ICE Russell 2000 Mini Future September 2016


Trading Metrics calculated at close of trading on 09-Aug-2016
Day Change Summary
Previous Current
08-Aug-2016 09-Aug-2016 Change Change % Previous Week
Open 1,228.0 1,227.8 -0.2 0.0% 1,220.9
High 1,234.3 1,232.3 -2.0 -0.2% 1,231.8
Low 1,226.2 1,227.2 1.0 0.1% 1,195.9
Close 1,227.2 1,229.9 2.7 0.2% 1,228.4
Range 8.1 5.1 -3.0 -37.0% 35.9
ATR 16.3 15.5 -0.8 -4.9% 0.0
Volume 49,154 48,284 -870 -1.8% 362,112
Daily Pivots for day following 09-Aug-2016
Classic Woodie Camarilla DeMark
R4 1,245.0 1,242.5 1,232.8
R3 1,240.0 1,237.5 1,231.3
R2 1,235.0 1,235.0 1,230.8
R1 1,232.5 1,232.5 1,230.3 1,233.8
PP 1,229.8 1,229.8 1,229.8 1,230.5
S1 1,227.3 1,227.3 1,229.5 1,228.5
S2 1,224.8 1,224.8 1,229.0
S3 1,219.5 1,222.3 1,228.5
S4 1,214.5 1,217.0 1,227.0
Weekly Pivots for week ending 05-Aug-2016
Classic Woodie Camarilla DeMark
R4 1,326.5 1,313.3 1,248.3
R3 1,290.5 1,277.5 1,238.3
R2 1,254.5 1,254.5 1,235.0
R1 1,241.5 1,241.5 1,231.8 1,248.0
PP 1,218.8 1,218.8 1,218.8 1,222.0
S1 1,205.5 1,205.5 1,225.0 1,212.3
S2 1,182.8 1,182.8 1,221.8
S3 1,147.0 1,169.8 1,218.5
S4 1,111.0 1,133.8 1,208.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,234.3 1,195.9 38.4 3.1% 12.0 1.0% 89% False False 60,338
10 1,234.3 1,195.9 38.4 3.1% 13.8 1.1% 89% False False 66,976
20 1,234.3 1,194.7 39.6 3.2% 13.3 1.1% 89% False False 63,863
40 1,234.3 1,076.7 157.6 12.8% 19.3 1.6% 97% False False 86,067
60 1,234.3 1,076.7 157.6 12.8% 16.8 1.4% 97% False False 64,418
80 1,234.3 1,076.7 157.6 12.8% 14.0 1.1% 97% False False 48,314
100 1,234.3 1,066.1 168.2 13.7% 13.0 1.1% 97% False False 38,653
120 1,234.3 999.3 235.0 19.1% 11.3 0.9% 98% False False 32,211
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 3.5
Narrowest range in 51 trading days
Fibonacci Retracements and Extensions
4.250 1,254.0
2.618 1,245.8
1.618 1,240.5
1.000 1,237.5
0.618 1,235.5
HIGH 1,232.3
0.618 1,230.3
0.500 1,229.8
0.382 1,229.3
LOW 1,227.3
0.618 1,224.0
1.000 1,222.0
1.618 1,219.0
2.618 1,213.8
4.250 1,205.5
Fisher Pivots for day following 09-Aug-2016
Pivot 1 day 3 day
R1 1,229.8 1,227.5
PP 1,229.8 1,225.0
S1 1,229.8 1,222.5

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

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