ICE Russell 2000 Mini Future June 2015


Trading Metrics calculated at close of trading on 24-Mar-2015
Day Change Summary
Previous Current
23-Mar-2015 24-Mar-2015 Change Change % Previous Week
Open 1,261.0 1,260.1 -0.9 -0.1% 1,227.2
High 1,265.2 1,264.7 -0.5 0.0% 1,263.3
Low 1,257.4 1,257.6 0.2 0.0% 1,223.4
Close 1,260.0 1,261.2 1.2 0.1% 1,260.5
Range 7.8 7.1 -0.7 -9.0% 39.9
ATR 12.5 12.1 -0.4 -3.1% 0.0
Volume 50,596 73,291 22,695 44.9% 583,117
Daily Pivots for day following 24-Mar-2015
Classic Woodie Camarilla DeMark
R4 1,282.5 1,279.0 1,265.0
R3 1,275.3 1,271.8 1,263.3
R2 1,268.3 1,268.3 1,262.5
R1 1,264.8 1,264.8 1,261.8 1,266.5
PP 1,261.3 1,261.3 1,261.3 1,262.0
S1 1,257.8 1,257.8 1,260.5 1,259.5
S2 1,254.0 1,254.0 1,260.0
S3 1,247.0 1,250.5 1,259.3
S4 1,239.8 1,243.5 1,257.3
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 1,265.2 1,229.2 36.0 2.9% 12.0 1.0% 89% False False 82,423
10 1,265.2 1,199.2 66.0 5.2% 14.5 1.2% 94% False False 96,333
20 1,265.2 1,198.8 66.4 5.3% 12.3 1.0% 94% False False 48,859
40 1,265.2 1,145.0 120.2 9.5% 9.8 0.8% 97% False False 24,445
60 1,265.2 1,137.0 128.2 10.2% 8.5 0.7% 97% False False 16,298
80 1,265.2 1,126.7 138.5 11.0% 6.5 0.5% 97% False False 12,224
100 1,265.2 1,126.7 138.5 11.0% 5.3 0.4% 97% False False 9,780
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 3.6
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 1,295.0
2.618 1,283.3
1.618 1,276.3
1.000 1,271.8
0.618 1,269.0
HIGH 1,264.8
0.618 1,262.0
0.500 1,261.3
0.382 1,260.3
LOW 1,257.5
0.618 1,253.3
1.000 1,250.5
1.618 1,246.0
2.618 1,239.0
4.250 1,227.5
Fisher Pivots for day following 24-Mar-2015
Pivot 1 day 3 day
R1 1,261.3 1,260.0
PP 1,261.3 1,259.0
S1 1,261.3 1,258.0

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

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