ICE Russell 2000 Mini Future June 2015


Trading Metrics calculated at close of trading on 19-Mar-2015
Day Change Summary
Previous Current
18-Mar-2015 19-Mar-2015 Change Change % Previous Week
Open 1,238.8 1,249.2 10.4 0.8% 1,212.0
High 1,252.3 1,251.9 -0.4 0.0% 1,235.6
Low 1,229.2 1,241.9 12.7 1.0% 1,198.8
Close 1,248.7 1,251.0 2.3 0.2% 1,226.2
Range 23.1 10.0 -13.1 -56.7% 36.8
ATR 13.1 12.8 -0.2 -1.7% 0.0
Volume 123,233 81,528 -41,705 -33.8% 262,764
Daily Pivots for day following 19-Mar-2015
Classic Woodie Camarilla DeMark
R4 1,278.3 1,274.8 1,256.5
R3 1,268.3 1,264.8 1,253.8
R2 1,258.3 1,258.3 1,252.8
R1 1,254.8 1,254.8 1,252.0 1,256.5
PP 1,248.3 1,248.3 1,248.3 1,249.3
S1 1,244.8 1,244.8 1,250.0 1,246.5
S2 1,238.3 1,238.3 1,249.3
S3 1,228.3 1,234.8 1,248.3
S4 1,218.3 1,224.8 1,245.5
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 1,252.3 1,212.5 39.8 3.2% 16.0 1.3% 97% False False 128,633
10 1,252.3 1,198.8 53.5 4.3% 16.3 1.3% 98% False False 76,274
20 1,252.3 1,198.8 53.5 4.3% 12.0 1.0% 98% False False 38,492
40 1,252.3 1,145.0 107.3 8.6% 9.3 0.7% 99% False False 19,261
60 1,252.3 1,137.0 115.3 9.2% 8.0 0.6% 99% False False 12,842
80 1,252.3 1,126.7 125.6 10.0% 6.0 0.5% 99% False False 9,632
100 1,252.3 1,107.2 145.1 11.6% 4.8 0.4% 99% False False 7,706
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.2
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1,294.5
2.618 1,278.0
1.618 1,268.0
1.000 1,262.0
0.618 1,258.0
HIGH 1,252.0
0.618 1,248.0
0.500 1,247.0
0.382 1,245.8
LOW 1,242.0
0.618 1,235.8
1.000 1,232.0
1.618 1,225.8
2.618 1,215.8
4.250 1,199.5
Fisher Pivots for day following 19-Mar-2015
Pivot 1 day 3 day
R1 1,249.8 1,247.5
PP 1,248.3 1,243.8
S1 1,247.0 1,240.3

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

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