ICE Russell 2000 Mini Future September 2017


Trading Metrics calculated at close of trading on 05-Sep-2017
Day Change Summary
Previous Current
01-Sep-2017 05-Sep-2017 Change Change % Previous Week
Open 1,406.3 1,418.0 11.7 0.8% 1,375.2
High 1,414.5 1,419.5 5.0 0.4% 1,414.5
Low 1,404.1 1,393.5 -10.6 -0.8% 1,366.0
Close 1,412.1 1,401.2 -10.9 -0.8% 1,412.1
Range 10.4 26.0 15.6 150.0% 48.5
ATR 15.9 16.6 0.7 4.6% 0.0
Volume 86,775 123,271 36,496 42.1% 495,273
Daily Pivots for day following 05-Sep-2017
Classic Woodie Camarilla DeMark
R4 1,482.8 1,468.0 1,415.5
R3 1,456.8 1,442.0 1,408.3
R2 1,430.8 1,430.8 1,406.0
R1 1,416.0 1,416.0 1,403.5 1,410.3
PP 1,404.8 1,404.8 1,404.8 1,402.0
S1 1,390.0 1,390.0 1,398.8 1,384.3
S2 1,378.8 1,378.8 1,396.5
S3 1,352.8 1,364.0 1,394.0
S4 1,326.8 1,338.0 1,387.0
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 1,419.5 1,368.4 51.1 3.6% 17.0 1.2% 64% True False 106,887
10 1,419.5 1,356.3 63.2 4.5% 15.8 1.1% 71% True False 98,519
20 1,426.8 1,348.8 78.0 5.6% 17.5 1.3% 67% False False 113,275
40 1,452.3 1,348.8 103.5 7.4% 15.8 1.1% 51% False False 103,223
60 1,452.3 1,348.8 103.5 7.4% 16.3 1.2% 51% False False 114,949
80 1,452.3 1,344.3 108.0 7.7% 16.0 1.2% 53% False False 91,910
100 1,452.3 1,344.0 108.3 7.7% 14.3 1.0% 53% False False 73,549
120 1,452.3 1,332.3 120.0 8.6% 13.5 1.0% 57% False False 61,292
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 3.1
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1,530.0
2.618 1,487.5
1.618 1,461.5
1.000 1,445.5
0.618 1,435.5
HIGH 1,419.5
0.618 1,409.5
0.500 1,406.5
0.382 1,403.5
LOW 1,393.5
0.618 1,377.5
1.000 1,367.5
1.618 1,351.5
2.618 1,325.5
4.250 1,283.0
Fisher Pivots for day following 05-Sep-2017
Pivot 1 day 3 day
R1 1,406.5 1,405.0
PP 1,404.8 1,403.8
S1 1,403.0 1,402.5

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

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