ICE Russell 2000 Mini Future September 2016


Trading Metrics calculated at close of trading on 12-Aug-2016
Day Change Summary
Previous Current
11-Aug-2016 12-Aug-2016 Change Change % Previous Week
Open 1,220.6 1,227.6 7.0 0.6% 1,228.0
High 1,230.0 1,230.7 0.7 0.1% 1,234.3
Low 1,219.7 1,222.0 2.3 0.2% 1,217.3
Close 1,227.3 1,227.2 -0.1 0.0% 1,227.2
Range 10.3 8.7 -1.6 -15.5% 17.0
ATR 15.1 14.6 -0.5 -3.0% 0.0
Volume 63,565 54,355 -9,210 -14.5% 280,192
Daily Pivots for day following 12-Aug-2016
Classic Woodie Camarilla DeMark
R4 1,252.8 1,248.8 1,232.0
R3 1,244.0 1,240.0 1,229.5
R2 1,235.3 1,235.3 1,228.8
R1 1,231.3 1,231.3 1,228.0 1,229.0
PP 1,226.8 1,226.8 1,226.8 1,225.5
S1 1,222.5 1,222.5 1,226.5 1,220.3
S2 1,218.0 1,218.0 1,225.5
S3 1,209.3 1,213.8 1,224.8
S4 1,200.5 1,205.3 1,222.5
Weekly Pivots for week ending 12-Aug-2016
Classic Woodie Camarilla DeMark
R4 1,277.3 1,269.3 1,236.5
R3 1,260.3 1,252.3 1,232.0
R2 1,243.3 1,243.3 1,230.3
R1 1,235.3 1,235.3 1,228.8 1,230.8
PP 1,226.3 1,226.3 1,226.3 1,224.0
S1 1,218.3 1,218.3 1,225.8 1,213.8
S2 1,209.3 1,209.3 1,224.0
S3 1,192.3 1,201.3 1,222.5
S4 1,175.3 1,184.3 1,217.8
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 1,217.3 17.0 1.4% 9.5 0.8% 58% False False 56,038
10 1,234.3 1,195.9 38.4 3.1% 13.5 1.1% 82% False False 64,230
20 1,234.3 1,194.7 39.6 3.2% 13.0 1.1% 82% False False 62,057
40 1,234.3 1,076.7 157.6 12.8% 18.8 1.5% 95% False False 79,931
60 1,234.3 1,076.7 157.6 12.8% 16.8 1.4% 95% False False 67,463
80 1,234.3 1,076.7 157.6 12.8% 14.3 1.2% 95% False False 50,599
100 1,234.3 1,066.1 168.2 13.7% 13.3 1.1% 96% False False 40,480
120 1,234.3 1,012.8 221.5 18.0% 11.5 0.9% 97% False False 33,734
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.5
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,267.8
2.618 1,253.5
1.618 1,244.8
1.000 1,239.5
0.618 1,236.0
HIGH 1,230.8
0.618 1,227.5
0.500 1,226.3
0.382 1,225.3
LOW 1,222.0
0.618 1,216.5
1.000 1,213.3
1.618 1,208.0
2.618 1,199.3
4.250 1,185.0
Fisher Pivots for day following 12-Aug-2016
Pivot 1 day 3 day
R1 1,227.0 1,226.3
PP 1,226.8 1,225.5
S1 1,226.3 1,224.8

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

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