ICE Russell 2000 Mini Future December 2016

Trading Metrics calculated at close of trading on 05-Dec-2016

Day Change Summary
	Previous	Current
	02-Dec-2016	05-Dec-2016	Change	Change %	Previous Week
Open	1,313.4	1,310.0	-3.4	-0.3%	1,346.4
High	1,319.8	1,340.8	21.0	1.6%	1,346.9
Low	1,310.0	1,307.0	-3.0	-0.2%	1,308.0
Close	1,313.4	1,339.1	25.7	2.0%	1,313.4
Range	9.8	33.8	24.0	244.9%	38.9
ATR	18.8	19.8	1.1	5.7%	0.0
Volume	74,128	111,579	37,451	50.5%	470,005

Daily Pivots for day following 05-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,430.3	1,418.5	1,357.8
R3	1,396.5	1,384.8	1,348.5
R2	1,362.8	1,362.8	1,345.3
R1	1,351.0	1,351.0	1,342.3	1,356.8
PP	1,329.0	1,329.0	1,329.0	1,332.0
S1	1,317.3	1,317.3	1,336.0	1,323.0
S2	1,295.3	1,295.3	1,333.0
S3	1,261.3	1,283.3	1,329.8
S4	1,227.5	1,249.5	1,320.5

Weekly Pivots for week ending 02-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,439.5	1,415.3	1,334.8
R3	1,400.5	1,376.5	1,324.0
R2	1,361.8	1,361.8	1,320.5
R1	1,337.5	1,337.5	1,317.0	1,330.3
PP	1,322.8	1,322.8	1,322.8	1,319.0
S1	1,298.8	1,298.8	1,309.8	1,291.3
S2	1,283.8	1,283.8	1,306.3
S3	1,245.0	1,259.8	1,302.8
S4	1,206.0	1,220.8	1,292.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,340.8	1,307.0	33.8	2.5%	18.5	1.4%	95%	True	True	97,860
10	1,348.1	1,307.0	41.1	3.1%	16.3	1.2%	78%	False	True	91,372
20	1,348.1	1,123.6	224.5	16.8%	22.5	1.7%	96%	False	False	116,178
40	1,348.1	1,123.6	224.5	16.8%	20.0	1.5%	96%	False	False	99,751
60	1,348.1	1,123.6	224.5	16.8%	19.5	1.5%	96%	False	False	99,819
80	1,348.1	1,123.6	224.5	16.8%	17.5	1.3%	96%	False	False	78,103
100	1,348.1	1,123.6	224.5	16.8%	15.3	1.1%	96%	False	False	62,483
120	1,348.1	1,074.6	273.5	20.4%	14.0	1.1%	97%	False	False	52,070

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 16 trading days

Fibonacci Retracements and Extensions
4.250	1,484.5
2.618	1,429.3
1.618	1,395.5
1.000	1,374.5
0.618	1,361.8
HIGH	1,340.8
0.618	1,328.0
0.500	1,324.0
0.382	1,320.0
LOW	1,307.0
0.618	1,286.0
1.000	1,273.3
1.618	1,252.3
2.618	1,218.5
4.250	1,163.3

Fisher Pivots for day following 05-Dec-2016
Pivot	1 day	3 day
R1	1,334.0	1,334.0
PP	1,329.0	1,329.0
S1	1,324.0	1,324.0

Download as Excel Spreadsheet

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

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