ICE Russell 2000 Mini Future June 2015


Trading Metrics calculated at close of trading on 11-May-2015
Day Change Summary
Previous Current
08-May-2015 11-May-2015 Change Change % Previous Week
Open 1,225.2 1,229.9 4.7 0.4% 1,225.8
High 1,237.6 1,241.7 4.1 0.3% 1,238.7
Low 1,224.0 1,227.4 3.4 0.3% 1,207.1
Close 1,229.2 1,231.4 2.2 0.2% 1,229.2
Range 13.6 14.3 0.7 5.1% 31.6
ATR 17.1 16.9 -0.2 -1.2% 0.0
Volume 77,448 82,508 5,060 6.5% 492,779
Daily Pivots for day following 11-May-2015
Classic Woodie Camarilla DeMark
R4 1,276.5 1,268.3 1,239.3
R3 1,262.0 1,254.0 1,235.3
R2 1,247.8 1,247.8 1,234.0
R1 1,239.5 1,239.5 1,232.8 1,243.8
PP 1,233.5 1,233.5 1,233.5 1,235.5
S1 1,225.3 1,225.3 1,230.0 1,229.5
S2 1,219.3 1,219.3 1,228.8
S3 1,205.0 1,211.0 1,227.5
S4 1,190.5 1,196.8 1,223.5
Weekly Pivots for week ending 08-May-2015
Classic Woodie Camarilla DeMark
R4 1,319.8 1,306.0 1,246.5
R3 1,288.3 1,274.5 1,238.0
R2 1,256.5 1,256.5 1,235.0
R1 1,243.0 1,243.0 1,232.0 1,249.8
PP 1,225.0 1,225.0 1,225.0 1,228.5
S1 1,211.3 1,211.3 1,226.3 1,218.3
S2 1,193.5 1,193.5 1,223.5
S3 1,161.8 1,179.8 1,220.5
S4 1,130.3 1,148.0 1,211.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,241.7 1,207.1 34.6 2.8% 16.8 1.4% 70% True False 95,670
10 1,260.3 1,207.1 53.2 4.3% 18.8 1.5% 46% False False 106,741
20 1,277.2 1,207.1 70.1 5.7% 17.3 1.4% 35% False False 91,568
40 1,277.2 1,207.1 70.1 5.7% 16.3 1.3% 35% False False 88,139
60 1,277.2 1,198.8 78.4 6.4% 14.0 1.1% 42% False False 63,263
80 1,277.2 1,137.0 140.2 11.4% 12.5 1.0% 67% False False 47,455
100 1,277.2 1,126.7 150.5 12.2% 10.8 0.9% 70% False False 37,965
120 1,277.2 1,126.7 150.5 12.2% 9.0 0.7% 70% False False 31,638
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 4.5
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,302.5
2.618 1,279.3
1.618 1,264.8
1.000 1,256.0
0.618 1,250.5
HIGH 1,241.8
0.618 1,236.3
0.500 1,234.5
0.382 1,232.8
LOW 1,227.5
0.618 1,218.5
1.000 1,213.0
1.618 1,204.3
2.618 1,190.0
4.250 1,166.5
Fisher Pivots for day following 11-May-2015
Pivot 1 day 3 day
R1 1,234.5 1,229.3
PP 1,233.5 1,227.0
S1 1,232.5 1,224.8

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

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