ICE Russell 2000 Mini Future March 2015

Trading Metrics calculated at close of trading on 26-Jan-2015

Day Change Summary
	Previous	Current
	23-Jan-2015	26-Jan-2015	Change	Change %	Previous Week
Open	1,187.9	1,179.5	-8.4	-0.7%	1,166.7
High	1,194.7	1,200.2	5.5	0.5%	1,194.7
Low	1,180.6	1,173.7	-6.9	-0.6%	1,155.6
Close	1,184.4	1,199.3	14.9	1.3%	1,184.4
Range	14.1	26.5	12.4	87.9%	39.1
ATR	22.7	23.0	0.3	1.2%	0.0
Volume	88,745	79,372	-9,373	-10.6%	414,832

Daily Pivots for day following 26-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	1,270.5	1,261.5	1,214.0
R3	1,244.0	1,235.0	1,206.5
R2	1,217.5	1,217.5	1,204.3
R1	1,208.5	1,208.5	1,201.8	1,213.0
PP	1,191.0	1,191.0	1,191.0	1,193.3
S1	1,182.0	1,182.0	1,196.8	1,186.5
S2	1,164.5	1,164.5	1,194.5
S3	1,138.0	1,155.5	1,192.0
S4	1,111.5	1,129.0	1,184.8

Weekly Pivots for week ending 23-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	1,295.5	1,279.0	1,206.0
R3	1,256.5	1,240.0	1,195.3
R2	1,217.3	1,217.3	1,191.5
R1	1,200.8	1,200.8	1,188.0	1,209.0
PP	1,178.3	1,178.3	1,178.3	1,182.3
S1	1,161.8	1,161.8	1,180.8	1,170.0
S2	1,139.3	1,139.3	1,177.3
S3	1,100.0	1,122.8	1,173.8
S4	1,061.0	1,083.5	1,163.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,200.2	1,155.6	44.6	3.7%	22.5	1.9%	98%	True	False	98,840
10	1,200.2	1,139.4	60.8	5.1%	27.0	2.2%	99%	True	False	114,858
20	1,220.2	1,139.4	80.8	6.7%	23.0	1.9%	74%	False	False	103,288
40	1,220.2	1,128.2	92.0	7.7%	21.5	1.8%	77%	False	False	89,342
60	1,220.2	1,125.8	94.4	7.9%	18.5	1.6%	78%	False	False	59,588
80	1,220.2	1,038.8	181.4	15.1%	17.3	1.4%	88%	False	False	44,697
100	1,220.2	1,038.8	181.4	15.1%	14.5	1.2%	88%	False	False	35,760
120	1,220.2	1,038.8	181.4	15.1%	12.0	1.0%	88%	False	False	29,800

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	7.9
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,312.8
2.618	1,269.5
1.618	1,243.0
1.000	1,226.8
0.618	1,216.5
HIGH	1,200.3
0.618	1,190.0
0.500	1,187.0
0.382	1,183.8
LOW	1,173.8
0.618	1,157.3
1.000	1,147.3
1.618	1,130.8
2.618	1,104.3
4.250	1,061.0

Fisher Pivots for day following 26-Jan-2015
Pivot	1 day	3 day
R1	1,195.3	1,192.3
PP	1,191.0	1,185.0
S1	1,187.0	1,178.0

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