ICE Russell 2000 Mini Future September 2016


Trading Metrics calculated at close of trading on 29-Aug-2016
Day Change Summary
Previous Current
26-Aug-2016 29-Aug-2016 Change Change % Previous Week
Open 1,240.2 1,237.8 -2.4 -0.2% 1,233.8
High 1,250.5 1,248.0 -2.5 -0.2% 1,250.9
Low 1,229.0 1,234.8 5.8 0.5% 1,229.0
Close 1,238.4 1,244.7 6.3 0.5% 1,238.4
Range 21.5 13.2 -8.3 -38.6% 21.9
ATR 14.2 14.1 -0.1 -0.5% 0.0
Volume 92,358 53,362 -38,996 -42.2% 348,753
Daily Pivots for day following 29-Aug-2016
Classic Woodie Camarilla DeMark
R4 1,282.0 1,276.5 1,252.0
R3 1,269.0 1,263.5 1,248.3
R2 1,255.8 1,255.8 1,247.0
R1 1,250.3 1,250.3 1,246.0 1,253.0
PP 1,242.5 1,242.5 1,242.5 1,244.0
S1 1,237.0 1,237.0 1,243.5 1,239.8
S2 1,229.3 1,229.3 1,242.3
S3 1,216.0 1,223.8 1,241.0
S4 1,203.0 1,210.5 1,237.5
Weekly Pivots for week ending 26-Aug-2016
Classic Woodie Camarilla DeMark
R4 1,305.3 1,293.8 1,250.5
R3 1,283.3 1,271.8 1,244.5
R2 1,261.3 1,261.3 1,242.5
R1 1,249.8 1,249.8 1,240.5 1,255.5
PP 1,239.5 1,239.5 1,239.5 1,242.3
S1 1,228.0 1,228.0 1,236.5 1,233.8
S2 1,217.5 1,217.5 1,234.5
S3 1,195.8 1,206.0 1,232.5
S4 1,173.8 1,184.3 1,226.3
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 1,229.0 21.9 1.8% 15.0 1.2% 72% False False 68,289
10 1,250.9 1,219.0 31.9 2.6% 13.3 1.1% 81% False False 64,990
20 1,250.9 1,195.9 55.0 4.4% 13.5 1.1% 89% False False 63,953
40 1,250.9 1,125.6 125.3 10.1% 14.5 1.2% 95% False False 67,803
60 1,250.9 1,076.7 174.2 14.0% 17.3 1.4% 96% False False 79,241
80 1,250.9 1,076.7 174.2 14.0% 15.3 1.2% 96% False False 59,471
100 1,250.9 1,076.7 174.2 14.0% 13.8 1.1% 96% False False 47,578
120 1,250.9 1,053.7 197.2 15.8% 12.5 1.0% 97% False False 39,649
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,304.0
2.618 1,282.5
1.618 1,269.3
1.000 1,261.3
0.618 1,256.3
HIGH 1,248.0
0.618 1,243.0
0.500 1,241.5
0.382 1,239.8
LOW 1,234.8
0.618 1,226.8
1.000 1,221.5
1.618 1,213.5
2.618 1,200.3
4.250 1,178.8
Fisher Pivots for day following 29-Aug-2016
Pivot 1 day 3 day
R1 1,243.5 1,243.0
PP 1,242.5 1,241.5
S1 1,241.5 1,239.8

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

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