ICE Russell 2000 Mini Future December 2015


Trading Metrics calculated at close of trading on 16-Oct-2015
Day Change Summary
Previous Current
15-Oct-2015 16-Oct-2015 Change Change % Previous Week
Open 1,133.8 1,163.3 29.5 2.6% 1,159.7
High 1,162.9 1,164.9 2.0 0.2% 1,167.4
Low 1,130.5 1,148.7 18.2 1.6% 1,130.3
Close 1,162.3 1,156.7 -5.6 -0.5% 1,156.7
Range 32.4 16.2 -16.2 -50.0% 37.1
ATR 23.3 22.8 -0.5 -2.2% 0.0
Volume 111,718 79,365 -32,353 -29.0% 455,193
Daily Pivots for day following 16-Oct-2015
Classic Woodie Camarilla DeMark
R4 1,205.3 1,197.3 1,165.5
R3 1,189.3 1,181.0 1,161.3
R2 1,173.0 1,173.0 1,159.8
R1 1,164.8 1,164.8 1,158.3 1,160.8
PP 1,156.8 1,156.8 1,156.8 1,154.8
S1 1,148.8 1,148.8 1,155.3 1,144.5
S2 1,140.5 1,140.5 1,153.8
S3 1,124.3 1,132.5 1,152.3
S4 1,108.3 1,116.3 1,147.8
Weekly Pivots for week ending 16-Oct-2015
Classic Woodie Camarilla DeMark
R4 1,262.8 1,246.8 1,177.0
R3 1,225.8 1,209.8 1,167.0
R2 1,188.5 1,188.5 1,163.5
R1 1,172.8 1,172.8 1,160.0 1,162.0
PP 1,151.5 1,151.5 1,151.5 1,146.3
S1 1,135.5 1,135.5 1,153.3 1,125.0
S2 1,114.3 1,114.3 1,150.0
S3 1,077.3 1,098.5 1,146.5
S4 1,040.3 1,061.3 1,136.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,167.4 1,130.3 37.1 3.2% 21.0 1.8% 71% False False 91,038
10 1,167.4 1,109.0 58.4 5.0% 21.0 1.8% 82% False False 96,651
20 1,173.7 1,073.2 100.5 8.7% 24.3 2.1% 83% False False 109,087
40 1,190.0 1,073.2 116.8 10.1% 24.0 2.1% 71% False False 78,973
60 1,239.8 1,073.2 166.6 14.4% 20.3 1.8% 50% False False 52,699
80 1,275.1 1,073.2 201.9 17.5% 16.0 1.4% 41% False False 39,525
Crabel Price Patterns
NR True
NR4 True
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 True
Stretch 4.2
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,233.8
2.618 1,207.3
1.618 1,191.0
1.000 1,181.0
0.618 1,175.0
HIGH 1,165.0
0.618 1,158.8
0.500 1,156.8
0.382 1,155.0
LOW 1,148.8
0.618 1,138.8
1.000 1,132.5
1.618 1,122.5
2.618 1,106.3
4.250 1,079.8
Fisher Pivots for day following 16-Oct-2015
Pivot 1 day 3 day
R1 1,156.8 1,153.8
PP 1,156.8 1,150.8
S1 1,156.8 1,147.5

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

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