ICE Russell 2000 Mini Future June 2015


Trading Metrics calculated at close of trading on 20-Mar-2015
Day Change Summary
Previous Current
19-Mar-2015 20-Mar-2015 Change Change % Previous Week
Open 1,249.2 1,251.1 1.9 0.2% 1,227.2
High 1,251.9 1,263.3 11.4 0.9% 1,263.3
Low 1,241.9 1,250.7 8.8 0.7% 1,223.4
Close 1,251.0 1,260.5 9.5 0.8% 1,260.5
Range 10.0 12.6 2.6 26.0% 39.9
ATR 12.8 12.8 0.0 -0.1% 0.0
Volume 81,528 83,467 1,939 2.4% 583,117
Daily Pivots for day following 20-Mar-2015
Classic Woodie Camarilla DeMark
R4 1,296.0 1,290.8 1,267.5
R3 1,283.3 1,278.3 1,264.0
R2 1,270.8 1,270.8 1,262.8
R1 1,265.8 1,265.8 1,261.8 1,268.3
PP 1,258.3 1,258.3 1,258.3 1,259.5
S1 1,253.0 1,253.0 1,259.3 1,255.5
S2 1,245.5 1,245.5 1,258.3
S3 1,233.0 1,240.5 1,257.0
S4 1,220.3 1,227.8 1,253.5
Weekly Pivots for week ending 20-Mar-2015
Classic Woodie Camarilla DeMark
R4 1,368.8 1,354.5 1,282.5
R3 1,328.8 1,314.8 1,271.5
R2 1,289.0 1,289.0 1,267.8
R1 1,274.8 1,274.8 1,264.3 1,281.8
PP 1,249.0 1,249.0 1,249.0 1,252.5
S1 1,234.8 1,234.8 1,256.8 1,242.0
S2 1,209.3 1,209.3 1,253.3
S3 1,169.3 1,195.0 1,249.5
S4 1,129.3 1,155.0 1,238.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,263.3 1,223.4 39.9 3.2% 14.0 1.1% 93% True False 116,623
10 1,263.3 1,198.8 64.5 5.1% 15.8 1.2% 96% True False 84,588
20 1,263.3 1,198.8 64.5 5.1% 11.8 0.9% 96% True False 42,665
40 1,263.3 1,145.0 118.3 9.4% 9.5 0.8% 98% True False 21,348
60 1,263.3 1,137.0 126.3 10.0% 8.3 0.7% 98% True False 14,233
80 1,263.3 1,126.7 136.6 10.8% 6.3 0.5% 98% True False 10,676
100 1,263.3 1,107.2 156.1 12.4% 5.0 0.4% 98% True False 8,541
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,316.8
2.618 1,296.3
1.618 1,283.8
1.000 1,276.0
0.618 1,271.0
HIGH 1,263.3
0.618 1,258.5
0.500 1,257.0
0.382 1,255.5
LOW 1,250.8
0.618 1,243.0
1.000 1,238.0
1.618 1,230.3
2.618 1,217.8
4.250 1,197.3
Fisher Pivots for day following 20-Mar-2015
Pivot 1 day 3 day
R1 1,259.3 1,255.8
PP 1,258.3 1,251.0
S1 1,257.0 1,246.3

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

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