ICE Russell 2000 Mini Future September 2016


Trading Metrics calculated at close of trading on 26-Jul-2016
Day Change Summary
Previous Current
25-Jul-2016 26-Jul-2016 Change Change % Previous Week
Open 1,209.0 1,207.5 -1.5 -0.1% 1,201.6
High 1,213.4 1,216.6 3.2 0.3% 1,212.2
Low 1,203.0 1,204.5 1.5 0.1% 1,194.7
Close 1,207.1 1,214.0 6.9 0.6% 1,209.9
Range 10.4 12.1 1.7 16.3% 17.5
ATR 18.0 17.6 -0.4 -2.4% 0.0
Volume 47,219 66,484 19,265 40.8% 274,926
Daily Pivots for day following 26-Jul-2016
Classic Woodie Camarilla DeMark
R4 1,248.0 1,243.0 1,220.8
R3 1,236.0 1,231.0 1,217.3
R2 1,223.8 1,223.8 1,216.3
R1 1,219.0 1,219.0 1,215.0 1,221.3
PP 1,211.8 1,211.8 1,211.8 1,213.0
S1 1,206.8 1,206.8 1,213.0 1,209.3
S2 1,199.5 1,199.5 1,211.8
S3 1,187.5 1,194.8 1,210.8
S4 1,175.5 1,182.5 1,207.3
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 1,216.6 1,194.9 21.7 1.8% 13.3 1.1% 88% True False 56,036
10 1,216.6 1,194.7 21.9 1.8% 12.8 1.1% 88% True False 60,750
20 1,216.6 1,080.5 136.1 11.2% 18.0 1.5% 98% True False 77,993
40 1,216.6 1,076.7 139.9 11.5% 19.5 1.6% 98% True False 79,880
60 1,216.6 1,076.7 139.9 11.5% 15.3 1.3% 98% True False 53,256
80 1,216.6 1,076.7 139.9 11.5% 13.5 1.1% 98% True False 39,943
100 1,216.6 1,053.7 162.9 13.4% 11.8 1.0% 98% True False 31,956
120 1,216.6 941.4 275.2 22.7% 10.0 0.8% 99% True False 26,630
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.0
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,268.0
2.618 1,248.3
1.618 1,236.3
1.000 1,228.8
0.618 1,224.0
HIGH 1,216.5
0.618 1,212.0
0.500 1,210.5
0.382 1,209.0
LOW 1,204.5
0.618 1,197.0
1.000 1,192.5
1.618 1,185.0
2.618 1,172.8
4.250 1,153.0
Fisher Pivots for day following 26-Jul-2016
Pivot 1 day 3 day
R1 1,212.8 1,211.8
PP 1,211.8 1,209.5
S1 1,210.5 1,207.3

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

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