ICE Russell 2000 Mini Future September 2016


Trading Metrics calculated at close of trading on 18-Jul-2016
Day Change Summary
Previous Current
15-Jul-2016 18-Jul-2016 Change Change % Previous Week
Open 1,196.8 1,201.6 4.8 0.4% 1,171.5
High 1,205.8 1,209.1 3.3 0.3% 1,212.4
Low 1,195.3 1,198.7 3.4 0.3% 1,171.0
Close 1,202.0 1,204.2 2.2 0.2% 1,202.0
Range 10.5 10.4 -0.1 -1.0% 41.4
ATR 21.1 20.4 -0.8 -3.6% 0.0
Volume 61,344 47,634 -13,710 -22.3% 412,852
Daily Pivots for day following 18-Jul-2016
Classic Woodie Camarilla DeMark
R4 1,235.3 1,230.0 1,210.0
R3 1,224.8 1,219.8 1,207.0
R2 1,214.5 1,214.5 1,206.0
R1 1,209.3 1,209.3 1,205.3 1,211.8
PP 1,204.0 1,204.0 1,204.0 1,205.3
S1 1,199.0 1,199.0 1,203.3 1,201.5
S2 1,193.5 1,193.5 1,202.3
S3 1,183.3 1,188.5 1,201.3
S4 1,172.8 1,178.0 1,198.5
Weekly Pivots for week ending 15-Jul-2016
Classic Woodie Camarilla DeMark
R4 1,319.3 1,302.0 1,224.8
R3 1,278.0 1,260.8 1,213.5
R2 1,236.5 1,236.5 1,209.5
R1 1,219.3 1,219.3 1,205.8 1,228.0
PP 1,195.3 1,195.3 1,195.3 1,199.5
S1 1,177.8 1,177.8 1,198.3 1,186.5
S2 1,153.8 1,153.8 1,194.5
S3 1,112.3 1,136.5 1,190.5
S4 1,071.0 1,095.0 1,179.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,212.4 1,186.6 25.8 2.1% 15.0 1.2% 68% False False 76,560
10 1,212.4 1,125.6 86.8 7.2% 18.8 1.5% 91% False False 80,879
20 1,212.4 1,076.7 135.7 11.3% 24.5 2.0% 94% False False 95,164
40 1,212.4 1,076.7 135.7 11.3% 18.8 1.6% 94% False False 71,357
60 1,212.4 1,076.7 135.7 11.3% 14.8 1.2% 94% False False 47,573
80 1,212.4 1,066.1 146.3 12.1% 13.5 1.1% 94% False False 35,682
100 1,212.4 1,014.0 198.4 16.5% 11.3 0.9% 96% False False 28,546
120 1,212.4 941.4 271.0 22.5% 9.5 0.8% 97% False False 23,788
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.8
Narrowest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 1,253.3
2.618 1,236.3
1.618 1,226.0
1.000 1,219.5
0.618 1,215.5
HIGH 1,209.0
0.618 1,205.3
0.500 1,204.0
0.382 1,202.8
LOW 1,198.8
0.618 1,192.3
1.000 1,188.3
1.618 1,181.8
2.618 1,171.5
4.250 1,154.5
Fisher Pivots for day following 18-Jul-2016
Pivot 1 day 3 day
R1 1,204.0 1,204.0
PP 1,204.0 1,204.0
S1 1,204.0 1,203.8

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

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