ICE Russell 2000 Mini Future September 2017


Trading Metrics calculated at close of trading on 16-May-2017
Day Change Summary
Previous Current
15-May-2017 16-May-2017 Change Change % Previous Week
Open 1,385.1 1,390.5 5.4 0.4% 1,386.6
High 1,393.8 1,393.5 -0.3 0.0% 1,397.7
Low 1,385.1 1,381.2 -3.9 -0.3% 1,379.3
Close 1,391.2 1,391.9 0.7 0.1% 1,379.3
Range 8.7 12.3 3.6 41.4% 18.4
ATR 11.1 11.2 0.1 0.8% 0.0
Volume 7 54 47 671.4% 1,862
Daily Pivots for day following 16-May-2017
Classic Woodie Camarilla DeMark
R4 1,425.8 1,421.3 1,398.8
R3 1,413.5 1,408.8 1,395.3
R2 1,401.3 1,401.3 1,394.3
R1 1,396.5 1,396.5 1,393.0 1,398.8
PP 1,388.8 1,388.8 1,388.8 1,390.0
S1 1,384.3 1,384.3 1,390.8 1,386.5
S2 1,376.5 1,376.5 1,389.8
S3 1,364.3 1,372.0 1,388.5
S4 1,352.0 1,359.8 1,385.3
Weekly Pivots for week ending 12-May-2017
Classic Woodie Camarilla DeMark
R4 1,440.8 1,428.3 1,389.5
R3 1,422.3 1,410.0 1,384.3
R2 1,403.8 1,403.8 1,382.8
R1 1,391.5 1,391.5 1,381.0 1,388.5
PP 1,385.5 1,385.5 1,385.5 1,384.0
S1 1,373.3 1,373.3 1,377.5 1,370.0
S2 1,367.0 1,367.0 1,376.0
S3 1,348.8 1,354.8 1,374.3
S4 1,330.3 1,336.3 1,369.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,397.7 1,379.3 18.4 1.3% 6.8 0.5% 68% False False 379
10 1,397.7 1,379.3 18.4 1.3% 4.5 0.3% 68% False False 192
20 1,420.0 1,359.9 60.1 4.3% 6.8 0.5% 53% False False 105
40 1,420.0 1,332.3 87.7 6.3% 9.0 0.6% 68% False False 56
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 True
Bear Hook False
Bull Hook False
Stretch 0.5
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1,445.8
2.618 1,425.8
1.618 1,413.5
1.000 1,405.8
0.618 1,401.0
HIGH 1,393.5
0.618 1,388.8
0.500 1,387.3
0.382 1,386.0
LOW 1,381.3
0.618 1,373.5
1.000 1,369.0
1.618 1,361.3
2.618 1,349.0
4.250 1,329.0
Fisher Pivots for day following 16-May-2017
Pivot 1 day 3 day
R1 1,390.5 1,390.0
PP 1,388.8 1,388.3
S1 1,387.3 1,386.5

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

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