ICE Russell 2000 Mini Future December 2016

Trading Metrics calculated at close of trading on 21-Oct-2016

Day Change Summary
	Previous	Current
	20-Oct-2016	21-Oct-2016	Change	Change %	Previous Week
Open	1,219.3	1,218.1	-1.2	-0.1%	1,209.2
High	1,223.6	1,218.9	-4.7	-0.4%	1,224.7
Low	1,208.8	1,205.6	-3.2	-0.3%	1,203.4
Close	1,218.7	1,216.4	-2.3	-0.2%	1,216.4
Range	14.8	13.3	-1.5	-10.1%	21.3
ATR	16.6	16.4	-0.2	-1.4%	0.0
Volume	78,458	71,471	-6,987	-8.9%	358,786

Daily Pivots for day following 21-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,253.5	1,248.3	1,223.8
R3	1,240.3	1,235.0	1,220.0
R2	1,227.0	1,227.0	1,218.8
R1	1,221.8	1,221.8	1,217.5	1,217.8
PP	1,213.8	1,213.8	1,213.8	1,211.5
S1	1,208.3	1,208.3	1,215.3	1,204.3
S2	1,200.3	1,200.3	1,214.0
S3	1,187.0	1,195.0	1,212.8
S4	1,173.8	1,181.8	1,209.0

Weekly Pivots for week ending 21-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,278.8	1,268.8	1,228.0
R3	1,257.5	1,247.5	1,222.3
R2	1,236.3	1,236.3	1,220.3
R1	1,226.3	1,226.3	1,218.3	1,231.3
PP	1,214.8	1,214.8	1,214.8	1,217.3
S1	1,205.0	1,205.0	1,214.5	1,210.0
S2	1,193.5	1,193.5	1,212.5
S3	1,172.3	1,183.8	1,210.5
S4	1,151.0	1,162.3	1,204.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,224.7	1,203.4	21.3	1.8%	12.8	1.1%	61%	False	False	71,757
10	1,253.1	1,203.4	49.7	4.1%	16.0	1.3%	26%	False	False	77,701
20	1,255.0	1,203.4	51.6	4.2%	17.0	1.4%	25%	False	False	81,087
40	1,261.3	1,198.6	62.7	5.2%	17.5	1.4%	28%	False	False	75,875
60	1,261.3	1,192.2	69.1	5.7%	14.0	1.2%	35%	False	False	50,588
80	1,261.3	1,130.4	130.9	10.8%	11.5	1.0%	66%	False	False	37,941
100	1,261.3	1,074.6	186.7	15.3%	11.0	0.9%	76%	False	False	30,363
120	1,261.3	1,074.6	186.7	15.3%	9.3	0.8%	76%	False	False	25,302

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	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.6
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1,275.5
2.618	1,253.8
1.618	1,240.5
1.000	1,232.3
0.618	1,227.0
HIGH	1,219.0
0.618	1,213.8
0.500	1,212.3
0.382	1,210.8
LOW	1,205.5
0.618	1,197.5
1.000	1,192.3
1.618	1,184.0
2.618	1,170.8
4.250	1,149.0

Fisher Pivots for day following 21-Oct-2016
Pivot	1 day	3 day
R1	1,215.0	1,216.0
PP	1,213.8	1,215.5
S1	1,212.3	1,215.3

Download as Excel Spreadsheet

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

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