ICE Russell 2000 Mini Future June 2015


Trading Metrics calculated at close of trading on 31-Mar-2015
Day Change Summary
Previous Current
30-Mar-2015 31-Mar-2015 Change Change % Previous Week
Open 1,235.9 1,251.2 15.3 1.2% 1,261.0
High 1,255.3 1,252.2 -3.1 -0.2% 1,265.2
Low 1,232.5 1,243.5 11.0 0.9% 1,220.1
Close 1,251.6 1,248.9 -2.7 -0.2% 1,234.7
Range 22.8 8.7 -14.1 -61.8% 45.1
ATR 14.3 13.9 -0.4 -2.8% 0.0
Volume 65,667 89,142 23,475 35.7% 392,036
Daily Pivots for day following 31-Mar-2015
Classic Woodie Camarilla DeMark
R4 1,274.3 1,270.3 1,253.8
R3 1,265.5 1,261.5 1,251.3
R2 1,257.0 1,257.0 1,250.5
R1 1,253.0 1,253.0 1,249.8 1,250.5
PP 1,248.3 1,248.3 1,248.3 1,247.0
S1 1,244.3 1,244.3 1,248.0 1,241.8
S2 1,239.5 1,239.5 1,247.3
S3 1,230.8 1,235.5 1,246.5
S4 1,222.0 1,226.8 1,244.0
Weekly Pivots for week ending 27-Mar-2015
Classic Woodie Camarilla DeMark
R4 1,375.3 1,350.0 1,259.5
R3 1,330.3 1,305.0 1,247.0
R2 1,285.0 1,285.0 1,243.0
R1 1,260.0 1,260.0 1,238.8 1,250.0
PP 1,240.0 1,240.0 1,240.0 1,235.0
S1 1,214.8 1,214.8 1,230.5 1,204.8
S2 1,195.0 1,195.0 1,226.5
S3 1,149.8 1,169.8 1,222.3
S4 1,104.8 1,124.5 1,210.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,262.5 1,220.1 42.4 3.4% 18.8 1.5% 68% False False 84,591
10 1,265.2 1,220.1 45.1 3.6% 15.5 1.2% 64% False False 83,507
20 1,265.2 1,198.8 66.4 5.3% 15.0 1.2% 75% False False 69,679
40 1,265.2 1,181.7 83.5 6.7% 10.3 0.8% 80% False False 35,018
60 1,265.2 1,137.0 128.2 10.3% 9.5 0.8% 87% False False 23,347
80 1,265.2 1,126.7 138.5 11.1% 7.5 0.6% 88% False False 17,511
100 1,265.2 1,126.7 138.5 11.1% 6.0 0.5% 88% False False 14,009
120 1,265.2 1,036.4 228.8 18.3% 5.0 0.4% 93% False False 11,674
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 2.9
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,289.3
2.618 1,275.0
1.618 1,266.3
1.000 1,261.0
0.618 1,257.5
HIGH 1,252.3
0.618 1,249.0
0.500 1,247.8
0.382 1,246.8
LOW 1,243.5
0.618 1,238.0
1.000 1,234.8
1.618 1,229.5
2.618 1,220.8
4.250 1,206.5
Fisher Pivots for day following 31-Mar-2015
Pivot 1 day 3 day
R1 1,248.5 1,245.8
PP 1,248.3 1,242.5
S1 1,247.8 1,239.3

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

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