ICE Russell 2000 Mini Future September 2016


Trading Metrics calculated at close of trading on 21-Jul-2016
Day Change Summary
Previous Current
20-Jul-2016 21-Jul-2016 Change Change % Previous Week
Open 1,199.1 1,208.0 8.9 0.7% 1,171.5
High 1,210.0 1,211.7 1.7 0.1% 1,212.4
Low 1,194.9 1,197.7 2.8 0.2% 1,171.0
Close 1,207.2 1,199.1 -8.1 -0.7% 1,202.0
Range 15.1 14.0 -1.1 -7.3% 41.4
ATR 19.3 19.0 -0.4 -2.0% 0.0
Volume 58,482 56,882 -1,600 -2.7% 412,852
Daily Pivots for day following 21-Jul-2016
Classic Woodie Camarilla DeMark
R4 1,244.8 1,236.0 1,206.8
R3 1,230.8 1,222.0 1,203.0
R2 1,216.8 1,216.8 1,201.8
R1 1,208.0 1,208.0 1,200.5 1,205.5
PP 1,202.8 1,202.8 1,202.8 1,201.5
S1 1,194.0 1,194.0 1,197.8 1,191.5
S2 1,188.8 1,188.8 1,196.5
S3 1,174.8 1,180.0 1,195.3
S4 1,160.8 1,166.0 1,191.5
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 1,211.7 1,194.7 17.0 1.4% 12.0 1.0% 26% True False 57,031
10 1,212.4 1,144.3 68.1 5.7% 16.5 1.4% 80% False False 73,806
20 1,212.4 1,076.7 135.7 11.3% 24.0 2.0% 90% False False 90,560
40 1,212.4 1,076.7 135.7 11.3% 18.8 1.6% 90% False False 75,761
60 1,212.4 1,076.7 135.7 11.3% 15.0 1.3% 90% False False 50,509
80 1,212.4 1,076.7 135.7 11.3% 13.5 1.1% 90% False False 37,884
100 1,212.4 1,034.7 177.7 14.8% 11.8 1.0% 93% False False 30,308
120 1,212.4 941.4 271.0 22.6% 9.8 0.8% 95% False False 25,256
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 True
Bear Hook False
Bull Hook False
Stretch 2.5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,271.3
2.618 1,248.3
1.618 1,234.3
1.000 1,225.8
0.618 1,220.3
HIGH 1,211.8
0.618 1,206.3
0.500 1,204.8
0.382 1,203.0
LOW 1,197.8
0.618 1,189.0
1.000 1,183.8
1.618 1,175.0
2.618 1,161.0
4.250 1,138.3
Fisher Pivots for day following 21-Jul-2016
Pivot 1 day 3 day
R1 1,204.8 1,203.3
PP 1,202.8 1,201.8
S1 1,201.0 1,200.5

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

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