ICE Russell 2000 Mini Future September 2017


Trading Metrics calculated at close of trading on 10-Aug-2017
Day Change Summary
Previous Current
09-Aug-2017 10-Aug-2017 Change Change % Previous Week
Open 1,405.5 1,398.1 -7.4 -0.5% 1,430.0
High 1,406.4 1,398.2 -8.2 -0.6% 1,433.3
Low 1,391.0 1,365.6 -25.4 -1.8% 1,400.2
Close 1,397.1 1,369.6 -27.5 -2.0% 1,411.2
Range 15.4 32.6 17.2 111.7% 33.1
ATR 15.4 16.6 1.2 8.0% 0.0
Volume 144,820 174,722 29,902 20.6% 487,279
Daily Pivots for day following 10-Aug-2017
Classic Woodie Camarilla DeMark
R4 1,475.5 1,455.3 1,387.5
R3 1,443.0 1,422.5 1,378.5
R2 1,410.5 1,410.5 1,375.5
R1 1,390.0 1,390.0 1,372.5 1,384.0
PP 1,377.8 1,377.8 1,377.8 1,374.8
S1 1,357.5 1,357.5 1,366.5 1,351.3
S2 1,345.3 1,345.3 1,363.5
S3 1,312.5 1,324.8 1,360.8
S4 1,280.0 1,292.3 1,351.8
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 1,426.8 1,365.6 61.2 4.5% 18.0 1.3% 7% False True 115,113
10 1,433.3 1,365.6 67.7 4.9% 16.5 1.2% 6% False True 107,756
20 1,452.3 1,365.6 86.7 6.3% 15.0 1.1% 5% False True 100,074
40 1,452.3 1,365.6 86.7 6.3% 16.3 1.2% 5% False True 109,659
60 1,452.3 1,344.3 108.0 7.9% 16.0 1.2% 23% False False 92,113
80 1,452.3 1,344.3 108.0 7.9% 14.0 1.0% 23% False False 69,113
100 1,452.3 1,332.3 120.0 8.8% 13.3 1.0% 31% False False 55,291
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 3.2
Widest range in 100 trading days
Fibonacci Retracements and Extensions
4.250 1,536.8
2.618 1,483.5
1.618 1,451.0
1.000 1,430.8
0.618 1,418.3
HIGH 1,398.3
0.618 1,385.8
0.500 1,382.0
0.382 1,378.0
LOW 1,365.5
0.618 1,345.5
1.000 1,333.0
1.618 1,312.8
2.618 1,280.3
4.250 1,227.0
Fisher Pivots for day following 10-Aug-2017
Pivot 1 day 3 day
R1 1,382.0 1,396.3
PP 1,377.8 1,387.3
S1 1,373.8 1,378.5

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

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