ICE Russell 2000 Mini Future June 2015


Trading Metrics calculated at close of trading on 01-Apr-2015
Day Change Summary
Previous Current
31-Mar-2015 01-Apr-2015 Change Change % Previous Week
Open 1,251.2 1,248.7 -2.5 -0.2% 1,261.0
High 1,252.2 1,251.2 -1.0 -0.1% 1,265.2
Low 1,243.5 1,231.4 -12.1 -1.0% 1,220.1
Close 1,248.9 1,249.3 0.4 0.0% 1,234.7
Range 8.7 19.8 11.1 127.6% 45.1
ATR 13.9 14.4 0.4 3.0% 0.0
Volume 89,142 104,996 15,854 17.8% 392,036
Daily Pivots for day following 01-Apr-2015
Classic Woodie Camarilla DeMark
R4 1,303.3 1,296.3 1,260.3
R3 1,283.5 1,276.3 1,254.8
R2 1,263.8 1,263.8 1,253.0
R1 1,256.5 1,256.5 1,251.0 1,260.3
PP 1,244.0 1,244.0 1,244.0 1,245.8
S1 1,236.8 1,236.8 1,247.5 1,240.3
S2 1,224.3 1,224.3 1,245.8
S3 1,204.3 1,217.0 1,243.8
S4 1,184.5 1,197.3 1,238.5
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 1,255.3 1,220.1 35.2 2.8% 15.8 1.3% 83% False False 84,582
10 1,265.2 1,220.1 45.1 3.6% 15.0 1.2% 65% False False 81,683
20 1,265.2 1,198.8 66.4 5.3% 15.5 1.2% 76% False False 74,914
40 1,265.2 1,181.7 83.5 6.7% 10.8 0.9% 81% False False 37,643
60 1,265.2 1,137.0 128.2 10.3% 10.0 0.8% 88% False False 25,097
80 1,265.2 1,126.7 138.5 11.1% 7.8 0.6% 89% False False 18,824
100 1,265.2 1,126.7 138.5 11.1% 6.3 0.5% 89% False False 15,059
120 1,265.2 1,036.4 228.8 18.3% 5.3 0.4% 93% False False 12,549
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 2.1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,335.3
2.618 1,303.0
1.618 1,283.3
1.000 1,271.0
0.618 1,263.5
HIGH 1,251.3
0.618 1,243.8
0.500 1,241.3
0.382 1,239.0
LOW 1,231.5
0.618 1,219.3
1.000 1,211.5
1.618 1,199.3
2.618 1,179.5
4.250 1,147.3
Fisher Pivots for day following 01-Apr-2015
Pivot 1 day 3 day
R1 1,246.8 1,247.3
PP 1,244.0 1,245.3
S1 1,241.3 1,243.3

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

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