ICE Russell 2000 Mini Future September 2016


Trading Metrics calculated at close of trading on 28-Jul-2016
Day Change Summary
Previous Current
27-Jul-2016 28-Jul-2016 Change Change % Previous Week
Open 1,216.0 1,215.7 -0.3 0.0% 1,201.6
High 1,220.5 1,220.0 -0.5 0.0% 1,212.2
Low 1,209.1 1,210.8 1.7 0.1% 1,194.7
Close 1,215.9 1,213.5 -2.4 -0.2% 1,209.9
Range 11.4 9.2 -2.2 -19.3% 17.5
ATR 17.2 16.6 -0.6 -3.3% 0.0
Volume 69,927 54,599 -15,328 -21.9% 274,926
Daily Pivots for day following 28-Jul-2016
Classic Woodie Camarilla DeMark
R4 1,242.3 1,237.3 1,218.5
R3 1,233.3 1,228.0 1,216.0
R2 1,224.0 1,224.0 1,215.3
R1 1,218.8 1,218.8 1,214.3 1,216.8
PP 1,214.8 1,214.8 1,214.8 1,213.8
S1 1,209.5 1,209.5 1,212.8 1,207.5
S2 1,205.5 1,205.5 1,211.8
S3 1,196.3 1,200.3 1,211.0
S4 1,187.3 1,191.3 1,208.5
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 1,220.5 1,197.9 22.6 1.9% 11.5 0.9% 69% False False 57,868
10 1,220.5 1,194.7 25.8 2.1% 11.8 1.0% 73% False False 57,449
20 1,220.5 1,121.7 98.8 8.1% 16.3 1.3% 93% False False 73,364
40 1,220.5 1,076.7 143.8 11.9% 19.3 1.6% 95% False False 82,959
60 1,220.5 1,076.7 143.8 11.9% 15.8 1.3% 95% False False 55,331
80 1,220.5 1,076.7 143.8 11.9% 13.5 1.1% 95% False False 41,499
100 1,220.5 1,053.7 166.8 13.7% 12.0 1.0% 96% False False 33,201
120 1,220.5 941.4 279.1 23.0% 10.3 0.8% 97% False False 27,667
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.0
Narrowest range in 42 trading days
Fibonacci Retracements and Extensions
4.250 1,259.0
2.618 1,244.0
1.618 1,235.0
1.000 1,229.3
0.618 1,225.8
HIGH 1,220.0
0.618 1,216.5
0.500 1,215.5
0.382 1,214.3
LOW 1,210.8
0.618 1,205.0
1.000 1,201.5
1.618 1,196.0
2.618 1,186.8
4.250 1,171.8
Fisher Pivots for day following 28-Jul-2016
Pivot 1 day 3 day
R1 1,215.5 1,213.3
PP 1,214.8 1,212.8
S1 1,214.3 1,212.5

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

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