ICE Russell 2000 Mini Future June 2015


Trading Metrics calculated at close of trading on 17-Mar-2015
Day Change Summary
Previous Current
16-Mar-2015 17-Mar-2015 Change Change % Previous Week
Open 1,227.2 1,231.9 4.7 0.4% 1,212.0
High 1,236.7 1,238.8 2.1 0.2% 1,235.6
Low 1,223.4 1,228.2 4.8 0.4% 1,198.8
Close 1,232.5 1,237.0 4.5 0.4% 1,226.2
Range 13.3 10.6 -2.7 -20.3% 36.8
ATR 12.4 12.3 -0.1 -1.0% 0.0
Volume 140,319 154,570 14,251 10.2% 262,764
Daily Pivots for day following 17-Mar-2015
Classic Woodie Camarilla DeMark
R4 1,266.5 1,262.3 1,242.8
R3 1,255.8 1,251.8 1,240.0
R2 1,245.3 1,245.3 1,239.0
R1 1,241.3 1,241.3 1,238.0 1,243.3
PP 1,234.8 1,234.8 1,234.8 1,235.8
S1 1,230.5 1,230.5 1,236.0 1,232.5
S2 1,224.0 1,224.0 1,235.0
S3 1,213.5 1,220.0 1,234.0
S4 1,202.8 1,209.3 1,231.3
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 1,238.8 1,199.2 39.6 3.2% 17.0 1.4% 95% True False 110,243
10 1,238.8 1,198.8 40.0 3.2% 14.5 1.2% 96% True False 55,852
20 1,238.8 1,198.8 40.0 3.2% 10.5 0.9% 96% True False 28,255
40 1,238.8 1,145.0 93.8 7.6% 8.5 0.7% 98% True False 14,142
60 1,238.8 1,137.0 101.8 8.2% 7.5 0.6% 98% True False 9,430
80 1,238.8 1,126.7 112.1 9.1% 5.8 0.5% 98% True False 7,073
100 1,238.8 1,087.0 151.8 12.3% 4.5 0.4% 99% True False 5,659
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.2
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1,283.8
2.618 1,266.5
1.618 1,256.0
1.000 1,249.5
0.618 1,245.3
HIGH 1,238.8
0.618 1,234.8
0.500 1,233.5
0.382 1,232.3
LOW 1,228.3
0.618 1,221.8
1.000 1,217.5
1.618 1,211.0
2.618 1,200.5
4.250 1,183.3
Fisher Pivots for day following 17-Mar-2015
Pivot 1 day 3 day
R1 1,235.8 1,233.3
PP 1,234.8 1,229.5
S1 1,233.5 1,225.8

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

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