ICE Russell 2000 Mini Future September 2016


Trading Metrics calculated at close of trading on 01-Aug-2016
Day Change Summary
Previous Current
29-Jul-2016 01-Aug-2016 Change Change % Previous Week
Open 1,214.5 1,220.9 6.4 0.5% 1,209.0
High 1,223.6 1,224.8 1.2 0.1% 1,223.6
Low 1,206.0 1,210.1 4.1 0.3% 1,203.0
Close 1,217.0 1,217.4 0.4 0.0% 1,217.0
Range 17.6 14.7 -2.9 -16.5% 20.6
ATR 16.7 16.5 -0.1 -0.8% 0.0
Volume 85,686 73,061 -12,625 -14.7% 323,915
Daily Pivots for day following 01-Aug-2016
Classic Woodie Camarilla DeMark
R4 1,261.5 1,254.3 1,225.5
R3 1,246.8 1,239.5 1,221.5
R2 1,232.3 1,232.3 1,220.0
R1 1,224.8 1,224.8 1,218.8 1,221.0
PP 1,217.5 1,217.5 1,217.5 1,215.5
S1 1,210.0 1,210.0 1,216.0 1,206.5
S2 1,202.8 1,202.8 1,214.8
S3 1,188.0 1,195.3 1,213.3
S4 1,173.3 1,180.8 1,209.3
Weekly Pivots for week ending 29-Jul-2016
Classic Woodie Camarilla DeMark
R4 1,276.3 1,267.3 1,228.3
R3 1,255.8 1,246.8 1,222.8
R2 1,235.3 1,235.3 1,220.8
R1 1,226.0 1,226.0 1,219.0 1,230.5
PP 1,214.5 1,214.5 1,214.5 1,216.8
S1 1,205.5 1,205.5 1,215.0 1,210.0
S2 1,194.0 1,194.0 1,213.3
S3 1,173.3 1,184.8 1,211.3
S4 1,152.8 1,164.3 1,205.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,224.8 1,204.5 20.3 1.7% 13.0 1.1% 64% True False 69,951
10 1,224.8 1,194.7 30.1 2.5% 13.0 1.1% 75% True False 62,426
20 1,224.8 1,125.6 99.2 8.1% 15.8 1.3% 93% True False 71,652
40 1,224.8 1,076.7 148.1 12.2% 19.3 1.6% 95% True False 86,884
60 1,224.8 1,076.7 148.1 12.2% 16.0 1.3% 95% True False 57,977
80 1,224.8 1,076.7 148.1 12.2% 13.8 1.1% 95% True False 43,484
100 1,224.8 1,053.7 171.1 14.1% 12.3 1.0% 96% True False 34,788
120 1,224.8 941.4 283.4 23.3% 10.5 0.9% 97% True False 28,990
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 False
Bear Hook False
Bull Hook False
Stretch 3.8
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,287.3
2.618 1,263.3
1.618 1,248.5
1.000 1,239.5
0.618 1,234.0
HIGH 1,224.8
0.618 1,219.3
0.500 1,217.5
0.382 1,215.8
LOW 1,210.0
0.618 1,201.0
1.000 1,195.5
1.618 1,186.3
2.618 1,171.5
4.250 1,147.5
Fisher Pivots for day following 01-Aug-2016
Pivot 1 day 3 day
R1 1,217.5 1,216.8
PP 1,217.5 1,216.0
S1 1,217.5 1,215.5

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

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