ICE Russell 2000 Mini Future December 2016


Trading Metrics calculated at close of trading on 07-Sep-2016
Day Change Summary
Previous Current
06-Sep-2016 07-Sep-2016 Change Change % Previous Week
Open 1,246.0 1,249.3 3.3 0.3% 1,231.8
High 1,251.4 1,257.0 5.6 0.4% 1,248.0
Low 1,241.8 1,246.8 5.0 0.4% 1,221.9
Close 1,248.9 1,256.0 7.1 0.6% 1,246.8
Range 9.6 10.2 0.6 6.3% 26.1
ATR 11.2 11.1 -0.1 -0.6% 0.0
Volume 2,850 12,343 9,493 333.1% 4,511
Daily Pivots for day following 07-Sep-2016
Classic Woodie Camarilla DeMark
R4 1,283.8 1,280.3 1,261.5
R3 1,273.8 1,270.0 1,258.8
R2 1,263.5 1,263.5 1,257.8
R1 1,259.8 1,259.8 1,257.0 1,261.5
PP 1,253.3 1,253.3 1,253.3 1,254.3
S1 1,249.5 1,249.5 1,255.0 1,251.5
S2 1,243.0 1,243.0 1,254.3
S3 1,232.8 1,239.3 1,253.3
S4 1,222.8 1,229.3 1,250.5
Weekly Pivots for week ending 02-Sep-2016
Classic Woodie Camarilla DeMark
R4 1,317.3 1,308.0 1,261.3
R3 1,291.0 1,282.0 1,254.0
R2 1,265.0 1,265.0 1,251.5
R1 1,256.0 1,256.0 1,249.3 1,260.5
PP 1,239.0 1,239.0 1,239.0 1,241.3
S1 1,229.8 1,229.8 1,244.5 1,234.3
S2 1,212.8 1,212.8 1,242.0
S3 1,186.8 1,203.8 1,239.5
S4 1,160.5 1,177.5 1,232.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,257.0 1,221.9 35.1 2.8% 13.8 1.1% 97% True False 3,800
10 1,257.0 1,221.9 35.1 2.8% 13.0 1.0% 97% True False 1,995
20 1,257.0 1,215.6 41.4 3.3% 9.3 0.7% 98% True False 1,003
40 1,257.0 1,188.9 68.1 5.4% 7.3 0.6% 99% True False 504
60 1,257.0 1,074.6 182.4 14.5% 8.0 0.6% 99% True False 337
80 1,257.0 1,074.6 182.4 14.5% 6.5 0.5% 99% True False 264
100 1,257.0 1,074.6 182.4 14.5% 5.3 0.4% 99% True False 211
120 1,257.0 1,064.1 192.9 15.4% 4.5 0.4% 99% True False 176
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 2.3
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,300.3
2.618 1,283.8
1.618 1,273.5
1.000 1,267.3
0.618 1,263.3
HIGH 1,257.0
0.618 1,253.0
0.500 1,252.0
0.382 1,250.8
LOW 1,246.8
0.618 1,240.5
1.000 1,236.5
1.618 1,230.3
2.618 1,220.0
4.250 1,203.5
Fisher Pivots for day following 07-Sep-2016
Pivot 1 day 3 day
R1 1,254.8 1,252.3
PP 1,253.3 1,248.5
S1 1,252.0 1,245.0

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

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