ICE Russell 2000 Mini Future December 2016


Trading Metrics calculated at close of trading on 12-Dec-2016
Day Change Summary
Previous Current
09-Dec-2016 12-Dec-2016 Change Change % Previous Week
Open 1,389.1 1,389.6 0.5 0.0% 1,310.0
High 1,393.9 1,396.8 2.9 0.2% 1,393.9
Low 1,383.1 1,370.7 -12.4 -0.9% 1,307.0
Close 1,387.9 1,374.0 -13.9 -1.0% 1,387.9
Range 10.8 26.1 15.3 141.7% 86.9
ATR 20.0 20.4 0.4 2.2% 0.0
Volume 171,057 198,543 27,486 16.1% 881,925
Daily Pivots for day following 12-Dec-2016
Classic Woodie Camarilla DeMark
R4 1,458.8 1,442.5 1,388.3
R3 1,432.8 1,416.5 1,381.3
R2 1,406.5 1,406.5 1,378.8
R1 1,390.3 1,390.3 1,376.5 1,385.5
PP 1,380.5 1,380.5 1,380.5 1,378.0
S1 1,364.3 1,364.3 1,371.5 1,359.3
S2 1,354.5 1,354.5 1,369.3
S3 1,328.3 1,338.0 1,366.8
S4 1,302.3 1,312.0 1,359.8
Weekly Pivots for week ending 09-Dec-2016
Classic Woodie Camarilla DeMark
R4 1,623.8 1,592.8 1,435.8
R3 1,536.8 1,505.8 1,411.8
R2 1,449.8 1,449.8 1,403.8
R1 1,418.8 1,418.8 1,395.8 1,434.3
PP 1,363.0 1,363.0 1,363.0 1,370.8
S1 1,332.0 1,332.0 1,380.0 1,347.5
S2 1,276.0 1,276.0 1,372.0
S3 1,189.3 1,245.0 1,364.0
S4 1,102.3 1,158.3 1,340.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,396.8 1,332.4 64.4 4.7% 21.8 1.6% 65% True False 193,777
10 1,396.8 1,307.0 89.8 6.5% 20.0 1.5% 75% True False 145,819
20 1,396.8 1,281.3 115.5 8.4% 17.5 1.3% 80% True False 122,219
40 1,396.8 1,123.6 273.2 19.9% 20.3 1.5% 92% True False 113,518
60 1,396.8 1,123.6 273.2 19.9% 19.5 1.4% 92% True False 103,566
80 1,396.8 1,123.6 273.2 19.9% 18.5 1.4% 92% True False 90,213
100 1,396.8 1,123.6 273.2 19.9% 16.0 1.2% 92% True False 72,172
120 1,396.8 1,074.6 322.2 23.4% 14.8 1.1% 93% True False 60,144
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.8
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,507.8
2.618 1,465.3
1.618 1,439.0
1.000 1,423.0
0.618 1,413.0
HIGH 1,396.8
0.618 1,386.8
0.500 1,383.8
0.382 1,380.8
LOW 1,370.8
0.618 1,354.5
1.000 1,344.5
1.618 1,328.5
2.618 1,302.3
4.250 1,259.8
Fisher Pivots for day following 12-Dec-2016
Pivot 1 day 3 day
R1 1,383.8 1,379.0
PP 1,380.5 1,377.3
S1 1,377.3 1,375.8

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

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