ICE Russell 2000 Mini Future March 2015

Trading Metrics calculated at close of trading on 20-Feb-2015

Day Change Summary
	Previous	Current
	19-Feb-2015	20-Feb-2015	Change	Change %	Previous Week
Open	1,225.3	1,227.2	1.9	0.2%	1,219.1
High	1,229.5	1,231.2	1.7	0.1%	1,231.2
Low	1,220.8	1,214.3	-6.5	-0.5%	1,214.3
Close	1,227.1	1,227.7	0.6	0.0%	1,227.7
Range	8.7	16.9	8.2	94.3%	16.9
ATR	18.9	18.7	-0.1	-0.7%	0.0
Volume	58,199	94,266	36,067	62.0%	278,128

Daily Pivots for day following 20-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	1,275.0	1,268.3	1,237.0
R3	1,258.3	1,251.5	1,232.3
R2	1,241.3	1,241.3	1,230.8
R1	1,234.5	1,234.5	1,229.3	1,238.0
PP	1,224.5	1,224.5	1,224.5	1,226.0
S1	1,217.5	1,217.5	1,226.3	1,221.0
S2	1,207.5	1,207.5	1,224.5
S3	1,190.5	1,200.8	1,223.0
S4	1,173.8	1,183.8	1,218.5

Weekly Pivots for week ending 20-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	1,275.0	1,268.3	1,237.0
R3	1,258.3	1,251.5	1,232.3
R2	1,241.3	1,241.3	1,230.8
R1	1,234.5	1,234.5	1,229.3	1,238.0
PP	1,224.5	1,224.5	1,224.5	1,226.0
S1	1,217.5	1,217.5	1,226.3	1,221.0
S2	1,207.5	1,207.5	1,224.5
S3	1,190.5	1,200.8	1,223.0
S4	1,173.8	1,183.8	1,218.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,231.2	1,210.6	20.6	1.7%	11.0	0.9%	83%	True	False	71,077
10	1,231.2	1,185.9	45.3	3.7%	14.0	1.1%	92%	True	False	81,171
20	1,231.2	1,148.5	82.7	6.7%	19.5	1.6%	96%	True	False	96,606
40	1,231.2	1,139.4	91.8	7.5%	20.8	1.7%	96%	True	False	98,363
60	1,231.2	1,128.2	103.0	8.4%	20.5	1.7%	97%	True	False	88,967
80	1,231.2	1,104.9	126.3	10.3%	18.8	1.5%	97%	True	False	66,742
100	1,231.2	1,038.8	192.4	15.7%	17.5	1.4%	98%	True	False	53,398
120	1,231.2	1,038.8	192.4	15.7%	15.0	1.2%	98%	True	False	44,500

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.4
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1,303.0
2.618	1,275.5
1.618	1,258.5
1.000	1,248.0
0.618	1,241.8
HIGH	1,231.3
0.618	1,224.8
0.500	1,222.8
0.382	1,220.8
LOW	1,214.3
0.618	1,203.8
1.000	1,197.5
1.618	1,187.0
2.618	1,170.0
4.250	1,142.5

Fisher Pivots for day following 20-Feb-2015
Pivot	1 day	3 day
R1	1,226.0	1,226.0
PP	1,224.5	1,224.5
S1	1,222.8	1,222.8

Download as Excel Spreadsheet

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

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