ICE Russell 2000 Mini Future September 2017


Trading Metrics calculated at close of trading on 14-Jul-2017
Day Change Summary
Previous Current
13-Jul-2017 14-Jul-2017 Change Change % Previous Week
Open 1,422.8 1,426.0 3.2 0.2% 1,413.7
High 1,426.8 1,433.5 6.7 0.5% 1,433.5
Low 1,413.7 1,420.7 7.0 0.5% 1,399.9
Close 1,425.7 1,428.6 2.9 0.2% 1,428.6
Range 13.1 12.8 -0.3 -2.3% 33.6
ATR 17.2 16.9 -0.3 -1.8% 0.0
Volume 89,113 98,721 9,608 10.8% 496,256
Daily Pivots for day following 14-Jul-2017
Classic Woodie Camarilla DeMark
R4 1,466.0 1,460.0 1,435.8
R3 1,453.3 1,447.3 1,432.0
R2 1,440.5 1,440.5 1,431.0
R1 1,434.5 1,434.5 1,429.8 1,437.5
PP 1,427.5 1,427.5 1,427.5 1,429.0
S1 1,421.8 1,421.8 1,427.5 1,424.8
S2 1,414.8 1,414.8 1,426.3
S3 1,402.0 1,409.0 1,425.0
S4 1,389.3 1,396.0 1,421.5
Weekly Pivots for week ending 14-Jul-2017
Classic Woodie Camarilla DeMark
R4 1,521.5 1,508.8 1,447.0
R3 1,487.8 1,475.0 1,437.8
R2 1,454.3 1,454.3 1,434.8
R1 1,441.5 1,441.5 1,431.8 1,447.8
PP 1,420.8 1,420.8 1,420.8 1,424.0
S1 1,407.8 1,407.8 1,425.5 1,414.3
S2 1,387.0 1,387.0 1,422.5
S3 1,353.5 1,374.3 1,419.3
S4 1,319.8 1,340.8 1,410.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,433.5 1,399.9 33.6 2.4% 15.5 1.1% 85% True False 99,251
10 1,433.5 1,398.1 35.4 2.5% 15.8 1.1% 86% True False 106,769
20 1,433.5 1,393.5 40.0 2.8% 17.5 1.2% 88% True False 116,342
40 1,434.6 1,351.0 83.6 5.9% 16.5 1.1% 93% False False 90,598
60 1,434.6 1,344.3 90.3 6.3% 13.8 1.0% 93% False False 60,437
80 1,434.6 1,339.5 95.1 6.7% 12.8 0.9% 94% False False 45,330
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 3.1
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1,488.0
2.618 1,467.0
1.618 1,454.3
1.000 1,446.3
0.618 1,441.5
HIGH 1,433.5
0.618 1,428.5
0.500 1,427.0
0.382 1,425.5
LOW 1,420.8
0.618 1,412.8
1.000 1,408.0
1.618 1,400.0
2.618 1,387.3
4.250 1,366.3
Fisher Pivots for day following 14-Jul-2017
Pivot 1 day 3 day
R1 1,428.0 1,426.5
PP 1,427.5 1,424.5
S1 1,427.0 1,422.5

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

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