ICE Russell 2000 Mini Future September 2016

Trading Metrics calculated at close of trading on 18-Jul-2016

Day Change Summary
	Previous	Current
	15-Jul-2016	18-Jul-2016	Change	Change %	Previous Week
Open	1,196.8	1,201.6	4.8	0.4%	1,171.5
High	1,205.8	1,209.1	3.3	0.3%	1,212.4
Low	1,195.3	1,198.7	3.4	0.3%	1,171.0
Close	1,202.0	1,204.2	2.2	0.2%	1,202.0
Range	10.5	10.4	-0.1	-1.0%	41.4
ATR	21.1	20.4	-0.8	-3.6%	0.0
Volume	61,344	47,634	-13,710	-22.3%	412,852

Daily Pivots for day following 18-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,235.3	1,230.0	1,210.0
R3	1,224.8	1,219.8	1,207.0
R2	1,214.5	1,214.5	1,206.0
R1	1,209.3	1,209.3	1,205.3	1,211.8
PP	1,204.0	1,204.0	1,204.0	1,205.3
S1	1,199.0	1,199.0	1,203.3	1,201.5
S2	1,193.5	1,193.5	1,202.3
S3	1,183.3	1,188.5	1,201.3
S4	1,172.8	1,178.0	1,198.5

Weekly Pivots for week ending 15-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,319.3	1,302.0	1,224.8
R3	1,278.0	1,260.8	1,213.5
R2	1,236.5	1,236.5	1,209.5
R1	1,219.3	1,219.3	1,205.8	1,228.0
PP	1,195.3	1,195.3	1,195.3	1,199.5
S1	1,177.8	1,177.8	1,198.3	1,186.5
S2	1,153.8	1,153.8	1,194.5
S3	1,112.3	1,136.5	1,190.5
S4	1,071.0	1,095.0	1,179.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,212.4	1,186.6	25.8	2.1%	15.0	1.2%	68%	False	False	76,560
10	1,212.4	1,125.6	86.8	7.2%	18.8	1.5%	91%	False	False	80,879
20	1,212.4	1,076.7	135.7	11.3%	24.5	2.0%	94%	False	False	95,164
40	1,212.4	1,076.7	135.7	11.3%	18.8	1.6%	94%	False	False	71,357
60	1,212.4	1,076.7	135.7	11.3%	14.8	1.2%	94%	False	False	47,573
80	1,212.4	1,066.1	146.3	12.1%	13.5	1.1%	94%	False	False	35,682
100	1,212.4	1,014.0	198.4	16.5%	11.3	0.9%	96%	False	False	28,546
120	1,212.4	941.4	271.0	22.5%	9.5	0.8%	97%	False	False	23,788

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	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.8
Narrowest range in 28 trading days

Fibonacci Retracements and Extensions
4.250	1,253.3
2.618	1,236.3
1.618	1,226.0
1.000	1,219.5
0.618	1,215.5
HIGH	1,209.0
0.618	1,205.3
0.500	1,204.0
0.382	1,202.8
LOW	1,198.8
0.618	1,192.3
1.000	1,188.3
1.618	1,181.8
2.618	1,171.5
4.250	1,154.5

Fisher Pivots for day following 18-Jul-2016
Pivot	1 day	3 day
R1	1,204.0	1,204.0
PP	1,204.0	1,204.0
S1	1,204.0	1,203.8

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