ICE Russell 2000 Mini Future September 2016


Trading Metrics calculated at close of trading on 19-Aug-2016
Day Change Summary
Previous Current
18-Aug-2016 19-Aug-2016 Change Change % Previous Week
Open 1,226.6 1,235.9 9.3 0.8% 1,226.6
High 1,236.1 1,236.7 0.6 0.0% 1,243.0
Low 1,223.8 1,228.7 4.9 0.4% 1,219.0
Close 1,235.7 1,234.7 -1.0 -0.1% 1,234.7
Range 12.3 8.0 -4.3 -35.0% 24.0
ATR 14.4 13.9 -0.5 -3.2% 0.0
Volume 56,728 51,982 -4,746 -8.4% 307,712
Daily Pivots for day following 19-Aug-2016
Classic Woodie Camarilla DeMark
R4 1,257.3 1,254.0 1,239.0
R3 1,249.3 1,246.0 1,237.0
R2 1,241.3 1,241.3 1,236.3
R1 1,238.0 1,238.0 1,235.5 1,235.8
PP 1,233.3 1,233.3 1,233.3 1,232.3
S1 1,230.0 1,230.0 1,234.0 1,227.8
S2 1,225.3 1,225.3 1,233.3
S3 1,217.3 1,222.0 1,232.5
S4 1,209.3 1,214.0 1,230.3
Weekly Pivots for week ending 19-Aug-2016
Classic Woodie Camarilla DeMark
R4 1,304.3 1,293.5 1,248.0
R3 1,280.3 1,269.5 1,241.3
R2 1,256.3 1,256.3 1,239.0
R1 1,245.5 1,245.5 1,237.0 1,250.8
PP 1,232.3 1,232.3 1,232.3 1,235.0
S1 1,221.5 1,221.5 1,232.5 1,226.8
S2 1,208.3 1,208.3 1,230.3
S3 1,184.3 1,197.5 1,228.0
S4 1,160.3 1,173.5 1,221.5
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% 65% False False 61,542
10 1,243.0 1,217.3 25.7 2.1% 11.0 0.9% 68% False False 58,790
20 1,243.0 1,195.9 47.1 3.8% 13.0 1.0% 82% False False 63,696
40 1,243.0 1,076.7 166.3 13.5% 18.0 1.5% 95% False False 76,294
60 1,243.0 1,076.7 166.3 13.5% 17.0 1.4% 95% False False 72,591
80 1,243.0 1,076.7 166.3 13.5% 14.5 1.2% 95% False False 54,445
100 1,243.0 1,076.7 166.3 13.5% 13.5 1.1% 95% False False 43,557
120 1,243.0 1,053.7 189.3 15.3% 12.0 1.0% 96% False False 36,298
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 1.7
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1,270.8
2.618 1,257.8
1.618 1,249.8
1.000 1,244.8
0.618 1,241.8
HIGH 1,236.8
0.618 1,233.8
0.500 1,232.8
0.382 1,231.8
LOW 1,228.8
0.618 1,223.8
1.000 1,220.8
1.618 1,215.8
2.618 1,207.8
4.250 1,194.8
Fisher Pivots for day following 19-Aug-2016
Pivot 1 day 3 day
R1 1,234.0 1,232.5
PP 1,233.3 1,230.3
S1 1,232.8 1,227.8

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

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