ICE Russell 2000 Mini Future September 2015


Trading Metrics calculated at close of trading on 17-Sep-2015
Day Change Summary
Previous Current
16-Sep-2015 17-Sep-2015 Change Change % Previous Week
Open 1,166.1 1,178.1 12.0 1.0% 1,143.5
High 1,177.6 1,195.0 17.4 1.5% 1,171.8
Low 1,164.1 1,172.9 8.8 0.8% 1,139.4
Close 1,177.1 1,177.0 -0.1 0.0% 1,160.4
Range 13.5 22.1 8.6 63.7% 32.4
ATR 23.1 23.0 -0.1 -0.3% 0.0
Volume 56,135 37,729 -18,406 -32.8% 545,923
Daily Pivots for day following 17-Sep-2015
Classic Woodie Camarilla DeMark
R4 1,248.0 1,234.5 1,189.3
R3 1,225.8 1,212.5 1,183.0
R2 1,203.8 1,203.8 1,181.0
R1 1,190.3 1,190.3 1,179.0 1,186.0
PP 1,181.8 1,181.8 1,181.8 1,179.5
S1 1,168.3 1,168.3 1,175.0 1,164.0
S2 1,159.5 1,159.5 1,173.0
S3 1,137.5 1,146.3 1,171.0
S4 1,115.3 1,124.0 1,164.8
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 1,195.0 1,142.2 52.8 4.5% 18.8 1.6% 66% True False 80,702
10 1,195.0 1,125.8 69.2 5.9% 19.3 1.6% 74% True False 110,814
20 1,200.5 1,071.6 128.9 11.0% 27.3 2.3% 82% False False 142,924
40 1,260.8 1,071.6 189.2 16.1% 23.0 2.0% 56% False False 121,249
60 1,292.3 1,071.6 220.7 18.8% 21.3 1.8% 48% False False 109,726
80 1,292.3 1,071.6 220.7 18.8% 19.5 1.7% 48% False False 95,136
100 1,292.3 1,071.6 220.7 18.8% 17.0 1.4% 48% False False 76,113
120 1,292.3 1,071.6 220.7 18.8% 14.8 1.2% 48% False False 63,429
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.3
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1,289.0
2.618 1,252.8
1.618 1,230.8
1.000 1,217.0
0.618 1,208.8
HIGH 1,195.0
0.618 1,186.5
0.500 1,184.0
0.382 1,181.3
LOW 1,173.0
0.618 1,159.3
1.000 1,150.8
1.618 1,137.3
2.618 1,115.0
4.250 1,079.0
Fisher Pivots for day following 17-Sep-2015
Pivot 1 day 3 day
R1 1,184.0 1,175.0
PP 1,181.8 1,173.3
S1 1,179.3 1,171.3

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

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