ICE Russell 2000 Mini Future December 2016


Trading Metrics calculated at close of trading on 08-Nov-2016
Day Change Summary
Previous Current
07-Nov-2016 08-Nov-2016 Change Change % Previous Week
Open 1,175.8 1,189.7 13.9 1.2% 1,184.0
High 1,192.5 1,198.9 6.4 0.5% 1,195.7
Low 1,175.8 1,181.0 5.2 0.4% 1,151.9
Close 1,191.3 1,192.1 0.8 0.1% 1,161.3
Range 16.7 17.9 1.2 7.2% 43.8
ATR 18.5 18.4 0.0 -0.2% 0.0
Volume 97,020 89,919 -7,101 -7.3% 483,788
Daily Pivots for day following 08-Nov-2016
Classic Woodie Camarilla DeMark
R4 1,244.3 1,236.3 1,202.0
R3 1,226.5 1,218.3 1,197.0
R2 1,208.5 1,208.5 1,195.5
R1 1,200.3 1,200.3 1,193.8 1,204.5
PP 1,190.8 1,190.8 1,190.8 1,192.8
S1 1,182.5 1,182.5 1,190.5 1,186.5
S2 1,172.8 1,172.8 1,188.8
S3 1,154.8 1,164.5 1,187.3
S4 1,137.0 1,146.8 1,182.3
Weekly Pivots for week ending 04-Nov-2016
Classic Woodie Camarilla DeMark
R4 1,301.0 1,275.0 1,185.5
R3 1,257.3 1,231.3 1,173.3
R2 1,213.5 1,213.5 1,169.3
R1 1,187.3 1,187.3 1,165.3 1,178.5
PP 1,169.8 1,169.8 1,169.8 1,165.3
S1 1,143.5 1,143.5 1,157.3 1,134.8
S2 1,125.8 1,125.8 1,153.3
S3 1,082.0 1,099.8 1,149.3
S4 1,038.3 1,056.0 1,137.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,198.9 1,151.9 47.0 3.9% 17.8 1.5% 86% True False 98,447
10 1,214.8 1,151.9 62.9 5.3% 18.8 1.6% 64% False False 95,123
20 1,231.4 1,151.9 79.5 6.7% 16.3 1.4% 51% False False 84,290
40 1,261.3 1,151.9 109.4 9.2% 17.3 1.4% 37% False False 86,135
60 1,261.3 1,151.9 109.4 9.2% 16.3 1.4% 37% False False 68,526
80 1,261.3 1,151.9 109.4 9.2% 13.8 1.1% 37% False False 51,396
100 1,261.3 1,074.6 186.7 15.7% 12.8 1.1% 63% False False 41,118
120 1,261.3 1,074.6 186.7 15.7% 11.3 0.9% 63% False False 34,273
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,275.0
2.618 1,245.8
1.618 1,227.8
1.000 1,216.8
0.618 1,210.0
HIGH 1,199.0
0.618 1,192.0
0.500 1,190.0
0.382 1,187.8
LOW 1,181.0
0.618 1,170.0
1.000 1,163.0
1.618 1,152.0
2.618 1,134.3
4.250 1,105.0
Fisher Pivots for day following 08-Nov-2016
Pivot 1 day 3 day
R1 1,191.5 1,186.5
PP 1,190.8 1,181.0
S1 1,190.0 1,175.5

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

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