ICE Russell 2000 Mini Future September 2016


Trading Metrics calculated at close of trading on 15-Aug-2016
Day Change Summary
Previous Current
12-Aug-2016 15-Aug-2016 Change Change % Previous Week
Open 1,227.6 1,226.6 -1.0 -0.1% 1,228.0
High 1,230.7 1,243.0 12.3 1.0% 1,234.3
Low 1,222.0 1,226.6 4.6 0.4% 1,217.3
Close 1,227.2 1,239.8 12.6 1.0% 1,227.2
Range 8.7 16.4 7.7 88.5% 17.0
ATR 14.6 14.7 0.1 0.9% 0.0
Volume 54,355 59,918 5,563 10.2% 280,192
Daily Pivots for day following 15-Aug-2016
Classic Woodie Camarilla DeMark
R4 1,285.8 1,279.3 1,248.8
R3 1,269.3 1,262.8 1,244.3
R2 1,252.8 1,252.8 1,242.8
R1 1,246.3 1,246.3 1,241.3 1,249.5
PP 1,236.5 1,236.5 1,236.5 1,238.0
S1 1,230.0 1,230.0 1,238.3 1,233.3
S2 1,220.0 1,220.0 1,236.8
S3 1,203.8 1,213.5 1,235.3
S4 1,187.3 1,197.3 1,230.8
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 1,243.0 1,217.3 25.7 2.1% 11.0 0.9% 88% True False 58,191
10 1,243.0 1,195.9 47.1 3.8% 13.5 1.1% 93% True False 62,916
20 1,243.0 1,194.7 48.3 3.9% 13.3 1.1% 93% True False 62,671
40 1,243.0 1,076.7 166.3 13.4% 18.8 1.5% 98% True False 78,917
60 1,243.0 1,076.7 166.3 13.4% 17.0 1.4% 98% True False 68,462
80 1,243.0 1,076.7 166.3 13.4% 14.3 1.2% 98% True False 51,347
100 1,243.0 1,066.1 176.9 14.3% 13.3 1.1% 98% True False 41,080
120 1,243.0 1,014.0 229.0 18.5% 11.8 0.9% 99% True False 34,233
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.1
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1,312.8
2.618 1,286.0
1.618 1,269.5
1.000 1,259.5
0.618 1,253.3
HIGH 1,243.0
0.618 1,236.8
0.500 1,234.8
0.382 1,232.8
LOW 1,226.5
0.618 1,216.5
1.000 1,210.3
1.618 1,200.0
2.618 1,183.8
4.250 1,157.0
Fisher Pivots for day following 15-Aug-2016
Pivot 1 day 3 day
R1 1,238.3 1,237.0
PP 1,236.5 1,234.3
S1 1,234.8 1,231.3

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

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