ICE Russell 2000 Mini Future September 2016

Trading Metrics calculated at close of trading on 17-Aug-2016

Day Change Summary
	Previous	Current
	16-Aug-2016	17-Aug-2016	Change	Change %	Previous Week
Open	1,239.7	1,231.0	-8.7	-0.7%	1,228.0
High	1,240.7	1,233.2	-7.5	-0.6%	1,234.3
Low	1,228.3	1,219.0	-9.3	-0.8%	1,217.3
Close	1,230.0	1,226.3	-3.7	-0.3%	1,227.2
Range	12.4	14.2	1.8	14.5%	17.0
ATR	14.6	14.5	0.0	-0.2%	0.0
Volume	64,272	74,812	10,540	16.4%	280,192

Daily Pivots for day following 17-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,268.8	1,261.8	1,234.0
R3	1,254.5	1,247.5	1,230.3
R2	1,240.3	1,240.3	1,229.0
R1	1,233.3	1,233.3	1,227.5	1,229.8
PP	1,226.3	1,226.3	1,226.3	1,224.5
S1	1,219.3	1,219.3	1,225.0	1,215.5
S2	1,212.0	1,212.0	1,223.8
S3	1,197.8	1,205.0	1,222.5
S4	1,183.5	1,190.8	1,218.5

Weekly Pivots for week ending 12-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,277.3	1,269.3	1,236.5
R3	1,260.3	1,252.3	1,232.0
R2	1,243.3	1,243.3	1,230.3
R1	1,235.3	1,235.3	1,228.8	1,230.8
PP	1,226.3	1,226.3	1,226.3	1,224.0
S1	1,218.3	1,218.3	1,225.8	1,213.8
S2	1,209.3	1,209.3	1,224.0
S3	1,192.3	1,201.3	1,222.5
S4	1,175.3	1,184.3	1,217.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,243.0	1,219.0	24.0	2.0%	12.5	1.0%	30%	False	True	63,384
10	1,243.0	1,207.6	35.4	2.9%	12.3	1.0%	53%	False	False	61,586
20	1,243.0	1,195.9	47.1	3.8%	13.3	1.1%	65%	False	False	63,660
40	1,243.0	1,076.7	166.3	13.6%	18.5	1.5%	90%	False	False	77,867
60	1,243.0	1,076.7	166.3	13.6%	17.0	1.4%	90%	False	False	70,780
80	1,243.0	1,076.7	166.3	13.6%	14.5	1.2%	90%	False	False	53,086
100	1,243.0	1,076.7	166.3	13.6%	13.5	1.1%	90%	False	False	42,470
120	1,243.0	1,022.3	220.7	18.0%	11.8	1.0%	92%	False	False	35,392

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	1.7
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,293.5
2.618	1,270.5
1.618	1,256.3
1.000	1,247.5
0.618	1,242.0
HIGH	1,233.3
0.618	1,227.8
0.500	1,226.0
0.382	1,224.5
LOW	1,219.0
0.618	1,210.3
1.000	1,204.8
1.618	1,196.0
2.618	1,181.8
4.250	1,158.8

Fisher Pivots for day following 17-Aug-2016
Pivot	1 day	3 day
R1	1,226.3	1,231.0
PP	1,226.3	1,229.5
S1	1,226.0	1,227.8

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