ICE Russell 2000 Mini Future March 2015


Trading Metrics calculated at close of trading on 18-Feb-2015
Day Change Summary
Previous Current
17-Feb-2015 18-Feb-2015 Change Change % Previous Week
Open 1,219.1 1,223.2 4.1 0.3% 1,203.0
High 1,226.1 1,226.0 -0.1 0.0% 1,222.4
Low 1,217.6 1,216.7 -0.9 -0.1% 1,185.9
Close 1,222.8 1,225.0 2.2 0.2% 1,221.0
Range 8.5 9.3 0.8 9.4% 36.5
ATR 20.4 19.7 -0.8 -3.9% 0.0
Volume 62,252 63,411 1,159 1.9% 429,856
Daily Pivots for day following 18-Feb-2015
Classic Woodie Camarilla DeMark
R4 1,250.5 1,247.0 1,230.0
R3 1,241.3 1,237.8 1,227.5
R2 1,231.8 1,231.8 1,226.8
R1 1,228.5 1,228.5 1,225.8 1,230.3
PP 1,222.5 1,222.5 1,222.5 1,223.5
S1 1,219.3 1,219.3 1,224.3 1,220.8
S2 1,213.3 1,213.3 1,223.3
S3 1,204.0 1,209.8 1,222.5
S4 1,194.8 1,200.5 1,220.0
Weekly Pivots for week ending 13-Feb-2015
Classic Woodie Camarilla DeMark
R4 1,319.3 1,306.8 1,241.0
R3 1,282.8 1,270.3 1,231.0
R2 1,246.3 1,246.3 1,227.8
R1 1,233.8 1,233.8 1,224.3 1,240.0
PP 1,209.8 1,209.8 1,209.8 1,213.0
S1 1,197.3 1,197.3 1,217.8 1,203.5
S2 1,173.3 1,173.3 1,214.3
S3 1,136.8 1,160.8 1,211.0
S4 1,100.3 1,124.3 1,201.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,226.1 1,191.2 34.9 2.8% 13.0 1.1% 97% False False 74,494
10 1,226.1 1,180.1 46.0 3.8% 15.8 1.3% 98% False False 85,842
20 1,226.1 1,148.5 77.6 6.3% 20.8 1.7% 99% False False 100,071
40 1,226.1 1,139.4 86.7 7.1% 20.8 1.7% 99% False False 99,244
60 1,226.1 1,128.2 97.9 8.0% 20.8 1.7% 99% False False 86,434
80 1,226.1 1,104.9 121.2 9.9% 18.5 1.5% 99% False False 64,836
100 1,226.1 1,038.8 187.3 15.3% 17.5 1.4% 99% False False 51,874
120 1,226.1 1,038.8 187.3 15.3% 14.8 1.2% 99% False False 43,229
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,265.5
2.618 1,250.3
1.618 1,241.0
1.000 1,235.3
0.618 1,231.8
HIGH 1,226.0
0.618 1,222.5
0.500 1,221.3
0.382 1,220.3
LOW 1,216.8
0.618 1,211.0
1.000 1,207.5
1.618 1,201.8
2.618 1,192.3
4.250 1,177.3
Fisher Pivots for day following 18-Feb-2015
Pivot 1 day 3 day
R1 1,223.8 1,222.8
PP 1,222.5 1,220.5
S1 1,221.3 1,218.3

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

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