ICE Russell 2000 Mini Future September 2016

Trading Metrics calculated at close of trading on 08-Sep-2016

Day Change Summary
	Previous	Current
	07-Sep-2016	08-Sep-2016	Change	Change %	Previous Week
Open	1,253.4	1,260.5	7.1	0.6%	1,237.8
High	1,261.5	1,263.5	2.0	0.2%	1,252.4
Low	1,251.1	1,253.9	2.8	0.2%	1,226.1
Close	1,260.4	1,255.8	-4.6	-0.4%	1,251.4
Range	10.4	9.6	-0.8	-7.7%	26.3
ATR	13.8	13.5	-0.3	-2.2%	0.0
Volume	62,516	122,226	59,710	95.5%	377,528

Daily Pivots for day following 08-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,286.5	1,280.8	1,261.0
R3	1,277.0	1,271.3	1,258.5
R2	1,267.3	1,267.3	1,257.5
R1	1,261.5	1,261.5	1,256.8	1,259.8
PP	1,257.8	1,257.8	1,257.8	1,256.8
S1	1,252.0	1,252.0	1,255.0	1,250.0
S2	1,248.3	1,248.3	1,254.0
S3	1,238.5	1,242.3	1,253.3
S4	1,229.0	1,232.8	1,250.5

Weekly Pivots for week ending 02-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,322.3	1,313.0	1,265.8
R3	1,296.0	1,286.8	1,258.8
R2	1,269.5	1,269.5	1,256.3
R1	1,260.5	1,260.5	1,253.8	1,265.0
PP	1,243.3	1,243.3	1,243.3	1,245.5
S1	1,234.3	1,234.3	1,249.0	1,238.8
S2	1,217.0	1,217.0	1,246.5
S3	1,190.8	1,208.0	1,244.3
S4	1,164.5	1,181.5	1,237.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,263.5	1,226.1	37.4	3.0%	13.3	1.0%	79%	True	False	83,487
10	1,263.5	1,226.1	37.4	3.0%	13.5	1.1%	79%	True	False	77,541
20	1,263.5	1,219.0	44.5	3.5%	12.8	1.0%	83%	True	False	69,693
40	1,263.5	1,194.7	68.8	5.5%	13.0	1.0%	89%	True	False	66,134
60	1,263.5	1,076.7	186.8	14.9%	17.0	1.4%	96%	True	False	78,902
80	1,263.5	1,076.7	186.8	14.9%	16.0	1.3%	96%	True	False	66,547
100	1,263.5	1,076.7	186.8	14.9%	13.8	1.1%	96%	True	False	53,238
120	1,263.5	1,066.1	197.4	15.7%	13.0	1.0%	96%	True	False	44,367

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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 6 trading days

Fibonacci Retracements and Extensions
4.250	1,304.3
2.618	1,288.8
1.618	1,279.0
1.000	1,273.0
0.618	1,269.5
HIGH	1,263.5
0.618	1,259.8
0.500	1,258.8
0.382	1,257.5
LOW	1,254.0
0.618	1,248.0
1.000	1,244.3
1.618	1,238.3
2.618	1,228.8
4.250	1,213.0

Fisher Pivots for day following 08-Sep-2016
Pivot	1 day	3 day
R1	1,258.8	1,255.5
PP	1,257.8	1,255.0
S1	1,256.8	1,254.8

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