ICE Russell 2000 Mini Future September 2016


Trading Metrics calculated at close of trading on 25-Aug-2016
Day Change Summary
Previous Current
24-Aug-2016 25-Aug-2016 Change Change % Previous Week
Open 1,246.8 1,236.0 -10.8 -0.9% 1,226.6
High 1,248.7 1,243.1 -5.6 -0.4% 1,243.0
Low 1,233.7 1,231.8 -1.9 -0.2% 1,219.0
Close 1,235.9 1,239.4 3.5 0.3% 1,234.7
Range 15.0 11.3 -3.7 -24.7% 24.0
ATR 13.8 13.6 -0.2 -1.3% 0.0
Volume 66,450 63,570 -2,880 -4.3% 307,712
Daily Pivots for day following 25-Aug-2016
Classic Woodie Camarilla DeMark
R4 1,272.0 1,267.0 1,245.5
R3 1,260.8 1,255.8 1,242.5
R2 1,249.5 1,249.5 1,241.5
R1 1,244.5 1,244.5 1,240.5 1,247.0
PP 1,238.0 1,238.0 1,238.0 1,239.3
S1 1,233.0 1,233.0 1,238.3 1,235.5
S2 1,226.8 1,226.8 1,237.3
S3 1,215.5 1,221.8 1,236.3
S4 1,204.3 1,210.5 1,233.3
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 1,250.9 1,228.7 22.2 1.8% 11.8 1.0% 48% False False 61,675
10 1,250.9 1,219.0 31.9 2.6% 12.3 1.0% 64% False False 61,846
20 1,250.9 1,195.9 55.0 4.4% 13.3 1.1% 79% False False 64,604
40 1,250.9 1,121.7 129.2 10.4% 14.8 1.2% 91% False False 68,984
60 1,250.9 1,076.7 174.2 14.1% 17.3 1.4% 93% False False 76,841
80 1,250.9 1,076.7 174.2 14.1% 15.0 1.2% 93% False False 57,649
100 1,250.9 1,076.7 174.2 14.1% 13.5 1.1% 93% False False 46,120
120 1,250.9 1,053.7 197.2 15.9% 12.3 1.0% 94% False False 38,435
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.1
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,291.0
2.618 1,272.8
1.618 1,261.5
1.000 1,254.5
0.618 1,250.0
HIGH 1,243.0
0.618 1,238.8
0.500 1,237.5
0.382 1,236.0
LOW 1,231.8
0.618 1,224.8
1.000 1,220.5
1.618 1,213.5
2.618 1,202.3
4.250 1,183.8
Fisher Pivots for day following 25-Aug-2016
Pivot 1 day 3 day
R1 1,238.8 1,241.3
PP 1,238.0 1,240.8
S1 1,237.5 1,240.0

Download as Excel Spreadsheet

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

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