ICE Russell 2000 Mini Future September 2017


Trading Metrics calculated at close of trading on 18-Aug-2017
Day Change Summary
Previous Current
17-Aug-2017 18-Aug-2017 Change Change % Previous Week
Open 1,379.5 1,352.4 -27.1 -2.0% 1,373.1
High 1,385.0 1,362.1 -22.9 -1.7% 1,400.3
Low 1,351.2 1,348.8 -2.4 -0.2% 1,348.8
Close 1,354.8 1,357.2 2.4 0.2% 1,357.2
Range 33.8 13.3 -20.5 -60.7% 51.5
ATR 17.8 17.5 -0.3 -1.8% 0.0
Volume 162,413 140,048 -22,365 -13.8% 607,132
Daily Pivots for day following 18-Aug-2017
Classic Woodie Camarilla DeMark
R4 1,396.0 1,389.8 1,364.5
R3 1,382.8 1,376.5 1,360.8
R2 1,369.3 1,369.3 1,359.8
R1 1,363.3 1,363.3 1,358.5 1,366.3
PP 1,356.0 1,356.0 1,356.0 1,357.5
S1 1,350.0 1,350.0 1,356.0 1,353.0
S2 1,342.8 1,342.8 1,354.8
S3 1,329.5 1,336.8 1,353.5
S4 1,316.3 1,323.3 1,350.0
Weekly Pivots for week ending 18-Aug-2017
Classic Woodie Camarilla DeMark
R4 1,523.3 1,491.8 1,385.5
R3 1,471.8 1,440.3 1,371.3
R2 1,420.3 1,420.3 1,366.8
R1 1,388.8 1,388.8 1,362.0 1,378.8
PP 1,368.8 1,368.8 1,368.8 1,363.8
S1 1,337.3 1,337.3 1,352.5 1,327.3
S2 1,317.3 1,317.3 1,347.8
S3 1,265.8 1,285.8 1,343.0
S4 1,214.3 1,234.3 1,329.0
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 1,348.8 51.5 3.8% 20.0 1.5% 16% False True 121,426
10 1,426.8 1,348.8 78.0 5.7% 19.3 1.4% 11% False True 125,085
20 1,452.3 1,348.8 103.5 7.6% 17.0 1.2% 8% False True 111,141
40 1,452.3 1,348.8 103.5 7.6% 16.8 1.2% 8% False True 110,851
60 1,452.3 1,348.8 103.5 7.6% 16.5 1.2% 8% False True 104,590
80 1,452.3 1,344.3 108.0 8.0% 14.8 1.1% 12% False False 78,473
100 1,452.3 1,339.5 112.8 8.3% 13.5 1.0% 16% False False 62,780
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,418.5
2.618 1,397.0
1.618 1,383.5
1.000 1,375.5
0.618 1,370.3
HIGH 1,362.0
0.618 1,357.0
0.500 1,355.5
0.382 1,354.0
LOW 1,348.8
0.618 1,340.5
1.000 1,335.5
1.618 1,327.3
2.618 1,314.0
4.250 1,292.3
Fisher Pivots for day following 18-Aug-2017
Pivot 1 day 3 day
R1 1,356.5 1,370.3
PP 1,356.0 1,366.0
S1 1,355.5 1,361.5

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

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