ICE Russell 2000 Mini Future September 2017


Trading Metrics calculated at close of trading on 07-Sep-2017
Day Change Summary
Previous Current
06-Sep-2017 07-Sep-2017 Change Change % Previous Week
Open 1,399.0 1,399.1 0.1 0.0% 1,375.2
High 1,407.8 1,404.5 -3.3 -0.2% 1,414.5
Low 1,397.9 1,393.3 -4.6 -0.3% 1,366.0
Close 1,401.6 1,398.1 -3.5 -0.2% 1,412.1
Range 9.9 11.2 1.3 13.1% 48.5
ATR 16.1 15.8 -0.4 -2.2% 0.0
Volume 85,735 149,215 63,480 74.0% 495,273
Daily Pivots for day following 07-Sep-2017
Classic Woodie Camarilla DeMark
R4 1,432.3 1,426.3 1,404.3
R3 1,421.0 1,415.3 1,401.3
R2 1,409.8 1,409.8 1,400.3
R1 1,404.0 1,404.0 1,399.3 1,401.3
PP 1,398.8 1,398.8 1,398.8 1,397.3
S1 1,392.8 1,392.8 1,397.0 1,390.0
S2 1,387.5 1,387.5 1,396.0
S3 1,376.3 1,381.5 1,395.0
S4 1,365.0 1,370.3 1,392.0
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 1,390.6 28.9 2.1% 14.8 1.1% 26% False False 114,105
10 1,419.5 1,363.1 56.4 4.0% 14.8 1.1% 62% False False 102,966
20 1,419.5 1,348.8 70.7 5.1% 16.8 1.2% 70% False False 111,777
40 1,452.3 1,348.8 103.5 7.4% 15.5 1.1% 48% False False 103,785
60 1,452.3 1,348.8 103.5 7.4% 16.3 1.2% 48% False False 110,879
80 1,452.3 1,344.3 108.0 7.7% 16.3 1.2% 50% False False 94,847
100 1,452.3 1,344.3 108.0 7.7% 14.3 1.0% 50% False False 75,898
120 1,452.3 1,332.3 120.0 8.6% 13.8 1.0% 55% False False 63,250
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 3.5
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,452.0
2.618 1,433.8
1.618 1,422.5
1.000 1,415.8
0.618 1,411.5
HIGH 1,404.5
0.618 1,400.3
0.500 1,399.0
0.382 1,397.5
LOW 1,393.3
0.618 1,386.5
1.000 1,382.0
1.618 1,375.3
2.618 1,364.0
4.250 1,345.8
Fisher Pivots for day following 07-Sep-2017
Pivot 1 day 3 day
R1 1,399.0 1,406.5
PP 1,398.8 1,403.8
S1 1,398.3 1,400.8

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

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