ICE Russell 2000 Mini Future December 2017


Trading Metrics calculated at close of trading on 11-Sep-2017
Day Change Summary
Previous Current
08-Sep-2017 11-Sep-2017 Change Change % Previous Week
Open 1,395.9 1,405.0 9.1 0.7% 1,409.3
High 1,404.8 1,416.3 11.5 0.8% 1,417.8
Low 1,392.3 1,405.0 12.7 0.9% 1,392.3
Close 1,402.3 1,415.9 13.6 1.0% 1,402.3
Range 12.5 11.3 -1.2 -9.6% 25.5
ATR 12.7 12.8 0.1 0.7% 0.0
Volume 56,143 58,116 1,973 3.5% 82,027
Daily Pivots for day following 11-Sep-2017
Classic Woodie Camarilla DeMark
R4 1,446.3 1,442.5 1,422.0
R3 1,435.0 1,431.0 1,419.0
R2 1,423.8 1,423.8 1,418.0
R1 1,419.8 1,419.8 1,417.0 1,421.8
PP 1,412.5 1,412.5 1,412.5 1,413.5
S1 1,408.5 1,408.5 1,414.8 1,410.5
S2 1,401.0 1,401.0 1,413.8
S3 1,389.8 1,397.3 1,412.8
S4 1,378.5 1,386.0 1,409.8
Weekly Pivots for week ending 08-Sep-2017
Classic Woodie Camarilla DeMark
R4 1,480.8 1,467.0 1,416.3
R3 1,455.3 1,441.5 1,409.3
R2 1,429.8 1,429.8 1,407.0
R1 1,416.0 1,416.0 1,404.8 1,410.0
PP 1,404.3 1,404.3 1,404.3 1,401.3
S1 1,390.5 1,390.5 1,400.0 1,384.5
S2 1,378.8 1,378.8 1,397.5
S3 1,353.3 1,365.0 1,395.3
S4 1,327.8 1,339.5 1,388.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,417.8 1,392.3 25.5 1.8% 13.8 1.0% 93% False False 28,028
10 1,417.8 1,369.3 48.5 3.4% 13.3 0.9% 96% False False 14,223
20 1,417.8 1,349.1 68.7 4.9% 12.0 0.9% 97% False False 7,126
40 1,451.0 1,349.1 101.9 7.2% 11.0 0.8% 66% False False 3,590
60 1,451.0 1,349.1 101.9 7.2% 9.5 0.7% 66% False False 2,398
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 3.0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,464.3
2.618 1,446.0
1.618 1,434.5
1.000 1,427.5
0.618 1,423.3
HIGH 1,416.3
0.618 1,412.0
0.500 1,410.8
0.382 1,409.3
LOW 1,405.0
0.618 1,398.0
1.000 1,393.8
1.618 1,386.8
2.618 1,375.5
4.250 1,357.0
Fisher Pivots for day following 11-Sep-2017
Pivot 1 day 3 day
R1 1,414.3 1,412.0
PP 1,412.5 1,408.3
S1 1,410.8 1,404.3

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

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