ICE Russell 2000 Mini Future June 2015

Trading Metrics calculated at close of trading on 13-Mar-2015

Day Change Summary
	Previous	Current
	12-Mar-2015	13-Mar-2015	Change	Change %	Previous Week
Open	1,212.5	1,233.8	21.3	1.8%	1,212.0
High	1,233.7	1,235.6	1.9	0.2%	1,235.6
Low	1,210.8	1,212.5	1.7	0.1%	1,198.8
Close	1,231.0	1,226.2	-4.8	-0.4%	1,226.2
Range	22.9	23.1	0.2	0.9%	36.8
ATR	11.5	12.4	0.8	7.2%	0.0
Volume	88,578	143,516	54,938	62.0%	262,764

Daily Pivots for day following 13-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	1,294.0	1,283.3	1,239.0
R3	1,271.0	1,260.3	1,232.5
R2	1,247.8	1,247.8	1,230.5
R1	1,237.0	1,237.0	1,228.3	1,231.0
PP	1,224.8	1,224.8	1,224.8	1,221.8
S1	1,214.0	1,214.0	1,224.0	1,207.8
S2	1,201.8	1,201.8	1,222.0
S3	1,178.5	1,190.8	1,219.8
S4	1,155.5	1,167.8	1,213.5

Weekly Pivots for week ending 13-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	1,330.5	1,315.3	1,246.5
R3	1,293.8	1,278.5	1,236.3
R2	1,257.0	1,257.0	1,233.0
R1	1,241.5	1,241.5	1,229.5	1,249.3
PP	1,220.3	1,220.3	1,220.3	1,224.0
S1	1,204.8	1,204.8	1,222.8	1,212.5
S2	1,183.5	1,183.5	1,219.5
S3	1,146.5	1,168.0	1,216.0
S4	1,109.8	1,131.3	1,206.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,235.6	1,198.8	36.8	3.0%	17.5	1.4%	74%	True	False	52,552
10	1,237.5	1,198.8	38.7	3.2%	14.3	1.2%	71%	False	False	27,010
20	1,237.5	1,198.8	38.7	3.2%	9.8	0.8%	71%	False	False	13,510
40	1,237.5	1,137.0	100.5	8.2%	8.5	0.7%	89%	False	False	6,770
60	1,237.5	1,126.7	110.8	9.0%	7.0	0.6%	90%	False	False	4,515
80	1,237.5	1,126.7	110.8	9.0%	5.5	0.4%	90%	False	False	3,387
100	1,237.5	1,084.4	153.1	12.5%	4.3	0.4%	93%	False	False	2,710

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	1.9
Widest range in 28 trading days

Fibonacci Retracements and Extensions
4.250	1,333.8
2.618	1,296.0
1.618	1,273.0
1.000	1,258.8
0.618	1,250.0
HIGH	1,235.5
0.618	1,226.8
0.500	1,224.0
0.382	1,221.3
LOW	1,212.5
0.618	1,198.3
1.000	1,189.5
1.618	1,175.0
2.618	1,152.0
4.250	1,114.3

Fisher Pivots for day following 13-Mar-2015
Pivot	1 day	3 day
R1	1,225.5	1,223.3
PP	1,224.8	1,220.3
S1	1,224.0	1,217.5

Download as Excel Spreadsheet

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

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