ICE Russell 2000 Mini Future June 2015


Trading Metrics calculated at close of trading on 27-Apr-2015
Day Change Summary
Previous Current
24-Apr-2015 27-Apr-2015 Change Change % Previous Week
Open 1,267.9 1,264.2 -3.7 -0.3% 1,252.5
High 1,271.1 1,274.9 3.8 0.3% 1,271.1
Low 1,262.5 1,245.6 -16.9 -1.3% 1,249.1
Close 1,264.2 1,251.7 -12.5 -1.0% 1,264.2
Range 8.6 29.3 20.7 240.7% 22.0
ATR 14.5 15.6 1.1 7.3% 0.0
Volume 49,708 102,080 52,372 105.4% 317,951
Daily Pivots for day following 27-Apr-2015
Classic Woodie Camarilla DeMark
R4 1,345.3 1,327.8 1,267.8
R3 1,316.0 1,298.5 1,259.8
R2 1,286.8 1,286.8 1,257.0
R1 1,269.3 1,269.3 1,254.5 1,263.3
PP 1,257.5 1,257.5 1,257.5 1,254.5
S1 1,240.0 1,240.0 1,249.0 1,234.0
S2 1,228.0 1,228.0 1,246.3
S3 1,198.8 1,210.5 1,243.8
S4 1,169.5 1,181.3 1,235.5
Weekly Pivots for week ending 24-Apr-2015
Classic Woodie Camarilla DeMark
R4 1,327.5 1,317.8 1,276.3
R3 1,305.5 1,295.8 1,270.3
R2 1,283.5 1,283.5 1,268.3
R1 1,273.8 1,273.8 1,266.3 1,278.8
PP 1,261.5 1,261.5 1,261.5 1,264.0
S1 1,251.8 1,251.8 1,262.3 1,256.8
S2 1,239.5 1,239.5 1,260.3
S3 1,217.5 1,229.8 1,258.3
S4 1,195.5 1,207.8 1,252.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,274.9 1,245.6 29.3 2.3% 16.0 1.3% 21% True True 69,515
10 1,277.2 1,243.4 33.8 2.7% 15.8 1.3% 25% False False 76,395
20 1,277.2 1,231.4 45.8 3.7% 15.8 1.3% 44% False False 74,151
40 1,277.2 1,198.8 78.4 6.3% 15.3 1.2% 67% False False 68,207
60 1,277.2 1,145.0 132.2 10.6% 12.3 1.0% 81% False False 45,482
80 1,277.2 1,137.0 140.2 11.2% 11.0 0.9% 82% False False 34,113
100 1,277.2 1,126.7 150.5 12.0% 9.0 0.7% 83% False False 27,291
120 1,277.2 1,126.7 150.5 12.0% 7.5 0.6% 83% False False 22,743
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 3.9
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 1,399.5
2.618 1,351.5
1.618 1,322.3
1.000 1,304.3
0.618 1,293.0
HIGH 1,275.0
0.618 1,263.8
0.500 1,260.3
0.382 1,256.8
LOW 1,245.5
0.618 1,227.5
1.000 1,216.3
1.618 1,198.3
2.618 1,169.0
4.250 1,121.0
Fisher Pivots for day following 27-Apr-2015
Pivot 1 day 3 day
R1 1,260.3 1,260.3
PP 1,257.5 1,257.5
S1 1,254.5 1,254.5

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

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