ICE Russell 2000 Mini Future September 2015

Trading Metrics calculated at close of trading on 09-Sep-2015

Day Change Summary
	Previous	Current
	08-Sep-2015	09-Sep-2015	Change	Change %	Previous Week
Open	1,143.5	1,159.3	15.8	1.4%	1,162.4
High	1,161.6	1,171.8	10.2	0.9%	1,165.5
Low	1,142.6	1,145.2	2.6	0.2%	1,121.5
Close	1,159.3	1,147.7	-11.6	-1.0%	1,136.2
Range	19.0	26.6	7.6	40.0%	44.0
ATR	25.2	25.3	0.1	0.4%	0.0
Volume	105,415	132,034	26,619	25.3%	661,621

Daily Pivots for day following 09-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	1,234.8	1,217.8	1,162.3
R3	1,208.0	1,191.3	1,155.0
R2	1,181.5	1,181.5	1,152.5
R1	1,164.5	1,164.5	1,150.3	1,159.8
PP	1,155.0	1,155.0	1,155.0	1,152.5
S1	1,138.0	1,138.0	1,145.3	1,133.3
S2	1,128.3	1,128.3	1,142.8
S3	1,101.8	1,111.5	1,140.5
S4	1,075.0	1,084.8	1,133.0

Weekly Pivots for week ending 04-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	1,273.0	1,248.8	1,160.5
R3	1,229.0	1,204.8	1,148.3
R2	1,185.0	1,185.0	1,144.3
R1	1,160.8	1,160.8	1,140.3	1,150.8
PP	1,141.0	1,141.0	1,141.0	1,136.3
S1	1,116.8	1,116.8	1,132.3	1,106.8
S2	1,097.0	1,097.0	1,128.3
S3	1,053.0	1,072.8	1,124.0
S4	1,009.0	1,028.8	1,112.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,171.8	1,125.8	46.0	4.0%	20.0	1.8%	48%	True	False	126,776
10	1,171.8	1,097.1	74.7	6.5%	23.3	2.0%	68%	True	False	140,483
20	1,224.8	1,071.6	153.2	13.3%	27.3	2.4%	50%	False	False	142,629
40	1,274.2	1,071.6	202.6	17.7%	22.3	1.9%	38%	False	False	116,321
60	1,292.3	1,071.6	220.7	19.2%	20.8	1.8%	34%	False	False	109,469
80	1,292.3	1,071.6	220.7	19.2%	18.5	1.6%	34%	False	False	87,592
100	1,292.3	1,071.6	220.7	19.2%	16.3	1.4%	34%	False	False	70,077

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.9
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1,284.8
2.618	1,241.5
1.618	1,214.8
1.000	1,198.5
0.618	1,188.3
HIGH	1,171.8
0.618	1,161.8
0.500	1,158.5
0.382	1,155.3
LOW	1,145.3
0.618	1,128.8
1.000	1,118.5
1.618	1,102.3
2.618	1,075.5
4.250	1,032.3

Fisher Pivots for day following 09-Sep-2015
Pivot	1 day	3 day
R1	1,158.5	1,148.8
PP	1,155.0	1,148.5
S1	1,151.3	1,148.0

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols