ICE Russell 2000 Mini Future June 2015


Trading Metrics calculated at close of trading on 13-Apr-2015
Day Change Summary
Previous Current
10-Apr-2015 13-Apr-2015 Change Change % Previous Week
Open 1,257.7 1,262.2 4.5 0.4% 1,236.7
High 1,263.5 1,269.5 6.0 0.5% 1,263.5
Low 1,256.8 1,258.6 1.8 0.1% 1,236.6
Close 1,262.2 1,262.3 0.1 0.0% 1,262.2
Range 6.7 10.9 4.2 62.7% 26.9
ATR 14.8 14.6 -0.3 -1.9% 0.0
Volume 54,907 59,235 4,328 7.9% 338,141
Daily Pivots for day following 13-Apr-2015
Classic Woodie Camarilla DeMark
R4 1,296.3 1,290.3 1,268.3
R3 1,285.3 1,279.3 1,265.3
R2 1,274.3 1,274.3 1,264.3
R1 1,268.3 1,268.3 1,263.3 1,271.3
PP 1,263.5 1,263.5 1,263.5 1,265.0
S1 1,257.5 1,257.5 1,261.3 1,260.5
S2 1,252.5 1,252.5 1,260.3
S3 1,241.8 1,246.5 1,259.3
S4 1,230.8 1,235.8 1,256.3
Weekly Pivots for week ending 10-Apr-2015
Classic Woodie Camarilla DeMark
R4 1,334.8 1,325.5 1,277.0
R3 1,308.0 1,298.5 1,269.5
R2 1,281.0 1,281.0 1,267.3
R1 1,271.5 1,271.5 1,264.8 1,276.3
PP 1,254.0 1,254.0 1,254.0 1,256.5
S1 1,244.8 1,244.8 1,259.8 1,249.5
S2 1,227.3 1,227.3 1,257.3
S3 1,200.3 1,217.8 1,254.8
S4 1,173.5 1,191.0 1,247.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,269.5 1,242.7 26.8 2.1% 13.8 1.1% 73% True False 67,162
10 1,269.5 1,231.4 38.1 3.0% 15.8 1.3% 81% True False 71,906
20 1,269.5 1,220.1 49.4 3.9% 15.3 1.2% 85% True False 84,710
40 1,269.5 1,198.8 70.7 5.6% 12.5 1.0% 90% True False 49,110
60 1,269.5 1,137.0 132.5 10.5% 10.8 0.9% 95% True False 32,750
80 1,269.5 1,126.7 142.8 11.3% 9.0 0.7% 95% True False 24,564
100 1,269.5 1,126.7 142.8 11.3% 7.3 0.6% 95% True False 19,652
120 1,269.5 1,084.4 185.1 14.7% 6.0 0.5% 96% True False 16,376
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 2.7
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,315.8
2.618 1,298.0
1.618 1,287.3
1.000 1,280.5
0.618 1,276.3
HIGH 1,269.5
0.618 1,265.3
0.500 1,264.0
0.382 1,262.8
LOW 1,258.5
0.618 1,251.8
1.000 1,247.8
1.618 1,241.0
2.618 1,230.0
4.250 1,212.3
Fisher Pivots for day following 13-Apr-2015
Pivot 1 day 3 day
R1 1,264.0 1,260.3
PP 1,263.5 1,258.3
S1 1,263.0 1,256.0

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

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