ICE Russell 2000 Mini Future September 2016


Trading Metrics calculated at close of trading on 22-Jul-2016
Day Change Summary
Previous Current
21-Jul-2016 22-Jul-2016 Change Change % Previous Week
Open 1,208.0 1,199.3 -8.7 -0.7% 1,201.6
High 1,211.7 1,212.2 0.5 0.0% 1,212.2
Low 1,197.7 1,197.9 0.2 0.0% 1,194.7
Close 1,199.1 1,209.9 10.8 0.9% 1,209.9
Range 14.0 14.3 0.3 2.1% 17.5
ATR 19.0 18.6 -0.3 -1.8% 0.0
Volume 56,882 51,114 -5,768 -10.1% 274,926
Daily Pivots for day following 22-Jul-2016
Classic Woodie Camarilla DeMark
R4 1,249.5 1,244.0 1,217.8
R3 1,235.3 1,229.8 1,213.8
R2 1,221.0 1,221.0 1,212.5
R1 1,215.5 1,215.5 1,211.3 1,218.3
PP 1,206.8 1,206.8 1,206.8 1,208.0
S1 1,201.3 1,201.3 1,208.5 1,204.0
S2 1,192.3 1,192.3 1,207.3
S3 1,178.0 1,186.8 1,206.0
S4 1,163.8 1,172.5 1,202.0
Weekly Pivots for week ending 22-Jul-2016
Classic Woodie Camarilla DeMark
R4 1,258.0 1,251.5 1,219.5
R3 1,240.5 1,234.0 1,214.8
R2 1,223.0 1,223.0 1,213.0
R1 1,216.5 1,216.5 1,211.5 1,219.8
PP 1,205.5 1,205.5 1,205.5 1,207.3
S1 1,199.0 1,199.0 1,208.3 1,202.3
S2 1,188.0 1,188.0 1,206.8
S3 1,170.5 1,181.5 1,205.0
S4 1,153.0 1,164.0 1,200.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,212.2 1,194.7 17.5 1.4% 12.8 1.1% 87% True False 54,985
10 1,212.4 1,171.0 41.4 3.4% 14.8 1.2% 94% False False 68,777
20 1,212.4 1,076.7 135.7 11.2% 23.3 1.9% 98% False False 88,891
40 1,212.4 1,076.7 135.7 11.2% 19.0 1.6% 98% False False 77,038
60 1,212.4 1,076.7 135.7 11.2% 15.3 1.3% 98% False False 51,361
80 1,212.4 1,076.7 135.7 11.2% 13.5 1.1% 98% False False 38,522
100 1,212.4 1,053.7 158.7 13.1% 11.8 1.0% 98% False False 30,819
120 1,212.4 941.4 271.0 22.4% 10.0 0.8% 99% False False 25,682
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,273.0
2.618 1,249.8
1.618 1,235.3
1.000 1,226.5
0.618 1,221.0
HIGH 1,212.3
0.618 1,206.8
0.500 1,205.0
0.382 1,203.3
LOW 1,198.0
0.618 1,189.0
1.000 1,183.5
1.618 1,174.8
2.618 1,160.5
4.250 1,137.0
Fisher Pivots for day following 22-Jul-2016
Pivot 1 day 3 day
R1 1,208.3 1,207.8
PP 1,206.8 1,205.8
S1 1,205.0 1,203.5

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

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