ICE Russell 2000 Mini Future June 2015


Trading Metrics calculated at close of trading on 23-Apr-2015
Day Change Summary
Previous Current
22-Apr-2015 23-Apr-2015 Change Change % Previous Week
Open 1,261.1 1,262.7 1.6 0.1% 1,262.2
High 1,264.5 1,271.1 6.6 0.5% 1,277.2
Low 1,249.1 1,254.6 5.5 0.4% 1,243.4
Close 1,263.1 1,267.8 4.7 0.4% 1,249.3
Range 15.4 16.5 1.1 7.1% 33.8
ATR 14.8 15.0 0.1 0.8% 0.0
Volume 79,139 62,791 -16,348 -20.7% 403,161
Daily Pivots for day following 23-Apr-2015
Classic Woodie Camarilla DeMark
R4 1,314.0 1,307.5 1,277.0
R3 1,297.5 1,291.0 1,272.3
R2 1,281.0 1,281.0 1,270.8
R1 1,274.5 1,274.5 1,269.3 1,277.8
PP 1,264.5 1,264.5 1,264.5 1,266.3
S1 1,258.0 1,258.0 1,266.3 1,261.3
S2 1,248.0 1,248.0 1,264.8
S3 1,231.5 1,241.5 1,263.3
S4 1,215.0 1,225.0 1,258.8
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 1,271.1 1,243.4 27.7 2.2% 16.5 1.3% 88% True False 78,510
10 1,277.2 1,243.4 33.8 2.7% 13.8 1.1% 72% False False 72,631
20 1,277.2 1,220.1 57.1 4.5% 15.3 1.2% 84% False False 74,717
40 1,277.2 1,198.8 78.4 6.2% 14.5 1.1% 88% False False 64,412
60 1,277.2 1,145.0 132.2 10.4% 12.0 1.0% 93% False False 42,952
80 1,277.2 1,137.0 140.2 11.1% 10.5 0.8% 93% False False 32,215
100 1,277.2 1,126.7 150.5 11.9% 8.5 0.7% 94% False False 25,773
120 1,277.2 1,126.7 150.5 11.9% 7.0 0.6% 94% False False 21,478
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 2.9
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,341.3
2.618 1,314.3
1.618 1,297.8
1.000 1,287.5
0.618 1,281.3
HIGH 1,271.0
0.618 1,264.8
0.500 1,262.8
0.382 1,261.0
LOW 1,254.5
0.618 1,244.5
1.000 1,238.0
1.618 1,228.0
2.618 1,211.5
4.250 1,184.5
Fisher Pivots for day following 23-Apr-2015
Pivot 1 day 3 day
R1 1,266.3 1,265.3
PP 1,264.5 1,262.8
S1 1,262.8 1,260.0

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

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