ICE Russell 2000 Mini Future September 2016


Trading Metrics calculated at close of trading on 28-Jan-2016
Day Change Summary
Previous Current
27-Jan-2016 28-Jan-2016 Change Change % Previous Week
Open 989.7 988.4 -1.3 -0.1% 1,000.4
High 989.7 988.4 -1.3 -0.1% 1,007.3
Low 989.7 988.4 -1.3 -0.1% 979.8
Close 989.7 988.4 -1.3 -0.1% 1,007.3
Range
ATR 14.6 13.7 -1.0 -6.5% 0.0
Volume
Daily Pivots for day following 28-Jan-2016
Classic Woodie Camarilla DeMark
R4 988.5 988.5 988.5
R3 988.5 988.5 988.5
R2 988.5 988.5 988.5
R1 988.5 988.5 988.5 988.5
PP 988.5 988.5 988.5 988.5
S1 988.5 988.5 988.5 988.5
S2 988.5 988.5 988.5
S3 988.5 988.5 988.5
S4 988.5 988.5 988.5
Weekly Pivots for week ending 22-Jan-2016
Classic Woodie Camarilla DeMark
R4 1,080.8 1,071.5 1,022.5
R3 1,053.3 1,044.0 1,014.8
R2 1,025.8 1,025.8 1,012.3
R1 1,016.5 1,016.5 1,009.8 1,021.0
PP 998.3 998.3 998.3 1,000.5
S1 989.0 989.0 1,004.8 993.5
S2 970.8 970.8 1,002.3
S3 943.3 961.5 999.8
S4 915.8 934.0 992.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,007.3 986.1 21.2 2.1% 0.0 0.0% 11% False False
10 1,007.3 979.8 27.5 2.8% 2.8 0.3% 31% False False
20 1,127.3 979.8 147.5 14.9% 1.5 0.2% 6% False False
40 1,182.0 979.8 202.2 20.5% 0.8 0.1% 4% False False
Crabel Price Patterns
NR False
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 True
Bear Hook False
Bull Hook False
Stretch 0.0
Fibonacci Retracements and Extensions
4.250 988.5
2.618 988.5
1.618 988.5
1.000 988.5
0.618 988.5
HIGH 988.5
0.618 988.5
0.500 988.5
0.382 988.5
LOW 988.5
0.618 988.5
1.000 988.5
1.618 988.5
2.618 988.5
4.250 988.5
Fisher Pivots for day following 28-Jan-2016
Pivot 1 day 3 day
R1 988.5 997.0
PP 988.5 994.3
S1 988.5 991.3

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

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