ICE Russell 2000 Mini Future March 2017


Trading Metrics calculated at close of trading on 22-Dec-2016
Day Change Summary
Previous Current
21-Dec-2016 22-Dec-2016 Change Change % Previous Week
Open 1,383.5 1,373.6 -9.9 -0.7% 1,385.9
High 1,386.3 1,377.3 -9.0 -0.6% 1,395.0
Low 1,372.0 1,357.2 -14.8 -1.1% 1,352.3
Close 1,374.1 1,363.1 -11.0 -0.8% 1,366.1
Range 14.3 20.1 5.8 40.6% 42.7
ATR 17.8 17.9 0.2 0.9% 0.0
Volume 88,035 108,802 20,767 23.6% 1,145,261
Daily Pivots for day following 22-Dec-2016
Classic Woodie Camarilla DeMark
R4 1,426.3 1,414.8 1,374.3
R3 1,406.0 1,394.8 1,368.8
R2 1,386.0 1,386.0 1,366.8
R1 1,374.5 1,374.5 1,365.0 1,370.3
PP 1,365.8 1,365.8 1,365.8 1,363.8
S1 1,354.5 1,354.5 1,361.3 1,350.0
S2 1,345.8 1,345.8 1,359.5
S3 1,325.8 1,334.3 1,357.5
S4 1,305.5 1,314.3 1,352.0
Weekly Pivots for week ending 16-Dec-2016
Classic Woodie Camarilla DeMark
R4 1,499.3 1,475.3 1,389.5
R3 1,456.5 1,432.8 1,377.8
R2 1,413.8 1,413.8 1,374.0
R1 1,390.0 1,390.0 1,370.0 1,380.5
PP 1,371.3 1,371.3 1,371.3 1,366.5
S1 1,347.3 1,347.3 1,362.3 1,337.8
S2 1,328.5 1,328.5 1,358.3
S3 1,285.8 1,304.5 1,354.3
S4 1,243.0 1,261.8 1,342.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,386.8 1,357.2 29.6 2.2% 16.3 1.2% 20% False True 107,111
10 1,395.0 1,352.3 42.7 3.1% 18.5 1.4% 25% False False 175,948
20 1,395.0 1,305.8 89.2 6.5% 18.0 1.3% 64% False False 99,841
40 1,395.0 1,122.9 272.1 20.0% 16.8 1.2% 88% False False 49,955
60 1,395.0 1,122.9 272.1 20.0% 13.5 1.0% 88% False False 33,305
80 1,395.0 1,122.9 272.1 20.0% 10.8 0.8% 88% False False 24,979
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 4.7
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,462.8
2.618 1,430.0
1.618 1,409.8
1.000 1,397.5
0.618 1,389.8
HIGH 1,377.3
0.618 1,369.5
0.500 1,367.3
0.382 1,365.0
LOW 1,357.3
0.618 1,344.8
1.000 1,337.0
1.618 1,324.8
2.618 1,304.5
4.250 1,271.8
Fisher Pivots for day following 22-Dec-2016
Pivot 1 day 3 day
R1 1,367.3 1,372.0
PP 1,365.8 1,369.0
S1 1,364.5 1,366.0

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

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