ICE Russell 2000 Mini Future December 2017


Trading Metrics calculated at close of trading on 25-Aug-2017
Day Change Summary
Previous Current
24-Aug-2017 25-Aug-2017 Change Change % Previous Week
Open 1,365.6 1,375.0 9.4 0.7% 1,353.8
High 1,374.0 1,375.0 1.0 0.1% 1,375.0
Low 1,365.6 1,374.5 8.9 0.7% 1,350.4
Close 1,372.3 1,374.5 2.2 0.2% 1,374.5
Range 8.4 0.5 -7.9 -94.0% 24.6
ATR 12.7 12.0 -0.7 -5.6% 0.0
Volume 46 102 56 121.7% 198
Daily Pivots for day following 25-Aug-2017
Classic Woodie Camarilla DeMark
R4 1,376.3 1,375.8 1,374.8
R3 1,375.8 1,375.3 1,374.8
R2 1,375.3 1,375.3 1,374.5
R1 1,374.8 1,374.8 1,374.5 1,374.8
PP 1,374.8 1,374.8 1,374.8 1,374.5
S1 1,374.3 1,374.3 1,374.5 1,374.3
S2 1,374.3 1,374.3 1,374.5
S3 1,373.8 1,373.8 1,374.3
S4 1,373.3 1,373.3 1,374.3
Weekly Pivots for week ending 25-Aug-2017
Classic Woodie Camarilla DeMark
R4 1,440.5 1,432.0 1,388.0
R3 1,415.8 1,407.5 1,381.3
R2 1,391.3 1,391.3 1,379.0
R1 1,382.8 1,382.8 1,376.8 1,387.0
PP 1,366.8 1,366.8 1,366.8 1,368.8
S1 1,358.3 1,358.3 1,372.3 1,362.5
S2 1,342.0 1,342.0 1,370.0
S3 1,317.5 1,333.8 1,367.8
S4 1,292.8 1,309.0 1,361.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,375.0 1,350.4 24.6 1.8% 6.8 0.5% 98% True False 39
10 1,395.0 1,349.1 45.9 3.3% 11.0 0.8% 55% False False 28
20 1,427.5 1,349.1 78.4 5.7% 11.0 0.8% 32% False False 33
40 1,451.0 1,349.1 101.9 7.4% 9.5 0.7% 25% False False 39
60 1,451.0 1,349.1 101.9 7.4% 7.8 0.6% 25% False False 28
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.4
Narrowest range in 43 trading days
Fibonacci Retracements and Extensions
4.250 1,377.0
2.618 1,376.3
1.618 1,375.8
1.000 1,375.5
0.618 1,375.3
HIGH 1,375.0
0.618 1,374.8
0.500 1,374.8
0.382 1,374.8
LOW 1,374.5
0.618 1,374.3
1.000 1,374.0
1.618 1,373.8
2.618 1,373.3
4.250 1,372.5
Fisher Pivots for day following 25-Aug-2017
Pivot 1 day 3 day
R1 1,374.8 1,372.3
PP 1,374.8 1,369.8
S1 1,374.5 1,367.5

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

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