ICE Russell 2000 Mini Future September 2017


Trading Metrics calculated at close of trading on 11-Sep-2017
Day Change Summary
Previous Current
08-Sep-2017 11-Sep-2017 Change Change % Previous Week
Open 1,396.7 1,405.8 9.1 0.7% 1,418.0
High 1,407.0 1,417.1 10.1 0.7% 1,419.5
Low 1,393.0 1,405.8 12.8 0.9% 1,393.0
Close 1,403.0 1,416.7 13.7 1.0% 1,403.0
Range 14.0 11.3 -2.7 -19.3% 26.5
ATR 15.6 15.5 -0.1 -0.7% 0.0
Volume 111,872 60,703 -51,169 -45.7% 470,093
Daily Pivots for day following 11-Sep-2017
Classic Woodie Camarilla DeMark
R4 1,447.0 1,443.3 1,423.0
R3 1,435.8 1,432.0 1,419.8
R2 1,424.5 1,424.5 1,418.8
R1 1,420.5 1,420.5 1,417.8 1,422.5
PP 1,413.3 1,413.3 1,413.3 1,414.3
S1 1,409.3 1,409.3 1,415.8 1,411.3
S2 1,402.0 1,402.0 1,414.8
S3 1,390.5 1,398.0 1,413.5
S4 1,379.3 1,386.8 1,410.5
Weekly Pivots for week ending 08-Sep-2017
Classic Woodie Camarilla DeMark
R4 1,484.8 1,470.3 1,417.5
R3 1,458.3 1,443.8 1,410.3
R2 1,431.8 1,431.8 1,407.8
R1 1,417.3 1,417.3 1,405.5 1,411.3
PP 1,405.3 1,405.3 1,405.3 1,402.0
S1 1,390.8 1,390.8 1,400.5 1,384.8
S2 1,378.8 1,378.8 1,398.3
S3 1,352.3 1,364.3 1,395.8
S4 1,325.8 1,337.8 1,388.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,419.5 1,393.0 26.5 1.9% 14.5 1.0% 89% False False 106,159
10 1,419.5 1,366.0 53.5 3.8% 14.8 1.0% 95% False False 102,606
20 1,419.5 1,348.8 70.7 5.0% 15.8 1.1% 96% False False 104,579
40 1,452.3 1,348.8 103.5 7.3% 15.3 1.1% 66% False False 103,404
60 1,452.3 1,348.8 103.5 7.3% 16.0 1.1% 66% False False 107,716
80 1,452.3 1,348.8 103.5 7.3% 16.0 1.1% 66% False False 97,001
100 1,452.3 1,344.3 108.0 7.6% 14.3 1.0% 67% False False 77,624
120 1,452.3 1,339.5 112.8 8.0% 13.5 1.0% 68% False False 64,688
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 False
Stretch 3.3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,465.0
2.618 1,446.8
1.618 1,435.5
1.000 1,428.5
0.618 1,424.0
HIGH 1,417.0
0.618 1,412.8
0.500 1,411.5
0.382 1,410.0
LOW 1,405.8
0.618 1,398.8
1.000 1,394.5
1.618 1,387.5
2.618 1,376.3
4.250 1,357.8
Fisher Pivots for day following 11-Sep-2017
Pivot 1 day 3 day
R1 1,415.0 1,412.8
PP 1,413.3 1,409.0
S1 1,411.5 1,405.0

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

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