ICE Russell 2000 Mini Future December 2016


Trading Metrics calculated at close of trading on 13-Oct-2016
Day Change Summary
Previous Current
12-Oct-2016 13-Oct-2016 Change Change % Previous Week
Open 1,226.5 1,222.1 -4.4 -0.4% 1,246.1
High 1,231.4 1,222.5 -8.9 -0.7% 1,252.3
Low 1,220.3 1,206.0 -14.3 -1.2% 1,226.9
Close 1,222.9 1,214.0 -8.9 -0.7% 1,231.7
Range 11.1 16.5 5.4 48.6% 25.4
ATR 18.1 18.0 -0.1 -0.5% 0.0
Volume 70,314 95,875 25,561 36.4% 417,768
Daily Pivots for day following 13-Oct-2016
Classic Woodie Camarilla DeMark
R4 1,263.8 1,255.3 1,223.0
R3 1,247.3 1,238.8 1,218.5
R2 1,230.8 1,230.8 1,217.0
R1 1,222.3 1,222.3 1,215.5 1,218.3
PP 1,214.3 1,214.3 1,214.3 1,212.0
S1 1,205.8 1,205.8 1,212.5 1,201.8
S2 1,197.8 1,197.8 1,211.0
S3 1,181.3 1,189.3 1,209.5
S4 1,164.8 1,172.8 1,205.0
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 1,206.0 47.1 3.9% 20.5 1.7% 17% False True 86,511
10 1,253.5 1,206.0 47.5 3.9% 19.0 1.6% 17% False True 85,187
20 1,261.3 1,206.0 55.3 4.6% 18.0 1.5% 14% False True 83,667
40 1,261.3 1,198.6 62.7 5.2% 16.5 1.4% 25% False False 64,799
60 1,261.3 1,192.2 69.1 5.7% 13.0 1.1% 32% False False 43,201
80 1,261.3 1,074.6 186.7 15.4% 12.0 1.0% 75% False False 32,402
100 1,261.3 1,074.6 186.7 15.4% 10.5 0.9% 75% False False 25,931
120 1,261.3 1,074.6 186.7 15.4% 8.8 0.7% 75% False False 21,609
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 3.1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,292.5
2.618 1,265.8
1.618 1,249.3
1.000 1,239.0
0.618 1,232.8
HIGH 1,222.5
0.618 1,216.3
0.500 1,214.3
0.382 1,212.3
LOW 1,206.0
0.618 1,195.8
1.000 1,189.5
1.618 1,179.3
2.618 1,162.8
4.250 1,136.0
Fisher Pivots for day following 13-Oct-2016
Pivot 1 day 3 day
R1 1,214.3 1,228.3
PP 1,214.3 1,223.5
S1 1,214.0 1,218.8

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

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