ICE Russell 2000 Mini Future September 2015


Trading Metrics calculated at close of trading on 16-Sep-2015
Day Change Summary
Previous Current
15-Sep-2015 16-Sep-2015 Change Change % Previous Week
Open 1,153.8 1,166.1 12.3 1.1% 1,143.5
High 1,168.7 1,177.6 8.9 0.8% 1,171.8
Low 1,147.7 1,164.1 16.4 1.4% 1,139.4
Close 1,167.4 1,177.1 9.7 0.8% 1,160.4
Range 21.0 13.5 -7.5 -35.7% 32.4
ATR 23.8 23.1 -0.7 -3.1% 0.0
Volume 93,922 56,135 -37,787 -40.2% 545,923
Daily Pivots for day following 16-Sep-2015
Classic Woodie Camarilla DeMark
R4 1,213.5 1,208.8 1,184.5
R3 1,200.0 1,195.3 1,180.8
R2 1,186.5 1,186.5 1,179.5
R1 1,181.8 1,181.8 1,178.3 1,184.0
PP 1,173.0 1,173.0 1,173.0 1,174.0
S1 1,168.3 1,168.3 1,175.8 1,170.5
S2 1,159.5 1,159.5 1,174.5
S3 1,146.0 1,154.8 1,173.5
S4 1,132.5 1,141.3 1,169.8
Weekly Pivots for week ending 11-Sep-2015
Classic Woodie Camarilla DeMark
R4 1,254.5 1,239.8 1,178.3
R3 1,222.0 1,207.5 1,169.3
R2 1,189.5 1,189.5 1,166.3
R1 1,175.0 1,175.0 1,163.3 1,182.3
PP 1,157.3 1,157.3 1,157.3 1,160.8
S1 1,142.5 1,142.5 1,157.5 1,150.0
S2 1,124.8 1,124.8 1,154.5
S3 1,092.5 1,110.3 1,151.5
S4 1,060.0 1,077.8 1,142.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,177.6 1,139.4 38.2 3.2% 18.3 1.6% 99% True False 113,169
10 1,177.6 1,125.8 51.8 4.4% 19.3 1.6% 99% True False 119,973
20 1,213.8 1,071.6 142.2 12.1% 27.0 2.3% 74% False False 148,191
40 1,260.8 1,071.6 189.2 16.1% 23.0 1.9% 56% False False 121,902
60 1,292.3 1,071.6 220.7 18.7% 21.0 1.8% 48% False False 110,171
80 1,292.3 1,071.6 220.7 18.7% 19.3 1.6% 48% False False 94,665
100 1,292.3 1,071.6 220.7 18.7% 17.0 1.4% 48% False False 75,735
120 1,292.3 1,071.6 220.7 18.7% 14.5 1.2% 48% False False 63,115
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.4
Narrowest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 1,235.0
2.618 1,213.0
1.618 1,199.5
1.000 1,191.0
0.618 1,186.0
HIGH 1,177.5
0.618 1,172.5
0.500 1,170.8
0.382 1,169.3
LOW 1,164.0
0.618 1,155.8
1.000 1,150.5
1.618 1,142.3
2.618 1,128.8
4.250 1,106.8
Fisher Pivots for day following 16-Sep-2015
Pivot 1 day 3 day
R1 1,175.0 1,172.3
PP 1,173.0 1,167.5
S1 1,170.8 1,162.8

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

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