ICE Russell 2000 Mini Future June 2015


Trading Metrics calculated at close of trading on 17-Apr-2015
Day Change Summary
Previous Current
16-Apr-2015 17-Apr-2015 Change Change % Previous Week
Open 1,272.3 1,270.4 -1.9 -0.1% 1,262.2
High 1,275.8 1,270.5 -5.3 -0.4% 1,277.2
Low 1,267.3 1,243.4 -23.9 -1.9% 1,243.4
Close 1,270.5 1,249.3 -21.2 -1.7% 1,249.3
Range 8.5 27.1 18.6 218.8% 33.8
ATR 14.2 15.1 0.9 6.5% 0.0
Volume 62,211 124,307 62,096 99.8% 403,161
Daily Pivots for day following 17-Apr-2015
Classic Woodie Camarilla DeMark
R4 1,335.8 1,319.5 1,264.3
R3 1,308.5 1,292.5 1,256.8
R2 1,281.5 1,281.5 1,254.3
R1 1,265.5 1,265.5 1,251.8 1,260.0
PP 1,254.5 1,254.5 1,254.5 1,251.8
S1 1,238.3 1,238.3 1,246.8 1,232.8
S2 1,227.3 1,227.3 1,244.3
S3 1,200.3 1,211.3 1,241.8
S4 1,173.0 1,184.0 1,234.5
Weekly Pivots for week ending 17-Apr-2015
Classic Woodie Camarilla DeMark
R4 1,358.0 1,337.5 1,268.0
R3 1,324.3 1,303.8 1,258.5
R2 1,290.5 1,290.5 1,255.5
R1 1,269.8 1,269.8 1,252.5 1,263.3
PP 1,256.8 1,256.8 1,256.8 1,253.3
S1 1,236.0 1,236.0 1,246.3 1,229.5
S2 1,222.8 1,222.8 1,243.0
S3 1,189.0 1,202.3 1,240.0
S4 1,155.3 1,168.5 1,230.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,277.2 1,243.4 33.8 2.7% 15.3 1.2% 17% False True 80,632
10 1,277.2 1,236.6 40.6 3.2% 15.8 1.3% 31% False False 74,130
20 1,277.2 1,220.1 57.1 4.6% 15.8 1.3% 51% False False 76,924
40 1,277.2 1,198.8 78.4 6.3% 13.8 1.1% 64% False False 57,708
60 1,277.2 1,145.0 132.2 10.6% 11.5 0.9% 79% False False 38,482
80 1,277.2 1,137.0 140.2 11.2% 10.0 0.8% 80% False False 28,862
100 1,277.2 1,126.7 150.5 12.0% 8.0 0.6% 81% False False 23,091
120 1,277.2 1,107.2 170.0 13.6% 6.8 0.5% 84% False False 19,242
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.5
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 1,385.8
2.618 1,341.5
1.618 1,314.3
1.000 1,297.5
0.618 1,287.3
HIGH 1,270.5
0.618 1,260.3
0.500 1,257.0
0.382 1,253.8
LOW 1,243.5
0.618 1,226.8
1.000 1,216.3
1.618 1,199.5
2.618 1,172.5
4.250 1,128.3
Fisher Pivots for day following 17-Apr-2015
Pivot 1 day 3 day
R1 1,257.0 1,260.3
PP 1,254.5 1,256.8
S1 1,251.8 1,253.0

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

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