ICE Russell 2000 Mini Future September 2017


Trading Metrics calculated at close of trading on 15-Sep-2017
Day Change Summary
Previous Current
14-Sep-2017 15-Sep-2017 Change Change % Previous Week
Open 1,426.4 1,424.9 -1.5 -0.1% 1,405.8
High 1,429.1 1,427.5 -1.6 -0.1% 1,430.0
Low 1,421.8 1,422.2 0.4 0.0% 1,405.8
Close 1,427.3 1,427.0 -0.3 0.0% 1,427.0
Range 7.3 5.3 -2.0 -27.4% 24.2
ATR 14.2 13.6 -0.6 -4.5% 0.0
Volume 31,099 378 -30,721 -98.8% 205,529
Daily Pivots for day following 15-Sep-2017
Classic Woodie Camarilla DeMark
R4 1,441.5 1,439.5 1,430.0
R3 1,436.3 1,434.3 1,428.5
R2 1,430.8 1,430.8 1,428.0
R1 1,429.0 1,429.0 1,427.5 1,430.0
PP 1,425.5 1,425.5 1,425.5 1,426.0
S1 1,423.8 1,423.8 1,426.5 1,424.5
S2 1,420.3 1,420.3 1,426.0
S3 1,415.0 1,418.3 1,425.5
S4 1,409.8 1,413.0 1,424.0
Weekly Pivots for week ending 15-Sep-2017
Classic Woodie Camarilla DeMark
R4 1,493.5 1,484.5 1,440.3
R3 1,469.3 1,460.3 1,433.8
R2 1,445.3 1,445.3 1,431.5
R1 1,436.0 1,436.0 1,429.3 1,440.5
PP 1,421.0 1,421.0 1,421.0 1,423.3
S1 1,412.0 1,412.0 1,424.8 1,416.5
S2 1,396.8 1,396.8 1,422.5
S3 1,372.5 1,387.8 1,420.3
S4 1,348.3 1,363.5 1,413.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,430.0 1,405.8 24.2 1.7% 8.8 0.6% 88% False False 41,105
10 1,430.0 1,393.0 37.0 2.6% 11.5 0.8% 92% False False 76,239
20 1,430.0 1,348.8 81.2 5.7% 13.0 0.9% 96% False False 88,466
40 1,452.3 1,348.8 103.5 7.3% 15.0 1.0% 76% False False 98,545
60 1,452.3 1,348.8 103.5 7.3% 15.5 1.1% 76% False False 102,651
80 1,452.3 1,348.8 103.5 7.3% 15.8 1.1% 76% False False 98,809
100 1,452.3 1,344.3 108.0 7.6% 14.5 1.0% 77% False False 79,071
120 1,452.3 1,339.5 112.8 7.9% 13.5 0.9% 78% False False 65,894
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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.3
Narrowest range in 77 trading days
Fibonacci Retracements and Extensions
4.250 1,450.0
2.618 1,441.5
1.618 1,436.0
1.000 1,432.8
0.618 1,430.8
HIGH 1,427.5
0.618 1,425.5
0.500 1,424.8
0.382 1,424.3
LOW 1,422.3
0.618 1,419.0
1.000 1,417.0
1.618 1,413.5
2.618 1,408.3
4.250 1,399.8
Fisher Pivots for day following 15-Sep-2017
Pivot 1 day 3 day
R1 1,426.3 1,426.5
PP 1,425.5 1,425.8
S1 1,424.8 1,425.3

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

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