ICE Russell 2000 Mini Future December 2015

Trading Metrics calculated at close of trading on 18-Nov-2015

Day Change Summary
	Previous	Current
	17-Nov-2015	18-Nov-2015	Change	Change %	Previous Week
Open	1,151.0	1,150.2	-0.8	-0.1%	1,198.1
High	1,165.6	1,171.0	5.4	0.5%	1,201.2
Low	1,148.3	1,147.3	-1.0	-0.1%	1,138.7
Close	1,151.0	1,170.4	19.4	1.7%	1,143.0
Range	17.3	23.7	6.4	37.0%	62.5
ATR	20.6	20.8	0.2	1.1%	0.0
Volume	104,177	98,420	-5,757	-5.5%	523,147

Daily Pivots for day following 18-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	1,234.0	1,226.0	1,183.5
R3	1,210.3	1,202.3	1,177.0
R2	1,186.5	1,186.5	1,174.8
R1	1,178.5	1,178.5	1,172.5	1,182.5
PP	1,163.0	1,163.0	1,163.0	1,165.0
S1	1,154.8	1,154.8	1,168.3	1,158.8
S2	1,139.3	1,139.3	1,166.0
S3	1,115.5	1,131.0	1,164.0
S4	1,091.8	1,107.5	1,157.3

Weekly Pivots for week ending 13-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	1,348.5	1,308.3	1,177.5
R3	1,286.0	1,245.8	1,160.3
R2	1,223.5	1,223.5	1,154.5
R1	1,183.3	1,183.3	1,148.8	1,172.0
PP	1,161.0	1,161.0	1,161.0	1,155.5
S1	1,120.8	1,120.8	1,137.3	1,109.5
S2	1,098.5	1,098.5	1,131.5
S3	1,036.0	1,058.3	1,125.8
S4	973.5	995.8	1,108.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,178.6	1,130.0	48.6	4.2%	22.5	1.9%	83%	False	False	107,390
10	1,201.2	1,130.0	71.2	6.1%	20.8	1.8%	57%	False	False	102,820
20	1,201.2	1,130.0	71.2	6.1%	20.0	1.7%	57%	False	False	104,988
40	1,201.2	1,073.2	128.0	10.9%	21.8	1.9%	76%	False	False	106,351
60	1,201.2	1,073.2	128.0	10.9%	21.3	1.8%	76%	False	False	91,936
80	1,237.6	1,073.2	164.4	14.0%	20.5	1.7%	59%	False	False	69,002
100	1,264.7	1,073.2	191.5	16.4%	17.0	1.5%	51%	False	False	55,203

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	4.9
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,271.8
2.618	1,233.0
1.618	1,209.3
1.000	1,194.8
0.618	1,185.8
HIGH	1,171.0
0.618	1,162.0
0.500	1,159.3
0.382	1,156.3
LOW	1,147.3
0.618	1,132.8
1.000	1,123.5
1.618	1,109.0
2.618	1,085.3
4.250	1,046.5

Fisher Pivots for day following 18-Nov-2015
Pivot	1 day	3 day
R1	1,166.8	1,163.8
PP	1,163.0	1,157.3
S1	1,159.3	1,150.5

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols