ICE Russell 2000 Mini Future September 2017


Trading Metrics calculated at close of trading on 06-Sep-2017
Day Change Summary
Previous Current
05-Sep-2017 06-Sep-2017 Change Change % Previous Week
Open 1,418.0 1,399.0 -19.0 -1.3% 1,375.2
High 1,419.5 1,407.8 -11.7 -0.8% 1,414.5
Low 1,393.5 1,397.9 4.4 0.3% 1,366.0
Close 1,401.2 1,401.6 0.4 0.0% 1,412.1
Range 26.0 9.9 -16.1 -61.9% 48.5
ATR 16.6 16.1 -0.5 -2.9% 0.0
Volume 123,271 85,735 -37,536 -30.4% 495,273
Daily Pivots for day following 06-Sep-2017
Classic Woodie Camarilla DeMark
R4 1,432.3 1,426.8 1,407.0
R3 1,422.3 1,416.8 1,404.3
R2 1,412.3 1,412.3 1,403.5
R1 1,407.0 1,407.0 1,402.5 1,409.8
PP 1,402.5 1,402.5 1,402.5 1,403.8
S1 1,397.0 1,397.0 1,400.8 1,399.8
S2 1,392.5 1,392.5 1,399.8
S3 1,382.8 1,387.3 1,399.0
S4 1,372.8 1,377.3 1,396.3
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 1,379.0 40.5 2.9% 15.3 1.1% 56% False False 102,019
10 1,419.5 1,359.4 60.1 4.3% 15.0 1.1% 70% False False 96,703
20 1,419.5 1,348.8 70.7 5.0% 17.0 1.2% 75% False False 111,557
40 1,452.3 1,348.8 103.5 7.4% 15.8 1.1% 51% False False 102,949
60 1,452.3 1,348.8 103.5 7.4% 16.3 1.2% 51% False False 111,990
80 1,452.3 1,344.3 108.0 7.7% 16.3 1.2% 53% False False 92,982
100 1,452.3 1,344.3 108.0 7.7% 14.3 1.0% 53% False False 74,406
120 1,452.3 1,332.3 120.0 8.6% 13.8 1.0% 58% False False 62,006
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.2
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 1,450.0
2.618 1,433.8
1.618 1,423.8
1.000 1,417.8
0.618 1,414.0
HIGH 1,407.8
0.618 1,404.0
0.500 1,402.8
0.382 1,401.8
LOW 1,398.0
0.618 1,391.8
1.000 1,388.0
1.618 1,382.0
2.618 1,372.0
4.250 1,355.8
Fisher Pivots for day following 06-Sep-2017
Pivot 1 day 3 day
R1 1,402.8 1,406.5
PP 1,402.5 1,404.8
S1 1,402.0 1,403.3

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

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