ICE Russell 2000 Mini Future September 2015


Trading Metrics calculated at close of trading on 01-Sep-2015
Day Change Summary
Previous Current
31-Aug-2015 01-Sep-2015 Change Change % Previous Week
Open 1,162.4 1,150.4 -12.0 -1.0% 1,104.6
High 1,165.5 1,150.9 -14.6 -1.3% 1,164.7
Low 1,150.0 1,121.5 -28.5 -2.5% 1,071.6
Close 1,157.5 1,130.2 -27.3 -2.4% 1,164.0
Range 15.5 29.4 13.9 89.7% 93.1
ATR 26.2 26.9 0.7 2.7% 0.0
Volume 105,896 159,291 53,395 50.4% 970,228
Daily Pivots for day following 01-Sep-2015
Classic Woodie Camarilla DeMark
R4 1,222.5 1,205.8 1,146.3
R3 1,193.0 1,176.3 1,138.3
R2 1,163.5 1,163.5 1,135.5
R1 1,147.0 1,147.0 1,133.0 1,140.5
PP 1,134.3 1,134.3 1,134.3 1,131.0
S1 1,117.5 1,117.5 1,127.5 1,111.3
S2 1,104.8 1,104.8 1,124.8
S3 1,075.5 1,088.0 1,122.0
S4 1,046.0 1,058.8 1,114.0
Weekly Pivots for week ending 28-Aug-2015
Classic Woodie Camarilla DeMark
R4 1,412.8 1,381.5 1,215.3
R3 1,319.8 1,288.3 1,189.5
R2 1,226.5 1,226.5 1,181.0
R1 1,195.3 1,195.3 1,172.5 1,211.0
PP 1,133.5 1,133.5 1,133.5 1,141.3
S1 1,102.3 1,102.3 1,155.5 1,117.8
S2 1,040.3 1,040.3 1,147.0
S3 947.3 1,009.0 1,138.5
S4 854.3 916.0 1,112.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,165.5 1,097.1 68.4 6.1% 26.5 2.3% 48% False False 154,189
10 1,213.8 1,071.6 142.2 12.6% 35.0 3.1% 41% False False 176,408
20 1,241.7 1,071.6 170.1 15.1% 27.3 2.4% 34% False False 136,240
40 1,274.2 1,071.6 202.6 17.9% 22.3 2.0% 29% False False 111,649
60 1,292.3 1,071.6 220.7 19.5% 20.3 1.8% 27% False False 106,172
80 1,292.3 1,071.6 220.7 19.5% 17.5 1.6% 27% False False 79,669
100 1,292.3 1,071.6 220.7 19.5% 15.3 1.4% 27% False False 63,738
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 7.1
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,275.8
2.618 1,227.8
1.618 1,198.5
1.000 1,180.3
0.618 1,169.0
HIGH 1,151.0
0.618 1,139.8
0.500 1,136.3
0.382 1,132.8
LOW 1,121.5
0.618 1,103.3
1.000 1,092.0
1.618 1,074.0
2.618 1,044.5
4.250 996.5
Fisher Pivots for day following 01-Sep-2015
Pivot 1 day 3 day
R1 1,136.3 1,143.5
PP 1,134.3 1,139.0
S1 1,132.3 1,134.8

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

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