ICE Russell 2000 Mini Future June 2015


Trading Metrics calculated at close of trading on 07-May-2015
Day Change Summary
Previous Current
06-May-2015 07-May-2015 Change Change % Previous Week
Open 1,214.8 1,215.9 1.1 0.1% 1,264.2
High 1,220.0 1,227.2 7.2 0.6% 1,274.9
Low 1,207.1 1,207.8 0.7 0.1% 1,211.5
Close 1,218.0 1,223.8 5.8 0.5% 1,224.2
Range 12.9 19.4 6.5 50.4% 63.4
ATR 17.2 17.4 0.2 0.9% 0.0
Volume 100,919 87,468 -13,451 -13.3% 594,208
Daily Pivots for day following 07-May-2015
Classic Woodie Camarilla DeMark
R4 1,277.8 1,270.3 1,234.5
R3 1,258.5 1,250.8 1,229.3
R2 1,239.0 1,239.0 1,227.3
R1 1,231.5 1,231.5 1,225.5 1,235.3
PP 1,219.5 1,219.5 1,219.5 1,221.5
S1 1,212.0 1,212.0 1,222.0 1,215.8
S2 1,200.3 1,200.3 1,220.3
S3 1,180.8 1,192.5 1,218.5
S4 1,161.5 1,173.3 1,213.3
Weekly Pivots for week ending 01-May-2015
Classic Woodie Camarilla DeMark
R4 1,427.0 1,389.0 1,259.0
R3 1,363.8 1,325.8 1,241.8
R2 1,300.3 1,300.3 1,235.8
R1 1,262.3 1,262.3 1,230.0 1,249.5
PP 1,236.8 1,236.8 1,236.8 1,230.5
S1 1,198.8 1,198.8 1,218.5 1,186.3
S2 1,173.5 1,173.5 1,212.5
S3 1,110.0 1,135.5 1,206.8
S4 1,046.8 1,072.0 1,189.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,238.7 1,207.1 31.6 2.6% 17.3 1.4% 53% False False 104,952
10 1,274.9 1,207.1 67.8 5.5% 19.8 1.6% 25% False False 105,924
20 1,277.2 1,207.1 70.1 5.7% 16.8 1.4% 24% False False 89,277
40 1,277.2 1,207.1 70.1 5.7% 16.8 1.4% 24% False False 89,943
60 1,277.2 1,195.9 81.3 6.6% 13.8 1.1% 34% False False 60,602
80 1,277.2 1,137.0 140.2 11.5% 12.5 1.0% 62% False False 45,456
100 1,277.2 1,126.7 150.5 12.3% 10.5 0.9% 65% False False 36,366
120 1,277.2 1,126.7 150.5 12.3% 8.8 0.7% 65% False False 30,305
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 5.5
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,309.8
2.618 1,278.0
1.618 1,258.5
1.000 1,246.5
0.618 1,239.3
HIGH 1,227.3
0.618 1,219.8
0.500 1,217.5
0.382 1,215.3
LOW 1,207.8
0.618 1,195.8
1.000 1,188.5
1.618 1,176.5
2.618 1,157.0
4.250 1,125.3
Fisher Pivots for day following 07-May-2015
Pivot 1 day 3 day
R1 1,221.8 1,222.3
PP 1,219.5 1,220.8
S1 1,217.5 1,219.3

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

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