
20	1,261.3	1,201.1	60.2	4.9%	18.3	1.5%	42%	False	False	87,980
40	1,261.3	1,198.6	62.7	5.1%	16.3	1.3%	44%	False	False	60,644
60	1,261.3	1,188.9	72.4	5.9%	12.8	1.0%	52%	False	False	40,432
80	1,261.3	1,074.6	186.7	15.2%	11.8	1.0%	81%	False	False	30,325
100	1,261.3	1,074.6	186.7	15.2%	10.3	0.8%	81%	False	False	24,269
120	1,261.3	1,074.6	186.7	15.2%	8.5	0.7%	81%	False	False	20,224

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.3
Widest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	1,389.3
2.618	1,336.0
1.618	1,303.5
1.000	1,283.3
0.618	1,270.8
HIGH	1,250.8
0.618	1,238.3
0.500	1,234.5
0.382	1,230.5
LOW	1,218.0
0.618	1,198.0
1.000	1,185.5
1.618	1,165.3
2.618	1,132.8
4.250	1,079.5

Fisher Pivots for day following 11-Oct-2016
Pivot	1 day	3 day
R1	1,234.5	1,235.5
PP	1,231.8	1,232.5
S1	1,229.0	1,229.5

Download as Excel Spreadsheet

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

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