ICE Russell 2000 Mini Future September 2017


Trading Metrics calculated at close of trading on 21-Jul-2017
Day Change Summary
Previous Current
20-Jul-2017 21-Jul-2017 Change Change % Previous Week
Open 1,441.5 1,442.5 1.0 0.1% 1,427.1
High 1,445.4 1,444.8 -0.6 0.0% 1,445.4
Low 1,438.3 1,432.2 -6.1 -0.4% 1,420.1
Close 1,442.1 1,435.3 -6.8 -0.5% 1,435.3
Range 7.1 12.6 5.5 77.5% 25.3
ATR 15.6 15.4 -0.2 -1.4% 0.0
Volume 80,078 89,698 9,620 12.0% 428,894
Daily Pivots for day following 21-Jul-2017
Classic Woodie Camarilla DeMark
R4 1,475.3 1,467.8 1,442.3
R3 1,462.8 1,455.3 1,438.8
R2 1,450.0 1,450.0 1,437.5
R1 1,442.8 1,442.8 1,436.5 1,440.0
PP 1,437.5 1,437.5 1,437.5 1,436.0
S1 1,430.0 1,430.0 1,434.3 1,427.5
S2 1,424.8 1,424.8 1,433.0
S3 1,412.3 1,417.5 1,431.8
S4 1,399.8 1,404.8 1,428.3
Weekly Pivots for week ending 21-Jul-2017
Classic Woodie Camarilla DeMark
R4 1,509.5 1,497.8 1,449.3
R3 1,484.3 1,472.5 1,442.3
R2 1,459.0 1,459.0 1,440.0
R1 1,447.0 1,447.0 1,437.5 1,453.0
PP 1,433.5 1,433.5 1,433.5 1,436.5
S1 1,421.8 1,421.8 1,433.0 1,427.8
S2 1,408.3 1,408.3 1,430.8
S3 1,383.0 1,396.5 1,428.3
S4 1,357.8 1,371.3 1,421.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,445.4 1,420.1 25.3 1.8% 12.3 0.9% 60% False False 85,778
10 1,445.4 1,399.9 45.5 3.2% 13.8 1.0% 78% False False 92,515
20 1,445.4 1,398.1 47.3 3.3% 16.5 1.1% 79% False False 110,561
40 1,445.4 1,351.0 94.4 6.6% 16.5 1.1% 89% False False 101,315
60 1,445.4 1,344.3 101.1 7.0% 14.0 1.0% 90% False False 67,583
80 1,445.4 1,339.5 105.9 7.4% 12.8 0.9% 90% False False 50,690
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,498.3
2.618 1,477.8
1.618 1,465.3
1.000 1,457.5
0.618 1,452.5
HIGH 1,444.8
0.618 1,440.0
0.500 1,438.5
0.382 1,437.0
LOW 1,432.3
0.618 1,424.5
1.000 1,419.5
1.618 1,411.8
2.618 1,399.3
4.250 1,378.8
Fisher Pivots for day following 21-Jul-2017
Pivot 1 day 3 day
R1 1,438.5 1,435.3
PP 1,437.5 1,435.3
S1 1,436.3 1,435.3

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

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