ICE Russell 2000 Mini Future September 2015

Trading Metrics calculated at close of trading on 16-Jun-2015

Day Change Summary
	Previous	Current
	15-Jun-2015	16-Jun-2015	Change	Change %	Previous Week
Open	1,255.0	1,253.9	-1.1	-0.1%	1,253.5
High	1,258.4	1,266.8	8.4	0.7%	1,266.0
Low	1,238.9	1,245.3	6.4	0.5%	1,235.7
Close	1,255.0	1,265.7	10.7	0.9%	1,260.3
Range	19.5	21.5	2.0	10.3%	30.3
ATR	12.8	13.5	0.6	4.8%	0.0
Volume	197,848	152,235	-45,613	-23.1%	239,318

Daily Pivots for day following 16-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	1,323.8	1,316.3	1,277.5
R3	1,302.3	1,294.8	1,271.5
R2	1,280.8	1,280.8	1,269.8
R1	1,273.3	1,273.3	1,267.8	1,277.0
PP	1,259.3	1,259.3	1,259.3	1,261.3
S1	1,251.8	1,251.8	1,263.8	1,255.5
S2	1,237.8	1,237.8	1,261.8
S3	1,216.3	1,230.3	1,259.8
S4	1,194.8	1,208.8	1,254.0

Weekly Pivots for week ending 12-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	1,345.0	1,333.0	1,277.0
R3	1,314.5	1,302.5	1,268.8
R2	1,284.3	1,284.3	1,265.8
R1	1,272.3	1,272.3	1,263.0	1,278.3
PP	1,254.0	1,254.0	1,254.0	1,257.0
S1	1,242.0	1,242.0	1,257.5	1,248.0
S2	1,223.8	1,223.8	1,254.8
S3	1,193.5	1,211.8	1,252.0
S4	1,163.0	1,181.5	1,243.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,266.8	1,238.9	27.9	2.2%	15.3	1.2%	96%	True	False	117,175
10	1,266.8	1,233.5	33.3	2.6%	15.3	1.2%	97%	True	False	59,091
20	1,266.8	1,228.0	38.8	3.1%	12.0	0.9%	97%	True	False	29,573
40	1,266.8	1,201.0	65.8	5.2%	9.8	0.8%	98%	True	False	14,795
60	1,271.5	1,201.0	70.5	5.6%	7.0	0.6%	92%	False	False	9,868

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.1
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1,358.3
2.618	1,323.0
1.618	1,301.5
1.000	1,288.3
0.618	1,280.0
HIGH	1,266.8
0.618	1,258.5
0.500	1,256.0
0.382	1,253.5
LOW	1,245.3
0.618	1,232.0
1.000	1,223.8
1.618	1,210.5
2.618	1,189.0
4.250	1,154.0

Fisher Pivots for day following 16-Jun-2015
Pivot	1 day	3 day
R1	1,262.5	1,261.5
PP	1,259.3	1,257.3
S1	1,256.0	1,252.8

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols