ICE Russell 2000 Mini Future March 2016


Trading Metrics calculated at close of trading on 21-Dec-2015
Day Change Summary
Previous Current
18-Dec-2015 21-Dec-2015 Change Change % Previous Week
Open 1,120.3 1,115.8 -4.5 -0.4% 1,119.2
High 1,129.7 1,125.6 -4.1 -0.4% 1,150.6
Low 1,112.9 1,114.0 1.1 0.1% 1,101.6
Close 1,113.8 1,124.4 10.6 1.0% 1,113.8
Range 16.8 11.6 -5.2 -31.0% 49.0
ATR 18.4 17.9 -0.5 -2.6% 0.0
Volume 127,689 85,890 -41,799 -32.7% 826,307
Daily Pivots for day following 21-Dec-2015
Classic Woodie Camarilla DeMark
R4 1,156.3 1,151.8 1,130.8
R3 1,144.5 1,140.3 1,127.5
R2 1,133.0 1,133.0 1,126.5
R1 1,128.8 1,128.8 1,125.5 1,130.8
PP 1,121.3 1,121.3 1,121.3 1,122.5
S1 1,117.0 1,117.0 1,123.3 1,119.3
S2 1,109.8 1,109.8 1,122.3
S3 1,098.3 1,105.5 1,121.3
S4 1,086.5 1,093.8 1,118.0
Weekly Pivots for week ending 18-Dec-2015
Classic Woodie Camarilla DeMark
R4 1,269.0 1,240.5 1,140.8
R3 1,220.0 1,191.5 1,127.3
R2 1,171.0 1,171.0 1,122.8
R1 1,142.5 1,142.5 1,118.3 1,132.3
PP 1,122.0 1,122.0 1,122.0 1,117.0
S1 1,093.5 1,093.5 1,109.3 1,083.3
S2 1,073.0 1,073.0 1,104.8
S3 1,024.0 1,044.5 1,100.3
S4 975.0 995.5 1,086.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,150.6 1,107.0 43.6 3.9% 19.0 1.7% 40% False False 134,569
10 1,160.7 1,101.6 59.1 5.3% 20.5 1.8% 39% False False 120,748
20 1,202.4 1,101.6 100.8 9.0% 18.0 1.6% 23% False False 60,977
40 1,202.4 1,101.6 100.8 9.0% 14.5 1.3% 23% False False 30,912
60 1,202.4 1,065.5 136.9 12.2% 14.0 1.3% 43% False False 20,626
80 1,202.4 1,065.5 136.9 12.2% 11.0 1.0% 43% False False 15,469
100 1,220.5 1,065.5 155.0 13.8% 8.8 0.8% 38% False False 12,375
120 1,261.5 1,065.5 196.0 17.4% 7.3 0.6% 30% False False 10,313
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.9
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 1,175.0
2.618 1,156.0
1.618 1,144.3
1.000 1,137.3
0.618 1,132.8
HIGH 1,125.5
0.618 1,121.3
0.500 1,119.8
0.382 1,118.5
LOW 1,114.0
0.618 1,106.8
1.000 1,102.5
1.618 1,095.3
2.618 1,083.8
4.250 1,064.8
Fisher Pivots for day following 21-Dec-2015
Pivot 1 day 3 day
R1 1,122.8 1,131.8
PP 1,121.3 1,129.3
S1 1,119.8 1,126.8

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

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