ICE Russell 2000 Mini Future September 2017


Trading Metrics calculated at close of trading on 28-Aug-2017
Day Change Summary
Previous Current
25-Aug-2017 28-Aug-2017 Change Change % Previous Week
Open 1,373.3 1,375.2 1.9 0.1% 1,357.1
High 1,380.8 1,383.7 2.9 0.2% 1,380.8
Low 1,369.8 1,366.0 -3.8 -0.3% 1,348.9
Close 1,375.7 1,381.8 6.1 0.4% 1,375.7
Range 11.0 17.7 6.7 60.9% 31.9
ATR 16.2 16.4 0.1 0.6% 0.0
Volume 89,614 84,105 -5,509 -6.1% 458,385
Daily Pivots for day following 28-Aug-2017
Classic Woodie Camarilla DeMark
R4 1,430.3 1,423.8 1,391.5
R3 1,412.5 1,406.0 1,386.8
R2 1,394.8 1,394.8 1,385.0
R1 1,388.3 1,388.3 1,383.5 1,391.5
PP 1,377.3 1,377.3 1,377.3 1,378.8
S1 1,370.8 1,370.8 1,380.3 1,374.0
S2 1,359.5 1,359.5 1,378.5
S3 1,341.8 1,353.0 1,377.0
S4 1,324.0 1,335.3 1,372.0
Weekly Pivots for week ending 25-Aug-2017
Classic Woodie Camarilla DeMark
R4 1,464.3 1,451.8 1,393.3
R3 1,432.3 1,420.0 1,384.5
R2 1,400.3 1,400.3 1,381.5
R1 1,388.0 1,388.0 1,378.5 1,394.3
PP 1,368.5 1,368.5 1,368.5 1,371.5
S1 1,356.3 1,356.3 1,372.8 1,362.3
S2 1,336.5 1,336.5 1,369.8
S3 1,304.8 1,324.3 1,367.0
S4 1,272.8 1,292.3 1,358.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,383.7 1,356.3 27.4 2.0% 14.5 1.0% 93% True False 90,151
10 1,400.3 1,348.8 51.5 3.7% 16.3 1.2% 64% False False 103,296
20 1,432.1 1,348.8 83.3 6.0% 17.0 1.2% 40% False False 109,299
40 1,452.3 1,348.8 103.5 7.5% 15.8 1.1% 32% False False 103,095
60 1,452.3 1,348.8 103.5 7.5% 16.5 1.2% 32% False False 113,599
80 1,452.3 1,344.3 108.0 7.8% 15.3 1.1% 35% False False 85,253
100 1,452.3 1,343.1 109.2 7.9% 13.8 1.0% 35% False False 68,205
120 1,452.3 1,332.3 120.0 8.7% 13.0 0.9% 41% False False 56,838
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.4
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1,459.0
2.618 1,430.0
1.618 1,412.3
1.000 1,401.5
0.618 1,394.8
HIGH 1,383.8
0.618 1,377.0
0.500 1,374.8
0.382 1,372.8
LOW 1,366.0
0.618 1,355.0
1.000 1,348.3
1.618 1,337.3
2.618 1,319.8
4.250 1,290.8
Fisher Pivots for day following 28-Aug-2017
Pivot 1 day 3 day
R1 1,379.5 1,379.0
PP 1,377.3 1,376.3
S1 1,374.8 1,373.5

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

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