ICE Russell 2000 Mini Future September 2017


Trading Metrics calculated at close of trading on 27-Jul-2017
Day Change Summary
Previous Current
26-Jul-2017 27-Jul-2017 Change Change % Previous Week
Open 1,449.6 1,443.9 -5.7 -0.4% 1,427.1
High 1,452.3 1,447.1 -5.2 -0.4% 1,445.4
Low 1,439.8 1,424.7 -15.1 -1.0% 1,420.1
Close 1,441.4 1,430.7 -10.7 -0.7% 1,435.3
Range 12.5 22.4 9.9 79.2% 25.3
ATR 15.0 15.5 0.5 3.6% 0.0
Volume 81,468 135,680 54,212 66.5% 428,894
Daily Pivots for day following 27-Jul-2017
Classic Woodie Camarilla DeMark
R4 1,501.3 1,488.5 1,443.0
R3 1,479.0 1,466.0 1,436.8
R2 1,456.5 1,456.5 1,434.8
R1 1,443.8 1,443.8 1,432.8 1,439.0
PP 1,434.3 1,434.3 1,434.3 1,431.8
S1 1,421.3 1,421.3 1,428.8 1,416.5
S2 1,411.8 1,411.8 1,426.5
S3 1,389.3 1,398.8 1,424.5
S4 1,367.0 1,376.5 1,418.5
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 1,452.3 1,424.7 27.6 1.9% 14.8 1.0% 22% False True 97,202
10 1,452.3 1,420.1 32.2 2.3% 13.5 0.9% 33% False False 92,392
20 1,452.3 1,398.1 54.2 3.8% 15.5 1.1% 60% False False 103,588
40 1,452.3 1,368.7 83.6 5.8% 16.8 1.2% 74% False False 111,212
60 1,452.3 1,344.3 108.0 7.5% 14.5 1.0% 80% False False 74,188
80 1,452.3 1,339.5 112.8 7.9% 13.3 0.9% 81% False False 55,644
100 1,452.3 1,332.3 120.0 8.4% 12.0 0.8% 82% False False 44,516
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 2.7
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 1,542.3
2.618 1,505.8
1.618 1,483.3
1.000 1,469.5
0.618 1,461.0
HIGH 1,447.0
0.618 1,438.5
0.500 1,436.0
0.382 1,433.3
LOW 1,424.8
0.618 1,410.8
1.000 1,402.3
1.618 1,388.5
2.618 1,366.0
4.250 1,329.5
Fisher Pivots for day following 27-Jul-2017
Pivot 1 day 3 day
R1 1,436.0 1,438.5
PP 1,434.3 1,436.0
S1 1,432.5 1,433.3

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

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