ICE Russell 2000 Mini Future December 2016

Trading Metrics calculated at close of trading on 24-Oct-2016

Day Change Summary
	Previous	Current
	21-Oct-2016	24-Oct-2016	Change	Change %	Previous Week
Open	1,218.1	1,216.9	-1.2	-0.1%	1,209.2
High	1,218.9	1,231.3	12.4	1.0%	1,224.7
Low	1,205.6	1,216.1	10.5	0.9%	1,203.4
Close	1,216.4	1,223.8	7.4	0.6%	1,216.4
Range	13.3	15.2	1.9	14.3%	21.3
ATR	16.4	16.3	-0.1	-0.5%	0.0
Volume	71,471	67,366	-4,105	-5.7%	358,786

Daily Pivots for day following 24-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,269.3	1,261.8	1,232.3
R3	1,254.3	1,246.5	1,228.0
R2	1,239.0	1,239.0	1,226.5
R1	1,231.3	1,231.3	1,225.3	1,235.3
PP	1,223.8	1,223.8	1,223.8	1,225.5
S1	1,216.3	1,216.3	1,222.5	1,220.0
S2	1,208.5	1,208.5	1,221.0
S3	1,193.3	1,201.0	1,219.5
S4	1,178.3	1,185.8	1,215.5

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	1,231.3	1,205.6	25.7	2.1%	13.8	1.1%	71%	True	False	71,165
10	1,250.7	1,203.4	47.3	3.9%	15.5	1.3%	43%	False	False	78,531
20	1,255.0	1,203.4	51.6	4.2%	17.0	1.4%	40%	False	False	80,583
40	1,261.3	1,198.6	62.7	5.1%	17.5	1.4%	40%	False	False	77,555
60	1,261.3	1,192.2	69.1	5.6%	14.3	1.2%	46%	False	False	51,710
80	1,261.3	1,130.4	130.9	10.7%	11.8	1.0%	71%	False	False	38,783
100	1,261.3	1,074.6	186.7	15.3%	11.3	0.9%	80%	False	False	31,037
120	1,261.3	1,074.6	186.7	15.3%	9.5	0.8%	80%	False	False	25,864

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.6
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1,296.0
2.618	1,271.0
1.618	1,256.0
1.000	1,246.5
0.618	1,240.8
HIGH	1,231.3
0.618	1,225.5
0.500	1,223.8
0.382	1,222.0
LOW	1,216.0
0.618	1,206.8
1.000	1,201.0
1.618	1,191.5
2.618	1,176.3
4.250	1,151.5

Fisher Pivots for day following 24-Oct-2016
Pivot	1 day	3 day
R1	1,223.8	1,222.0
PP	1,223.8	1,220.3
S1	1,223.8	1,218.5

Download as Excel Spreadsheet

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

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