ICE Russell 2000 Mini Future September 2016


Trading Metrics calculated at close of trading on 25-Jul-2016
Day Change Summary
Previous Current
22-Jul-2016 25-Jul-2016 Change Change % Previous Week
Open 1,199.3 1,209.0 9.7 0.8% 1,201.6
High 1,212.2 1,213.4 1.2 0.1% 1,212.2
Low 1,197.9 1,203.0 5.1 0.4% 1,194.7
Close 1,209.9 1,207.1 -2.8 -0.2% 1,209.9
Range 14.3 10.4 -3.9 -27.3% 17.5
ATR 18.6 18.0 -0.6 -3.2% 0.0
Volume 51,114 47,219 -3,895 -7.6% 274,926
Daily Pivots for day following 25-Jul-2016
Classic Woodie Camarilla DeMark
R4 1,239.0 1,233.5 1,212.8
R3 1,228.8 1,223.0 1,210.0
R2 1,218.3 1,218.3 1,209.0
R1 1,212.8 1,212.8 1,208.0 1,210.3
PP 1,207.8 1,207.8 1,207.8 1,206.5
S1 1,202.3 1,202.3 1,206.3 1,199.8
S2 1,197.5 1,197.5 1,205.3
S3 1,187.0 1,191.8 1,204.3
S4 1,176.8 1,181.5 1,201.5
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 1,213.4 1,194.7 18.7 1.5% 12.8 1.1% 66% True False 54,902
10 1,213.4 1,186.6 26.8 2.2% 14.0 1.2% 76% True False 65,731
20 1,213.4 1,076.7 136.7 11.3% 19.5 1.6% 95% True False 82,685
40 1,213.4 1,076.7 136.7 11.3% 19.3 1.6% 95% True False 78,219
60 1,213.4 1,076.7 136.7 11.3% 15.3 1.3% 95% True False 52,148
80 1,213.4 1,076.7 136.7 11.3% 13.5 1.1% 95% True False 39,112
100 1,213.4 1,053.7 159.7 13.2% 11.8 1.0% 96% True False 31,291
120 1,213.4 941.4 272.0 22.5% 10.0 0.8% 98% True False 26,076
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.9
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,257.5
2.618 1,240.8
1.618 1,230.3
1.000 1,223.8
0.618 1,219.8
HIGH 1,213.5
0.618 1,209.5
0.500 1,208.3
0.382 1,207.0
LOW 1,203.0
0.618 1,196.5
1.000 1,192.5
1.618 1,186.3
2.618 1,175.8
4.250 1,158.8
Fisher Pivots for day following 25-Jul-2016
Pivot 1 day 3 day
R1 1,208.3 1,206.5
PP 1,207.8 1,206.0
S1 1,207.5 1,205.5

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

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