ICE Russell 2000 Mini Future September 2016


Trading Metrics calculated at close of trading on 18-Aug-2016
Day Change Summary
Previous Current
17-Aug-2016 18-Aug-2016 Change Change % Previous Week
Open 1,231.0 1,226.6 -4.4 -0.4% 1,228.0
High 1,233.2 1,236.1 2.9 0.2% 1,234.3
Low 1,219.0 1,223.8 4.8 0.4% 1,217.3
Close 1,226.3 1,235.7 9.4 0.8% 1,227.2
Range 14.2 12.3 -1.9 -13.4% 17.0
ATR 14.5 14.4 -0.2 -1.1% 0.0
Volume 74,812 56,728 -18,084 -24.2% 280,192
Daily Pivots for day following 18-Aug-2016
Classic Woodie Camarilla DeMark
R4 1,268.8 1,264.5 1,242.5
R3 1,256.5 1,252.3 1,239.0
R2 1,244.3 1,244.3 1,238.0
R1 1,240.0 1,240.0 1,236.8 1,242.0
PP 1,231.8 1,231.8 1,231.8 1,233.0
S1 1,227.8 1,227.8 1,234.5 1,229.8
S2 1,219.5 1,219.5 1,233.5
S3 1,207.3 1,215.3 1,232.3
S4 1,195.0 1,203.0 1,229.0
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 1,219.0 24.0 1.9% 12.8 1.0% 70% False False 62,017
10 1,243.0 1,210.5 32.5 2.6% 12.3 1.0% 78% False False 60,753
20 1,243.0 1,195.9 47.1 3.8% 13.3 1.1% 85% False False 63,653
40 1,243.0 1,076.7 166.3 13.5% 18.5 1.5% 96% False False 77,106
60 1,243.0 1,076.7 166.3 13.5% 17.0 1.4% 96% False False 71,725
80 1,243.0 1,076.7 166.3 13.5% 14.5 1.2% 96% False False 53,795
100 1,243.0 1,076.7 166.3 13.5% 13.5 1.1% 96% False False 43,037
120 1,243.0 1,034.7 208.3 16.9% 12.0 1.0% 96% False False 35,865
Crabel Price Patterns
NR True
NR4 True
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 1.6
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,288.5
2.618 1,268.3
1.618 1,256.0
1.000 1,248.5
0.618 1,243.8
HIGH 1,236.0
0.618 1,231.5
0.500 1,230.0
0.382 1,228.5
LOW 1,223.8
0.618 1,216.3
1.000 1,211.5
1.618 1,204.0
2.618 1,191.5
4.250 1,171.5
Fisher Pivots for day following 18-Aug-2016
Pivot 1 day 3 day
R1 1,233.8 1,233.8
PP 1,231.8 1,231.8
S1 1,230.0 1,229.8

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

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