ICE Russell 2000 Mini Future December 2016

Trading Metrics calculated at close of trading on 12-Oct-2016

Day Change Summary
	Previous	Current
	11-Oct-2016	12-Oct-2016	Change	Change %	Previous Week
Open	1,250.6	1,226.5	-24.1	-1.9%	1,246.1
High	1,250.7	1,231.4	-19.3	-1.5%	1,252.3
Low	1,218.1	1,220.3	2.2	0.2%	1,226.9
Close	1,226.3	1,222.9	-3.4	-0.3%	1,231.7
Range	32.6	11.1	-21.5	-66.0%	25.4
ATR	18.6	18.1	-0.5	-2.9%	0.0
Volume	108,565	70,314	-38,251	-35.2%	417,768

Daily Pivots for day following 12-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,258.3	1,251.8	1,229.0
R3	1,247.0	1,240.5	1,226.0
R2	1,236.0	1,236.0	1,225.0
R1	1,229.5	1,229.5	1,224.0	1,227.3
PP	1,224.8	1,224.8	1,224.8	1,223.8
S1	1,218.3	1,218.3	1,222.0	1,216.0
S2	1,213.8	1,213.8	1,220.8
S3	1,202.8	1,207.3	1,219.8
S4	1,191.5	1,196.3	1,216.8

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%	19.8	1.6%	14%	False	False	81,025
10	1,255.0	1,218.1	36.9	3.0%	19.5	1.6%	13%	False	False	85,167
20	1,261.3	1,201.1	60.2	4.9%	18.3	1.5%	36%	False	False	84,304
40	1,261.3	1,198.6	62.7	5.1%	16.5	1.3%	39%	False	False	62,402
60	1,261.3	1,188.9	72.4	5.9%	13.0	1.1%	47%	False	False	41,604
80	1,261.3	1,074.6	186.7	15.3%	11.8	1.0%	79%	False	False	31,204
100	1,261.3	1,074.6	186.7	15.3%	10.3	0.8%	79%	False	False	24,972
120	1,261.3	1,074.6	186.7	15.3%	8.5	0.7%	79%	False	False	20,810

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	3.2
Narrowest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	1,278.5
2.618	1,260.5
1.618	1,249.3
1.000	1,242.5
0.618	1,238.3
HIGH	1,231.5
0.618	1,227.3
0.500	1,225.8
0.382	1,224.5
LOW	1,220.3
0.618	1,213.5
1.000	1,209.3
1.618	1,202.3
2.618	1,191.3
4.250	1,173.0

Fisher Pivots for day following 12-Oct-2016
Pivot	1 day	3 day
R1	1,225.8	1,235.5
PP	1,224.8	1,231.3
S1	1,224.0	1,227.3

Download as Excel Spreadsheet

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

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