ICE Russell 2000 Mini Future September 2017


Trading Metrics calculated at close of trading on 11-Aug-2017
Day Change Summary
Previous Current
10-Aug-2017 11-Aug-2017 Change Change % Previous Week
Open 1,398.1 1,369.2 -28.9 -2.1% 1,411.7
High 1,398.2 1,375.4 -22.8 -1.6% 1,426.8
Low 1,365.6 1,363.6 -2.0 -0.1% 1,363.6
Close 1,369.6 1,372.0 2.4 0.2% 1,372.0
Range 32.6 11.8 -20.8 -63.8% 63.2
ATR 16.6 16.3 -0.3 -2.1% 0.0
Volume 174,722 141,810 -32,912 -18.8% 643,723
Daily Pivots for day following 11-Aug-2017
Classic Woodie Camarilla DeMark
R4 1,405.8 1,400.8 1,378.5
R3 1,394.0 1,388.8 1,375.3
R2 1,382.3 1,382.3 1,374.3
R1 1,377.0 1,377.0 1,373.0 1,379.5
PP 1,370.3 1,370.3 1,370.3 1,371.5
S1 1,365.3 1,365.3 1,371.0 1,367.8
S2 1,358.5 1,358.5 1,369.8
S3 1,346.8 1,353.5 1,368.8
S4 1,335.0 1,341.8 1,365.5
Weekly Pivots for week ending 11-Aug-2017
Classic Woodie Camarilla DeMark
R4 1,577.0 1,537.8 1,406.8
R3 1,513.8 1,474.5 1,389.5
R2 1,450.8 1,450.8 1,383.5
R1 1,411.3 1,411.3 1,377.8 1,399.5
PP 1,387.5 1,387.5 1,387.5 1,381.5
S1 1,348.3 1,348.3 1,366.3 1,336.3
S2 1,324.3 1,324.3 1,360.5
S3 1,261.0 1,285.0 1,354.5
S4 1,197.8 1,221.8 1,337.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,426.8 1,363.6 63.2 4.6% 18.5 1.3% 13% False True 128,744
10 1,433.3 1,363.6 69.7 5.1% 16.8 1.2% 12% False True 113,100
20 1,452.3 1,363.6 88.7 6.5% 15.0 1.1% 9% False True 102,229
40 1,452.3 1,363.6 88.7 6.5% 16.3 1.2% 9% False True 109,285
60 1,452.3 1,351.0 101.3 7.4% 16.0 1.2% 21% False False 94,475
80 1,452.3 1,344.3 108.0 7.9% 14.0 1.0% 26% False False 70,885
100 1,452.3 1,339.5 112.8 8.2% 13.0 1.0% 29% False False 56,709
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 3.5
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,425.5
2.618 1,406.3
1.618 1,394.5
1.000 1,387.3
0.618 1,382.8
HIGH 1,375.5
0.618 1,371.0
0.500 1,369.5
0.382 1,368.0
LOW 1,363.5
0.618 1,356.3
1.000 1,351.8
1.618 1,344.5
2.618 1,332.8
4.250 1,313.5
Fisher Pivots for day following 11-Aug-2017
Pivot 1 day 3 day
R1 1,371.3 1,385.0
PP 1,370.3 1,380.8
S1 1,369.5 1,376.3

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

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