ICE Russell 2000 Mini Future December 2016


Trading Metrics calculated at close of trading on 01-Sep-2016
Day Change Summary
Previous Current
31-Aug-2016 01-Sep-2016 Change Change % Previous Week
Open 1,240.8 1,236.0 -4.8 -0.4% 1,231.0
High 1,242.0 1,241.0 -1.0 -0.1% 1,245.7
Low 1,227.2 1,221.9 -5.3 -0.4% 1,224.8
Close 1,234.2 1,233.9 -0.3 0.0% 1,233.9
Range 14.8 19.1 4.3 29.1% 20.9
ATR 10.4 11.0 0.6 6.0% 0.0
Volume 1,630 540 -1,090 -66.9% 279
Daily Pivots for day following 01-Sep-2016
Classic Woodie Camarilla DeMark
R4 1,289.5 1,280.8 1,244.5
R3 1,270.5 1,261.8 1,239.3
R2 1,251.3 1,251.3 1,237.5
R1 1,242.8 1,242.8 1,235.8 1,237.5
PP 1,232.3 1,232.3 1,232.3 1,229.8
S1 1,223.5 1,223.5 1,232.3 1,218.3
S2 1,213.3 1,213.3 1,230.5
S3 1,194.0 1,204.5 1,228.8
S4 1,175.0 1,185.3 1,223.5
Weekly Pivots for week ending 26-Aug-2016
Classic Woodie Camarilla DeMark
R4 1,297.5 1,286.5 1,245.5
R3 1,276.5 1,265.8 1,239.8
R2 1,255.8 1,255.8 1,237.8
R1 1,244.8 1,244.8 1,235.8 1,250.3
PP 1,234.8 1,234.8 1,234.8 1,237.5
S1 1,224.0 1,224.0 1,232.0 1,229.3
S2 1,214.0 1,214.0 1,230.0
S3 1,193.0 1,203.0 1,228.3
S4 1,172.0 1,182.0 1,222.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,245.7 1,221.9 23.8 1.9% 14.8 1.2% 50% False True 604
10 1,245.7 1,221.9 23.8 1.9% 11.3 0.9% 50% False True 316
20 1,245.7 1,208.5 37.2 3.0% 8.8 0.7% 68% False False 163
40 1,245.7 1,150.5 95.2 7.7% 7.3 0.6% 88% False False 83
60 1,245.7 1,074.6 171.1 13.9% 7.5 0.6% 93% False False 72
80 1,245.7 1,074.6 171.1 13.9% 6.3 0.5% 93% False False 54
100 1,245.7 1,074.6 171.1 13.9% 5.0 0.4% 93% False False 43
120 1,245.7 1,064.1 181.6 14.7% 4.3 0.3% 94% False False 36
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 1.8
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,322.3
2.618 1,291.0
1.618 1,272.0
1.000 1,260.0
0.618 1,252.8
HIGH 1,241.0
0.618 1,233.8
0.500 1,231.5
0.382 1,229.3
LOW 1,222.0
0.618 1,210.0
1.000 1,202.8
1.618 1,191.0
2.618 1,172.0
4.250 1,140.8
Fisher Pivots for day following 01-Sep-2016
Pivot 1 day 3 day
R1 1,233.0 1,233.5
PP 1,232.3 1,233.0
S1 1,231.5 1,232.5

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

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