ICE Russell 2000 Mini Future December 2016


Trading Metrics calculated at close of trading on 13-Dec-2016
Day Change Summary
Previous Current
12-Dec-2016 13-Dec-2016 Change Change % Previous Week
Open 1,389.6 1,373.6 -16.0 -1.2% 1,310.0
High 1,396.8 1,386.4 -10.4 -0.7% 1,393.9
Low 1,370.7 1,368.1 -2.6 -0.2% 1,307.0
Close 1,374.0 1,375.8 1.8 0.1% 1,387.9
Range 26.1 18.3 -7.8 -29.9% 86.9
ATR 20.4 20.3 -0.2 -0.7% 0.0
Volume 198,543 188,959 -9,584 -4.8% 881,925
Daily Pivots for day following 13-Dec-2016
Classic Woodie Camarilla DeMark
R4 1,431.8 1,422.0 1,385.8
R3 1,413.3 1,403.8 1,380.8
R2 1,395.0 1,395.0 1,379.3
R1 1,385.5 1,385.5 1,377.5 1,390.3
PP 1,376.8 1,376.8 1,376.8 1,379.3
S1 1,367.3 1,367.3 1,374.0 1,372.0
S2 1,358.5 1,358.5 1,372.5
S3 1,340.3 1,348.8 1,370.8
S4 1,321.8 1,330.5 1,365.8
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 1,346.9 49.9 3.6% 21.0 1.5% 58% False False 203,261
10 1,396.8 1,307.0 89.8 6.5% 21.0 1.5% 77% False False 155,566
20 1,396.8 1,288.4 108.4 7.9% 17.0 1.2% 81% False False 123,151
40 1,396.8 1,123.6 273.2 19.9% 20.5 1.5% 92% False False 116,484
60 1,396.8 1,123.6 273.2 19.9% 19.5 1.4% 92% False False 105,331
80 1,396.8 1,123.6 273.2 19.9% 18.8 1.4% 92% False False 92,575
100 1,396.8 1,123.6 273.2 19.9% 16.3 1.2% 92% False False 74,062
120 1,396.8 1,074.6 322.2 23.4% 14.5 1.0% 93% False False 61,719
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 5.1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,464.3
2.618 1,434.3
1.618 1,416.0
1.000 1,404.8
0.618 1,397.8
HIGH 1,386.5
0.618 1,379.5
0.500 1,377.3
0.382 1,375.0
LOW 1,368.0
0.618 1,356.8
1.000 1,349.8
1.618 1,338.5
2.618 1,320.3
4.250 1,290.3
Fisher Pivots for day following 13-Dec-2016
Pivot 1 day 3 day
R1 1,377.3 1,382.5
PP 1,376.8 1,380.3
S1 1,376.3 1,378.0

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

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