ICE Russell 2000 Mini Future September 2016


Trading Metrics calculated at close of trading on 20-Jul-2016
Day Change Summary
Previous Current
19-Jul-2016 20-Jul-2016 Change Change % Previous Week
Open 1,205.0 1,199.1 -5.9 -0.5% 1,171.5
High 1,205.2 1,210.0 4.8 0.4% 1,212.4
Low 1,194.7 1,194.9 0.2 0.0% 1,171.0
Close 1,199.0 1,207.2 8.2 0.7% 1,202.0
Range 10.5 15.1 4.6 43.8% 41.4
ATR 19.7 19.3 -0.3 -1.7% 0.0
Volume 60,814 58,482 -2,332 -3.8% 412,852
Daily Pivots for day following 20-Jul-2016
Classic Woodie Camarilla DeMark
R4 1,249.3 1,243.3 1,215.5
R3 1,234.3 1,228.3 1,211.3
R2 1,219.3 1,219.3 1,210.0
R1 1,213.3 1,213.3 1,208.5 1,216.3
PP 1,204.0 1,204.0 1,204.0 1,205.5
S1 1,198.0 1,198.0 1,205.8 1,201.0
S2 1,189.0 1,189.0 1,204.5
S3 1,173.8 1,183.0 1,203.0
S4 1,158.8 1,167.8 1,199.0
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 1,194.7 17.7 1.5% 12.5 1.0% 71% False False 59,041
10 1,212.4 1,138.6 73.8 6.1% 16.8 1.4% 93% False False 75,719
20 1,212.4 1,076.7 135.7 11.2% 24.0 2.0% 96% False False 92,075
40 1,212.4 1,076.7 135.7 11.2% 18.8 1.6% 96% False False 74,339
60 1,212.4 1,076.7 135.7 11.2% 15.0 1.2% 96% False False 49,561
80 1,212.4 1,076.7 135.7 11.2% 13.5 1.1% 96% False False 37,173
100 1,212.4 1,022.3 190.1 15.7% 11.5 1.0% 97% False False 29,739
120 1,212.4 941.4 271.0 22.4% 9.8 0.8% 98% False False 24,782
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.5
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,274.3
2.618 1,249.5
1.618 1,234.5
1.000 1,225.0
0.618 1,219.3
HIGH 1,210.0
0.618 1,204.3
0.500 1,202.5
0.382 1,200.8
LOW 1,195.0
0.618 1,185.5
1.000 1,179.8
1.618 1,170.5
2.618 1,155.3
4.250 1,130.8
Fisher Pivots for day following 20-Jul-2016
Pivot 1 day 3 day
R1 1,205.5 1,205.5
PP 1,204.0 1,204.0
S1 1,202.5 1,202.3

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

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