ICE Russell 2000 Mini Future December 2016

Trading Metrics calculated at close of trading on 01-Nov-2016

Day Change Summary
	Previous	Current
	31-Oct-2016	01-Nov-2016	Change	Change %	Previous Week
Open	1,184.0	1,191.1	7.1	0.6%	1,216.9
High	1,192.0	1,195.7	3.7	0.3%	1,231.3
Low	1,179.8	1,166.8	-13.0	-1.1%	1,178.2
Close	1,189.3	1,174.1	-15.2	-1.3%	1,185.9
Range	12.2	28.9	16.7	136.9%	53.1
ATR	16.5	17.4	0.9	5.4%	0.0
Volume	70,500	107,991	37,491	53.2%	405,704

Daily Pivots for day following 01-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,265.5	1,248.8	1,190.0
R3	1,236.8	1,219.8	1,182.0
R2	1,207.8	1,207.8	1,179.5
R1	1,191.0	1,191.0	1,176.8	1,185.0
PP	1,178.8	1,178.8	1,178.8	1,175.8
S1	1,162.0	1,162.0	1,171.5	1,156.0
S2	1,150.0	1,150.0	1,168.8
S3	1,121.0	1,133.3	1,166.3
S4	1,092.3	1,104.3	1,158.3

Weekly Pivots for week ending 28-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,357.8	1,325.0	1,215.0
R3	1,304.8	1,271.8	1,200.5
R2	1,251.5	1,251.5	1,195.8
R1	1,218.8	1,218.8	1,190.8	1,208.5
PP	1,198.5	1,198.5	1,198.5	1,193.5
S1	1,165.8	1,165.8	1,181.0	1,155.5
S2	1,145.3	1,145.3	1,176.3
S3	1,092.3	1,112.5	1,171.3
S4	1,039.3	1,059.5	1,156.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,214.8	1,166.8	48.0	4.1%	19.5	1.7%	15%	False	True	91,799
10	1,231.3	1,166.8	64.5	5.5%	17.3	1.5%	11%	False	True	81,011
20	1,253.1	1,166.8	86.3	7.4%	17.0	1.5%	8%	False	True	80,315
40	1,261.3	1,166.8	94.5	8.0%	18.3	1.6%	8%	False	True	90,292
60	1,261.3	1,166.8	94.5	8.0%	15.3	1.3%	8%	False	True	60,323
80	1,261.3	1,166.8	94.5	8.0%	12.8	1.1%	8%	False	True	45,244
100	1,261.3	1,074.6	186.7	15.9%	12.0	1.0%	53%	False	False	36,196
120	1,261.3	1,074.6	186.7	15.9%	10.5	0.9%	53%	False	False	30,171

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.9
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	1,318.5
2.618	1,271.3
1.618	1,242.5
1.000	1,224.5
0.618	1,213.5
HIGH	1,195.8
0.618	1,184.8
0.500	1,181.3
0.382	1,177.8
LOW	1,166.8
0.618	1,149.0
1.000	1,138.0
1.618	1,120.0
2.618	1,091.3
4.250	1,044.0

Fisher Pivots for day following 01-Nov-2016
Pivot	1 day	3 day
R1	1,181.3	1,181.3
PP	1,178.8	1,178.8
S1	1,176.5	1,176.5

Download as Excel Spreadsheet

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

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