ICE Russell 2000 Mini Future June 2015


Trading Metrics calculated at close of trading on 06-Apr-2015
Day Change Summary
Previous Current
02-Apr-2015 06-Apr-2015 Change Change % Previous Week
Open 1,248.0 1,236.7 -11.3 -0.9% 1,235.9
High 1,258.0 1,260.4 2.4 0.2% 1,258.0
Low 1,243.4 1,236.6 -6.8 -0.5% 1,231.4
Close 1,252.3 1,257.5 5.2 0.4% 1,252.3
Range 14.6 23.8 9.2 63.0% 26.6
ATR 14.4 15.0 0.7 4.7% 0.0
Volume 61,885 61,564 -321 -0.5% 321,690
Daily Pivots for day following 06-Apr-2015
Classic Woodie Camarilla DeMark
R4 1,323.0 1,314.0 1,270.5
R3 1,299.0 1,290.3 1,264.0
R2 1,275.3 1,275.3 1,261.8
R1 1,266.5 1,266.5 1,259.8 1,270.8
PP 1,251.5 1,251.5 1,251.5 1,253.8
S1 1,242.5 1,242.5 1,255.3 1,247.0
S2 1,227.8 1,227.8 1,253.3
S3 1,204.0 1,218.8 1,251.0
S4 1,180.0 1,195.0 1,244.5
Weekly Pivots for week ending 03-Apr-2015
Classic Woodie Camarilla DeMark
R4 1,327.0 1,316.3 1,267.0
R3 1,300.5 1,289.8 1,259.5
R2 1,273.8 1,273.8 1,257.3
R1 1,263.0 1,263.0 1,254.8 1,268.5
PP 1,247.3 1,247.3 1,247.3 1,250.0
S1 1,236.5 1,236.5 1,249.8 1,241.8
S2 1,220.8 1,220.8 1,247.5
S3 1,194.0 1,209.8 1,245.0
S4 1,167.5 1,183.3 1,237.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,260.4 1,231.4 29.0 2.3% 18.0 1.4% 90% True False 76,650
10 1,265.2 1,220.1 45.1 3.6% 16.8 1.3% 83% False False 77,529
20 1,265.2 1,198.8 66.4 5.3% 16.3 1.3% 88% False False 81,058
40 1,265.2 1,186.7 78.5 6.2% 11.8 0.9% 90% False False 40,729
60 1,265.2 1,137.0 128.2 10.2% 10.5 0.8% 94% False False 27,154
80 1,265.2 1,126.7 138.5 11.0% 8.3 0.7% 94% False False 20,367
100 1,265.2 1,126.7 138.5 11.0% 6.8 0.5% 94% False False 16,294
120 1,265.2 1,036.4 228.8 18.2% 5.5 0.4% 97% False False 13,578
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.3
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1,361.5
2.618 1,322.8
1.618 1,299.0
1.000 1,284.3
0.618 1,275.0
HIGH 1,260.5
0.618 1,251.3
0.500 1,248.5
0.382 1,245.8
LOW 1,236.5
0.618 1,222.0
1.000 1,212.8
1.618 1,198.0
2.618 1,174.3
4.250 1,135.5
Fisher Pivots for day following 06-Apr-2015
Pivot 1 day 3 day
R1 1,254.5 1,253.8
PP 1,251.5 1,249.8
S1 1,248.5 1,246.0

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

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