ICE Russell 2000 Mini Future September 2017


Trading Metrics calculated at close of trading on 17-Aug-2017
Day Change Summary
Previous Current
16-Aug-2017 17-Aug-2017 Change Change % Previous Week
Open 1,381.0 1,379.5 -1.5 -0.1% 1,411.7
High 1,391.9 1,385.0 -6.9 -0.5% 1,426.8
Low 1,379.9 1,351.2 -28.7 -2.1% 1,363.6
Close 1,382.5 1,354.8 -27.7 -2.0% 1,372.0
Range 12.0 33.8 21.8 181.7% 63.2
ATR 16.6 17.8 1.2 7.4% 0.0
Volume 92,006 162,413 70,407 76.5% 643,723
Daily Pivots for day following 17-Aug-2017
Classic Woodie Camarilla DeMark
R4 1,465.0 1,443.8 1,373.5
R3 1,431.3 1,410.0 1,364.0
R2 1,397.5 1,397.5 1,361.0
R1 1,376.3 1,376.3 1,358.0 1,370.0
PP 1,363.8 1,363.8 1,363.8 1,360.5
S1 1,342.3 1,342.3 1,351.8 1,336.0
S2 1,329.8 1,329.8 1,348.5
S3 1,296.0 1,308.5 1,345.5
S4 1,262.3 1,274.8 1,336.3
Weekly Pivots for week ending 11-Aug-2017
Classic Woodie Camarilla DeMark
R4 1,577.0 1,537.8 1,406.8
R3 1,513.8 1,474.5 1,389.5
R2 1,450.8 1,450.8 1,383.5
R1 1,411.3 1,411.3 1,377.8 1,399.5
PP 1,387.5 1,387.5 1,387.5 1,381.5
S1 1,348.3 1,348.3 1,366.3 1,336.3
S2 1,324.3 1,324.3 1,360.5
S3 1,261.0 1,285.0 1,354.5
S4 1,197.8 1,221.8 1,337.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,400.3 1,351.2 49.1 3.6% 19.8 1.5% 7% False True 121,778
10 1,426.8 1,351.2 75.6 5.6% 19.0 1.4% 5% False True 118,445
20 1,452.3 1,351.2 101.1 7.5% 17.0 1.2% 4% False True 108,623
40 1,452.3 1,351.2 101.1 7.5% 16.8 1.2% 4% False True 109,743
60 1,452.3 1,351.0 101.3 7.5% 16.5 1.2% 4% False False 102,257
80 1,452.3 1,344.3 108.0 8.0% 14.8 1.1% 10% False False 76,722
100 1,452.3 1,339.5 112.8 8.3% 13.5 1.0% 14% False False 61,380
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 105 trading days
Fibonacci Retracements and Extensions
4.250 1,528.8
2.618 1,473.5
1.618 1,439.8
1.000 1,418.8
0.618 1,406.0
HIGH 1,385.0
0.618 1,372.0
0.500 1,368.0
0.382 1,364.0
LOW 1,351.3
0.618 1,330.3
1.000 1,317.5
1.618 1,296.5
2.618 1,262.8
4.250 1,207.5
Fisher Pivots for day following 17-Aug-2017
Pivot 1 day 3 day
R1 1,368.0 1,375.8
PP 1,363.8 1,368.8
S1 1,359.3 1,361.8

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

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