ICE Russell 2000 Mini Future December 2016


Trading Metrics calculated at close of trading on 14-Oct-2016
Day Change Summary
Previous Current
13-Oct-2016 14-Oct-2016 Change Change % Previous Week
Open 1,222.1 1,213.6 -8.5 -0.7% 1,234.2
High 1,222.5 1,223.4 0.9 0.1% 1,253.1
Low 1,206.0 1,207.4 1.4 0.1% 1,206.0
Close 1,214.0 1,209.9 -4.1 -0.3% 1,209.9
Range 16.5 16.0 -0.5 -3.0% 47.1
ATR 18.0 17.8 -0.1 -0.8% 0.0
Volume 95,875 84,413 -11,462 -12.0% 418,226
Daily Pivots for day following 14-Oct-2016
Classic Woodie Camarilla DeMark
R4 1,261.5 1,251.8 1,218.8
R3 1,245.5 1,235.8 1,214.3
R2 1,229.5 1,229.5 1,212.8
R1 1,219.8 1,219.8 1,211.3 1,216.8
PP 1,213.5 1,213.5 1,213.5 1,212.0
S1 1,203.8 1,203.8 1,208.5 1,200.8
S2 1,197.5 1,197.5 1,207.0
S3 1,181.5 1,187.8 1,205.5
S4 1,165.5 1,171.8 1,201.0
Weekly Pivots for week ending 14-Oct-2016
Classic Woodie Camarilla DeMark
R4 1,364.3 1,334.3 1,235.8
R3 1,317.3 1,287.0 1,222.8
R2 1,270.0 1,270.0 1,218.5
R1 1,240.0 1,240.0 1,214.3 1,231.5
PP 1,223.0 1,223.0 1,223.0 1,218.8
S1 1,193.0 1,193.0 1,205.5 1,184.5
S2 1,176.0 1,176.0 1,201.3
S3 1,128.8 1,145.8 1,197.0
S4 1,081.8 1,098.8 1,184.0
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% 19.3 1.6% 8% False False 83,645
10 1,253.1 1,206.0 47.1 3.9% 18.0 1.5% 8% False False 83,599
20 1,261.3 1,206.0 55.3 4.6% 18.3 1.5% 7% False False 83,662
40 1,261.3 1,198.6 62.7 5.2% 17.0 1.4% 18% False False 66,909
60 1,261.3 1,192.2 69.1 5.7% 13.3 1.1% 26% False False 44,608
80 1,261.3 1,074.6 186.7 15.4% 12.0 1.0% 72% False False 33,457
100 1,261.3 1,074.6 186.7 15.4% 10.5 0.9% 72% False False 26,775
120 1,261.3 1,074.6 186.7 15.4% 8.8 0.7% 72% False False 22,313
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,291.5
2.618 1,265.3
1.618 1,249.3
1.000 1,239.5
0.618 1,233.3
HIGH 1,223.5
0.618 1,217.3
0.500 1,215.5
0.382 1,213.5
LOW 1,207.5
0.618 1,197.5
1.000 1,191.5
1.618 1,181.5
2.618 1,165.5
4.250 1,139.5
Fisher Pivots for day following 14-Oct-2016
Pivot 1 day 3 day
R1 1,215.5 1,218.8
PP 1,213.5 1,215.8
S1 1,211.8 1,212.8

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

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