ICE Russell 2000 Mini Future September 2016


Trading Metrics calculated at close of trading on 04-Aug-2016
Day Change Summary
Previous Current
03-Aug-2016 04-Aug-2016 Change Change % Previous Week
Open 1,199.5 1,211.8 12.3 1.0% 1,209.0
High 1,211.4 1,217.8 6.4 0.5% 1,223.6
Low 1,195.9 1,207.6 11.7 1.0% 1,203.0
Close 1,211.0 1,210.5 -0.5 0.0% 1,217.0
Range 15.5 10.2 -5.3 -34.2% 20.6
ATR 17.1 16.6 -0.5 -2.9% 0.0
Volume 67,583 65,061 -2,522 -3.7% 323,915
Daily Pivots for day following 04-Aug-2016
Classic Woodie Camarilla DeMark
R4 1,242.5 1,236.8 1,216.0
R3 1,232.3 1,226.5 1,213.3
R2 1,222.3 1,222.3 1,212.3
R1 1,216.3 1,216.3 1,211.5 1,214.3
PP 1,212.0 1,212.0 1,212.0 1,211.0
S1 1,206.3 1,206.3 1,209.5 1,204.0
S2 1,201.8 1,201.8 1,208.8
S3 1,191.5 1,196.0 1,207.8
S4 1,181.3 1,185.8 1,205.0
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 1,195.9 28.9 2.4% 16.8 1.4% 51% False False 75,237
10 1,224.8 1,195.9 28.9 2.4% 14.0 1.2% 51% False False 66,553
20 1,224.8 1,144.3 80.5 6.7% 15.3 1.3% 82% False False 70,179
40 1,224.8 1,076.7 148.1 12.2% 19.5 1.6% 90% False False 91,400
60 1,224.8 1,076.7 148.1 12.2% 16.5 1.4% 90% False False 61,601
80 1,224.8 1,076.7 148.1 12.2% 14.0 1.2% 90% False False 46,201
100 1,224.8 1,056.6 168.2 13.9% 12.8 1.1% 91% False False 36,963
120 1,224.8 981.8 243.0 20.1% 11.0 0.9% 94% False False 30,802
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 True
Stretch 4.1
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,261.3
2.618 1,244.5
1.618 1,234.3
1.000 1,228.0
0.618 1,224.0
HIGH 1,217.8
0.618 1,214.0
0.500 1,212.8
0.382 1,211.5
LOW 1,207.5
0.618 1,201.3
1.000 1,197.5
1.618 1,191.0
2.618 1,181.0
4.250 1,164.3
Fisher Pivots for day following 04-Aug-2016
Pivot 1 day 3 day
R1 1,212.8 1,210.0
PP 1,212.0 1,209.5
S1 1,211.3 1,208.8

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

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