ICE Russell 2000 Mini Future September 2016


Trading Metrics calculated at close of trading on 09-Sep-2016
Day Change Summary
Previous Current
08-Sep-2016 09-Sep-2016 Change Change % Previous Week
Open 1,260.5 1,255.7 -4.8 -0.4% 1,249.3
High 1,263.5 1,257.2 -6.3 -0.5% 1,263.5
Low 1,253.9 1,210.0 -43.9 -3.5% 1,210.0
Close 1,255.8 1,214.5 -41.3 -3.3% 1,214.5
Range 9.6 47.2 37.6 391.7% 53.5
ATR 13.5 15.9 2.4 17.8% 0.0
Volume 122,226 133,852 11,626 9.5% 375,806
Daily Pivots for day following 09-Sep-2016
Classic Woodie Camarilla DeMark
R4 1,368.8 1,338.8 1,240.5
R3 1,321.8 1,291.8 1,227.5
R2 1,274.5 1,274.5 1,223.3
R1 1,244.5 1,244.5 1,218.8 1,235.8
PP 1,227.3 1,227.3 1,227.3 1,223.0
S1 1,197.3 1,197.3 1,210.3 1,188.8
S2 1,180.0 1,180.0 1,205.8
S3 1,132.8 1,150.0 1,201.5
S4 1,085.8 1,102.8 1,188.5
Weekly Pivots for week ending 09-Sep-2016
Classic Woodie Camarilla DeMark
R4 1,389.8 1,355.8 1,244.0
R3 1,336.3 1,302.3 1,229.3
R2 1,282.8 1,282.8 1,224.3
R1 1,248.8 1,248.8 1,219.5 1,239.0
PP 1,229.3 1,229.3 1,229.3 1,224.5
S1 1,195.3 1,195.3 1,209.5 1,185.5
S2 1,175.8 1,175.8 1,204.8
S3 1,122.3 1,141.8 1,199.8
S4 1,068.8 1,088.3 1,185.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,263.5 1,210.0 53.5 4.4% 18.8 1.5% 8% False True 92,207
10 1,263.5 1,210.0 53.5 4.4% 17.3 1.4% 8% False True 84,569
20 1,263.5 1,210.0 53.5 4.4% 14.8 1.2% 8% False True 73,207
40 1,263.5 1,194.7 68.8 5.7% 14.0 1.1% 29% False False 67,807
60 1,263.5 1,076.7 186.8 15.4% 17.5 1.4% 74% False False 78,925
80 1,263.5 1,076.7 186.8 15.4% 16.3 1.3% 74% False False 68,220
100 1,263.5 1,076.7 186.8 15.4% 14.3 1.2% 74% False False 54,577
120 1,263.5 1,066.1 197.4 16.3% 13.5 1.1% 75% False False 45,482
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.6
Widest range in 53 trading days
Fibonacci Retracements and Extensions
4.250 1,457.8
2.618 1,380.8
1.618 1,333.5
1.000 1,304.5
0.618 1,286.3
HIGH 1,257.3
0.618 1,239.3
0.500 1,233.5
0.382 1,228.0
LOW 1,210.0
0.618 1,180.8
1.000 1,162.8
1.618 1,133.8
2.618 1,086.5
4.250 1,009.5
Fisher Pivots for day following 09-Sep-2016
Pivot 1 day 3 day
R1 1,233.5 1,236.8
PP 1,227.3 1,229.3
S1 1,220.8 1,222.0

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

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