ICE Russell 2000 Mini Future September 2017


Trading Metrics calculated at close of trading on 15-Aug-2017
Day Change Summary
Previous Current
14-Aug-2017 15-Aug-2017 Change Change % Previous Week
Open 1,373.1 1,396.5 23.4 1.7% 1,411.7
High 1,394.7 1,400.3 5.6 0.4% 1,426.8
Low 1,372.7 1,381.1 8.4 0.6% 1,363.6
Close 1,393.2 1,381.5 -11.7 -0.8% 1,372.0
Range 22.0 19.2 -2.8 -12.7% 63.2
ATR 16.7 16.9 0.2 1.0% 0.0
Volume 116,657 96,008 -20,649 -17.7% 643,723
Daily Pivots for day following 15-Aug-2017
Classic Woodie Camarilla DeMark
R4 1,445.3 1,432.5 1,392.0
R3 1,426.0 1,413.3 1,386.8
R2 1,406.8 1,406.8 1,385.0
R1 1,394.3 1,394.3 1,383.3 1,391.0
PP 1,387.8 1,387.8 1,387.8 1,386.0
S1 1,375.0 1,375.0 1,379.8 1,371.8
S2 1,368.5 1,368.5 1,378.0
S3 1,349.3 1,355.8 1,376.3
S4 1,330.0 1,336.5 1,371.0
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 1,406.4 1,363.6 42.8 3.1% 20.3 1.5% 42% False False 134,803
10 1,429.4 1,363.6 65.8 4.8% 18.0 1.3% 27% False False 115,572
20 1,452.3 1,363.6 88.7 6.4% 15.8 1.1% 20% False False 105,026
40 1,452.3 1,363.6 88.7 6.4% 16.5 1.2% 20% False False 108,846
60 1,452.3 1,351.0 101.3 7.3% 16.0 1.2% 30% False False 98,018
80 1,452.3 1,344.3 108.0 7.8% 14.3 1.0% 34% False False 73,543
100 1,452.3 1,339.5 112.8 8.2% 13.3 1.0% 37% False False 58,836
Crabel Price Patterns
NR True
NR4 False
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 True
Stretch 3.1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,482.0
2.618 1,450.5
1.618 1,431.3
1.000 1,419.5
0.618 1,412.3
HIGH 1,400.3
0.618 1,393.0
0.500 1,390.8
0.382 1,388.5
LOW 1,381.0
0.618 1,369.3
1.000 1,362.0
1.618 1,350.0
2.618 1,330.8
4.250 1,299.5
Fisher Pivots for day following 15-Aug-2017
Pivot 1 day 3 day
R1 1,390.8 1,382.0
PP 1,387.8 1,381.8
S1 1,384.5 1,381.8

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

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