ICE Russell 2000 Mini Future March 2015

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

Day Change Summary
	Previous	Current
	25-Feb-2015	26-Feb-2015	Change	Change %	Previous Week
Open	1,232.3	1,234.1	1.8	0.1%	1,219.1
High	1,236.2	1,238.8	2.6	0.2%	1,231.2
Low	1,228.0	1,229.0	1.0	0.1%	1,214.3
Close	1,232.4	1,237.7	5.3	0.4%	1,227.7
Range	8.2	9.8	1.6	19.5%	16.9
ATR	17.0	16.5	-0.5	-3.0%	0.0
Volume	79,225	79,128	-97	-0.1%	278,128

Daily Pivots for day following 26-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	1,264.5	1,261.0	1,243.0
R3	1,254.8	1,251.3	1,240.5
R2	1,245.0	1,245.0	1,239.5
R1	1,241.3	1,241.3	1,238.5	1,243.3
PP	1,235.3	1,235.3	1,235.3	1,236.0
S1	1,231.5	1,231.5	1,236.8	1,233.3
S2	1,225.3	1,225.3	1,236.0
S3	1,215.5	1,221.8	1,235.0
S4	1,205.8	1,212.0	1,232.3

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	1,238.8	1,214.3	24.5	2.0%	11.5	0.9%	96%	True	False	79,826
10	1,238.8	1,197.1	41.7	3.4%	11.3	0.9%	97%	True	False	74,883
20	1,238.8	1,148.5	90.3	7.3%	16.8	1.3%	99%	True	False	91,956
40	1,238.8	1,139.4	99.4	8.0%	20.8	1.7%	99%	True	False	101,462
60	1,238.8	1,128.2	110.6	8.9%	20.3	1.6%	99%	True	False	94,027
80	1,238.8	1,128.2	110.6	8.9%	18.3	1.5%	99%	True	False	70,550
100	1,238.8	1,038.8	200.0	16.2%	17.3	1.4%	99%	True	False	56,446
120	1,238.8	1,038.8	200.0	16.2%	15.5	1.2%	99%	True	False	47,040

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	False
3BNR	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	3.3
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1,280.5
2.618	1,264.5
1.618	1,254.8
1.000	1,248.5
0.618	1,244.8
HIGH	1,238.8
0.618	1,235.0
0.500	1,234.0
0.382	1,232.8
LOW	1,229.0
0.618	1,223.0
1.000	1,219.3
1.618	1,213.3
2.618	1,203.3
4.250	1,187.3

Fisher Pivots for day following 26-Feb-2015
Pivot	1 day	3 day
R1	1,236.5	1,236.3
PP	1,235.3	1,234.8
S1	1,234.0	1,233.0

Download as Excel Spreadsheet

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

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