ICE Russell 2000 Mini Future September 2017


Trading Metrics calculated at close of trading on 08-Aug-2017
Day Change Summary
Previous Current
07-Aug-2017 08-Aug-2017 Change Change % Previous Week
Open 1,411.7 1,413.0 1.3 0.1% 1,430.0
High 1,417.6 1,426.8 9.2 0.6% 1,433.3
Low 1,406.0 1,405.6 -0.4 0.0% 1,400.2
Close 1,413.8 1,409.2 -4.6 -0.3% 1,411.2
Range 11.6 21.2 9.6 82.8% 33.1
ATR 14.7 15.2 0.5 3.1% 0.0
Volume 62,278 120,093 57,815 92.8% 487,279
Daily Pivots for day following 08-Aug-2017
Classic Woodie Camarilla DeMark
R4 1,477.5 1,464.5 1,420.8
R3 1,456.3 1,443.3 1,415.0
R2 1,435.0 1,435.0 1,413.0
R1 1,422.3 1,422.3 1,411.3 1,418.0
PP 1,413.8 1,413.8 1,413.8 1,411.8
S1 1,401.0 1,401.0 1,407.3 1,396.8
S2 1,392.8 1,392.8 1,405.3
S3 1,371.5 1,379.8 1,403.3
S4 1,350.3 1,358.5 1,397.5
Weekly Pivots for week ending 04-Aug-2017
Classic Woodie Camarilla DeMark
R4 1,514.3 1,495.8 1,429.5
R3 1,481.0 1,462.8 1,420.3
R2 1,448.0 1,448.0 1,417.3
R1 1,429.5 1,429.5 1,414.3 1,422.3
PP 1,415.0 1,415.0 1,415.0 1,411.3
S1 1,396.5 1,396.5 1,408.3 1,389.3
S2 1,381.8 1,381.8 1,405.3
S3 1,348.8 1,363.5 1,402.0
S4 1,315.5 1,330.3 1,393.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,429.4 1,400.2 29.2 2.1% 16.0 1.1% 31% False False 96,342
10 1,452.3 1,400.2 52.1 3.7% 15.3 1.1% 17% False False 97,517
20 1,452.3 1,400.2 52.1 3.7% 14.3 1.0% 17% False False 94,342
40 1,452.3 1,393.5 58.8 4.2% 15.8 1.1% 27% False False 112,207
60 1,452.3 1,344.3 108.0 7.7% 15.8 1.1% 60% False False 86,790
80 1,452.3 1,344.3 108.0 7.7% 13.5 1.0% 60% False False 65,118
100 1,452.3 1,332.3 120.0 8.5% 13.0 0.9% 64% False False 52,096
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.7
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,517.0
2.618 1,482.3
1.618 1,461.0
1.000 1,448.0
0.618 1,440.0
HIGH 1,426.8
0.618 1,418.8
0.500 1,416.3
0.382 1,413.8
LOW 1,405.5
0.618 1,392.5
1.000 1,384.5
1.618 1,371.3
2.618 1,350.0
4.250 1,315.5
Fisher Pivots for day following 08-Aug-2017
Pivot 1 day 3 day
R1 1,416.3 1,414.8
PP 1,413.8 1,413.0
S1 1,411.5 1,411.0

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

View Archives - Comment on this page... - Back to Index of Symbols