ICE Russell 2000 Mini Future December 2016


Trading Metrics calculated at close of trading on 17-Oct-2016
Day Change Summary
Previous Current
14-Oct-2016 17-Oct-2016 Change Change % Previous Week
Open 1,213.6 1,209.2 -4.4 -0.4% 1,234.2
High 1,223.4 1,213.6 -9.8 -0.8% 1,253.1
Low 1,207.4 1,203.4 -4.0 -0.3% 1,206.0
Close 1,209.9 1,209.6 -0.3 0.0% 1,209.9
Range 16.0 10.2 -5.8 -36.3% 47.1
ATR 17.8 17.3 -0.5 -3.1% 0.0
Volume 84,413 70,324 -14,089 -16.7% 418,226
Daily Pivots for day following 17-Oct-2016
Classic Woodie Camarilla DeMark
R4 1,239.5 1,234.8 1,215.3
R3 1,229.3 1,224.5 1,212.5
R2 1,219.0 1,219.0 1,211.5
R1 1,214.3 1,214.3 1,210.5 1,216.8
PP 1,208.8 1,208.8 1,208.8 1,210.0
S1 1,204.3 1,204.3 1,208.8 1,206.5
S2 1,198.8 1,198.8 1,207.8
S3 1,188.5 1,194.0 1,206.8
S4 1,178.3 1,183.8 1,204.0
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 1,250.7 1,203.4 47.3 3.9% 17.3 1.4% 13% False True 85,898
10 1,253.1 1,203.4 49.7 4.1% 17.5 1.5% 12% False True 83,557
20 1,261.3 1,203.4 57.9 4.8% 17.8 1.5% 11% False True 83,025
40 1,261.3 1,198.6 62.7 5.2% 17.0 1.4% 18% False False 68,667
60 1,261.3 1,192.2 69.1 5.7% 13.5 1.1% 25% False False 45,780
80 1,261.3 1,074.6 186.7 15.4% 11.5 0.9% 72% False False 34,336
100 1,261.3 1,074.6 186.7 15.4% 10.8 0.9% 72% False False 27,478
120 1,261.3 1,074.6 186.7 15.4% 9.0 0.7% 72% False False 22,899
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.1
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 1,257.0
2.618 1,240.3
1.618 1,230.0
1.000 1,223.8
0.618 1,220.0
HIGH 1,213.5
0.618 1,209.8
0.500 1,208.5
0.382 1,207.3
LOW 1,203.5
0.618 1,197.0
1.000 1,193.3
1.618 1,187.0
2.618 1,176.8
4.250 1,160.0
Fisher Pivots for day following 17-Oct-2016
Pivot 1 day 3 day
R1 1,209.3 1,213.5
PP 1,208.8 1,212.3
S1 1,208.5 1,210.8

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

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