ICE Russell 2000 Mini Future September 2017


Trading Metrics calculated at close of trading on 29-Aug-2017
Day Change Summary
Previous Current
28-Aug-2017 29-Aug-2017 Change Change % Previous Week
Open 1,375.2 1,373.0 -2.2 -0.2% 1,357.1
High 1,383.7 1,386.2 2.5 0.2% 1,380.8
Low 1,366.0 1,368.4 2.4 0.2% 1,348.9
Close 1,381.8 1,382.8 1.0 0.1% 1,375.7
Range 17.7 17.8 0.1 0.6% 31.9
ATR 16.4 16.5 0.1 0.6% 0.0
Volume 84,105 110,079 25,974 30.9% 458,385
Daily Pivots for day following 29-Aug-2017
Classic Woodie Camarilla DeMark
R4 1,432.5 1,425.5 1,392.5
R3 1,414.8 1,407.8 1,387.8
R2 1,397.0 1,397.0 1,386.0
R1 1,389.8 1,389.8 1,384.5 1,393.5
PP 1,379.3 1,379.3 1,379.3 1,381.0
S1 1,372.0 1,372.0 1,381.3 1,375.5
S2 1,361.3 1,361.3 1,379.5
S3 1,343.5 1,354.3 1,378.0
S4 1,325.8 1,336.5 1,373.0
Weekly Pivots for week ending 25-Aug-2017
Classic Woodie Camarilla DeMark
R4 1,464.3 1,451.8 1,393.3
R3 1,432.3 1,420.0 1,384.5
R2 1,400.3 1,400.3 1,381.5
R1 1,388.0 1,388.0 1,378.5 1,394.3
PP 1,368.5 1,368.5 1,368.5 1,371.5
S1 1,356.3 1,356.3 1,372.8 1,362.3
S2 1,336.5 1,336.5 1,369.8
S3 1,304.8 1,324.3 1,367.0
S4 1,272.8 1,292.3 1,358.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,386.2 1,359.4 26.8 1.9% 15.0 1.1% 87% True False 91,387
10 1,391.9 1,348.8 43.1 3.1% 16.3 1.2% 79% False False 104,703
20 1,429.4 1,348.8 80.6 5.8% 17.0 1.2% 42% False False 110,138
40 1,452.3 1,348.8 103.5 7.5% 15.8 1.1% 33% False False 103,876
60 1,452.3 1,348.8 103.5 7.5% 16.5 1.2% 33% False False 115,421
80 1,452.3 1,344.3 108.0 7.8% 15.5 1.1% 36% False False 86,629
100 1,452.3 1,343.1 109.2 7.9% 14.0 1.0% 36% False False 69,305
120 1,452.3 1,332.3 120.0 8.7% 13.3 1.0% 42% False False 57,756
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.5
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1,461.8
2.618 1,432.8
1.618 1,415.0
1.000 1,404.0
0.618 1,397.3
HIGH 1,386.3
0.618 1,379.5
0.500 1,377.3
0.382 1,375.3
LOW 1,368.5
0.618 1,357.5
1.000 1,350.5
1.618 1,339.5
2.618 1,321.8
4.250 1,292.8
Fisher Pivots for day following 29-Aug-2017
Pivot 1 day 3 day
R1 1,381.0 1,380.5
PP 1,379.3 1,378.3
S1 1,377.3 1,376.0

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

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