ICE Russell 2000 Mini Future December 2015


Trading Metrics calculated at close of trading on 25-Nov-2015
Day Change Summary
Previous Current
24-Nov-2015 25-Nov-2015 Change Change % Previous Week
Open 1,179.5 1,186.6 7.1 0.6% 1,138.2
High 1,188.8 1,197.9 9.1 0.8% 1,178.1
Low 1,169.0 1,185.5 16.5 1.4% 1,130.0
Close 1,186.9 1,196.9 10.0 0.8% 1,172.9
Range 19.8 12.4 -7.4 -37.4% 48.1
ATR 19.6 19.1 -0.5 -2.6% 0.0
Volume 80,730 64,442 -16,288 -20.2% 465,423
Daily Pivots for day following 25-Nov-2015
Classic Woodie Camarilla DeMark
R4 1,230.8 1,226.3 1,203.8
R3 1,218.3 1,213.8 1,200.3
R2 1,205.8 1,205.8 1,199.3
R1 1,201.3 1,201.3 1,198.0 1,203.5
PP 1,193.5 1,193.5 1,193.5 1,194.5
S1 1,189.0 1,189.0 1,195.8 1,191.3
S2 1,181.0 1,181.0 1,194.8
S3 1,168.8 1,176.5 1,193.5
S4 1,156.3 1,164.3 1,190.0
Weekly Pivots for week ending 20-Nov-2015
Classic Woodie Camarilla DeMark
R4 1,304.8 1,286.8 1,199.3
R3 1,256.5 1,238.8 1,186.3
R2 1,208.5 1,208.5 1,181.8
R1 1,190.8 1,190.8 1,177.3 1,199.5
PP 1,160.3 1,160.3 1,160.3 1,164.8
S1 1,142.5 1,142.5 1,168.5 1,151.5
S2 1,112.3 1,112.3 1,164.0
S3 1,064.3 1,094.5 1,159.8
S4 1,016.0 1,046.3 1,146.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,197.9 1,161.5 36.4 3.0% 15.3 1.3% 97% True False 77,654
10 1,197.9 1,130.0 67.9 5.7% 19.0 1.6% 99% True False 92,522
20 1,201.2 1,130.0 71.2 5.9% 18.8 1.6% 94% False False 94,598
40 1,201.2 1,074.4 126.8 10.6% 20.3 1.7% 97% False False 99,826
60 1,201.2 1,073.2 128.0 10.7% 20.8 1.7% 97% False False 98,383
80 1,236.5 1,073.2 163.3 13.6% 21.0 1.8% 76% False False 73,853
100 1,264.7 1,073.2 191.5 16.0% 17.8 1.5% 65% False False 59,085
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 3.9
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 1,250.5
2.618 1,230.3
1.618 1,218.0
1.000 1,210.3
0.618 1,205.5
HIGH 1,198.0
0.618 1,193.3
0.500 1,191.8
0.382 1,190.3
LOW 1,185.5
0.618 1,177.8
1.000 1,173.0
1.618 1,165.5
2.618 1,153.0
4.250 1,132.8
Fisher Pivots for day following 25-Nov-2015
Pivot 1 day 3 day
R1 1,195.3 1,192.3
PP 1,193.5 1,187.8
S1 1,191.8 1,183.3

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

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