ICE Russell 2000 Mini Future September 2016


Trading Metrics calculated at close of trading on 12-Sep-2016
Day Change Summary
Previous Current
09-Sep-2016 12-Sep-2016 Change Change % Previous Week
Open 1,255.7 1,212.8 -42.9 -3.4% 1,249.3
High 1,257.2 1,236.8 -20.4 -1.6% 1,263.5
Low 1,210.0 1,203.0 -7.0 -0.6% 1,210.0
Close 1,214.5 1,236.5 22.0 1.8% 1,214.5
Range 47.2 33.8 -13.4 -28.4% 53.5
ATR 15.9 17.2 1.3 8.0% 0.0
Volume 133,852 134,078 226 0.2% 375,806
Daily Pivots for day following 12-Sep-2016
Classic Woodie Camarilla DeMark
R4 1,326.8 1,315.5 1,255.0
R3 1,293.0 1,281.8 1,245.8
R2 1,259.3 1,259.3 1,242.8
R1 1,247.8 1,247.8 1,239.5 1,253.5
PP 1,225.5 1,225.5 1,225.5 1,228.3
S1 1,214.0 1,214.0 1,233.5 1,219.8
S2 1,191.8 1,191.8 1,230.3
S3 1,157.8 1,180.3 1,227.3
S4 1,124.0 1,146.5 1,218.0
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 1,203.0 60.5 4.9% 22.3 1.8% 55% False True 101,976
10 1,263.5 1,203.0 60.5 4.9% 18.3 1.5% 55% False True 88,741
20 1,263.5 1,203.0 60.5 4.9% 16.0 1.3% 55% False True 77,193
40 1,263.5 1,194.7 68.8 5.6% 14.5 1.2% 61% False False 69,625
60 1,263.5 1,076.7 186.8 15.1% 17.8 1.4% 86% False False 79,018
80 1,263.5 1,076.7 186.8 15.1% 16.5 1.3% 86% False False 69,896
100 1,263.5 1,076.7 186.8 15.1% 14.5 1.2% 86% False False 55,918
120 1,263.5 1,066.1 197.4 16.0% 13.8 1.1% 86% False False 46,599
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 3.6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,380.5
2.618 1,325.3
1.618 1,291.5
1.000 1,270.5
0.618 1,257.8
HIGH 1,236.8
0.618 1,224.0
0.500 1,220.0
0.382 1,216.0
LOW 1,203.0
0.618 1,182.0
1.000 1,169.3
1.618 1,148.3
2.618 1,114.5
4.250 1,059.3
Fisher Pivots for day following 12-Sep-2016
Pivot 1 day 3 day
R1 1,231.0 1,235.5
PP 1,225.5 1,234.3
S1 1,220.0 1,233.3

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

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