ICE Russell 2000 Mini Future December 2016


Trading Metrics calculated at close of trading on 06-Dec-2016
Day Change Summary
Previous Current
05-Dec-2016 06-Dec-2016 Change Change % Previous Week
Open 1,310.0 1,339.0 29.0 2.2% 1,346.4
High 1,340.8 1,354.5 13.7 1.0% 1,346.9
Low 1,307.0 1,332.4 25.4 1.9% 1,308.0
Close 1,339.1 1,348.6 9.5 0.7% 1,313.4
Range 33.8 22.1 -11.7 -34.6% 38.9
ATR 19.8 20.0 0.2 0.8% 0.0
Volume 111,579 141,541 29,962 26.9% 470,005
Daily Pivots for day following 06-Dec-2016
Classic Woodie Camarilla DeMark
R4 1,411.5 1,402.3 1,360.8
R3 1,389.3 1,380.0 1,354.8
R2 1,367.3 1,367.3 1,352.8
R1 1,358.0 1,358.0 1,350.8 1,362.5
PP 1,345.3 1,345.3 1,345.3 1,347.5
S1 1,335.8 1,335.8 1,346.5 1,340.5
S2 1,323.0 1,323.0 1,344.5
S3 1,301.0 1,313.8 1,342.5
S4 1,278.8 1,291.8 1,336.5
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 1,354.5 1,307.0 47.5 3.5% 21.0 1.6% 88% True False 107,871
10 1,354.5 1,307.0 47.5 3.5% 17.0 1.3% 88% True False 95,530
20 1,354.5 1,123.6 230.9 17.1% 22.8 1.7% 97% True False 118,404
40 1,354.5 1,123.6 230.9 17.1% 20.0 1.5% 97% True False 101,814
60 1,354.5 1,123.6 230.9 17.1% 19.3 1.4% 97% True False 98,723
80 1,354.5 1,123.6 230.9 17.1% 17.8 1.3% 97% True False 79,872
100 1,354.5 1,123.6 230.9 17.1% 15.3 1.1% 97% True False 63,899
120 1,354.5 1,074.6 279.9 20.8% 14.3 1.1% 98% True False 53,250
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,448.5
2.618 1,412.3
1.618 1,390.3
1.000 1,376.5
0.618 1,368.3
HIGH 1,354.5
0.618 1,346.0
0.500 1,343.5
0.382 1,340.8
LOW 1,332.5
0.618 1,318.8
1.000 1,310.3
1.618 1,296.8
2.618 1,274.5
4.250 1,238.5
Fisher Pivots for day following 06-Dec-2016
Pivot 1 day 3 day
R1 1,347.0 1,342.8
PP 1,345.3 1,336.8
S1 1,343.5 1,330.8

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

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