ICE Russell 2000 Mini Future September 2017


Trading Metrics calculated at close of trading on 01-Sep-2017
Day Change Summary
Previous Current
31-Aug-2017 01-Sep-2017 Change Change % Previous Week
Open 1,391.8 1,406.3 14.5 1.0% 1,375.2
High 1,407.2 1,414.5 7.3 0.5% 1,414.5
Low 1,390.6 1,404.1 13.5 1.0% 1,366.0
Close 1,404.4 1,412.1 7.7 0.5% 1,412.1
Range 16.6 10.4 -6.2 -37.3% 48.5
ATR 16.3 15.9 -0.4 -2.6% 0.0
Volume 125,530 86,775 -38,755 -30.9% 495,273
Daily Pivots for day following 01-Sep-2017
Classic Woodie Camarilla DeMark
R4 1,441.5 1,437.3 1,417.8
R3 1,431.0 1,426.8 1,415.0
R2 1,420.8 1,420.8 1,414.0
R1 1,416.3 1,416.3 1,413.0 1,418.5
PP 1,410.3 1,410.3 1,410.3 1,411.3
S1 1,406.0 1,406.0 1,411.3 1,408.0
S2 1,399.8 1,399.8 1,410.3
S3 1,389.5 1,395.5 1,409.3
S4 1,379.0 1,385.3 1,406.5
Weekly Pivots for week ending 01-Sep-2017
Classic Woodie Camarilla DeMark
R4 1,543.0 1,526.0 1,438.8
R3 1,494.5 1,477.5 1,425.5
R2 1,446.0 1,446.0 1,421.0
R1 1,429.0 1,429.0 1,416.5 1,437.5
PP 1,397.5 1,397.5 1,397.5 1,401.8
S1 1,380.5 1,380.5 1,407.8 1,389.0
S2 1,349.0 1,349.0 1,403.3
S3 1,300.5 1,332.0 1,398.8
S4 1,252.0 1,283.5 1,385.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,414.5 1,366.0 48.5 3.4% 15.3 1.1% 95% True False 99,054
10 1,414.5 1,348.9 65.6 4.6% 14.3 1.0% 96% True False 95,365
20 1,426.8 1,348.8 78.0 5.5% 16.8 1.2% 81% False False 110,225
40 1,452.3 1,348.8 103.5 7.3% 15.5 1.1% 61% False False 102,540
60 1,452.3 1,348.8 103.5 7.3% 16.3 1.2% 61% False False 117,348
80 1,452.3 1,344.3 108.0 7.6% 15.8 1.1% 63% False False 90,392
100 1,452.3 1,343.1 109.2 7.7% 14.0 1.0% 63% False False 72,316
120 1,452.3 1,332.3 120.0 8.5% 13.5 0.9% 67% False False 60,265
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 3.3
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 1,458.8
2.618 1,441.8
1.618 1,431.3
1.000 1,425.0
0.618 1,421.0
HIGH 1,414.5
0.618 1,410.5
0.500 1,409.3
0.382 1,408.0
LOW 1,404.0
0.618 1,397.8
1.000 1,393.8
1.618 1,387.3
2.618 1,376.8
4.250 1,360.0
Fisher Pivots for day following 01-Sep-2017
Pivot 1 day 3 day
R1 1,411.3 1,407.0
PP 1,410.3 1,401.8
S1 1,409.3 1,396.8

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

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