ICE Russell 2000 Mini Future June 2015


Trading Metrics calculated at close of trading on 13-May-2015
Day Change Summary
Previous Current
12-May-2015 13-May-2015 Change Change % Previous Week
Open 1,231.8 1,233.9 2.1 0.2% 1,225.8
High 1,234.3 1,238.0 3.7 0.3% 1,238.7
Low 1,213.3 1,224.8 11.5 0.9% 1,207.1
Close 1,231.2 1,228.9 -2.3 -0.2% 1,229.2
Range 21.0 13.2 -7.8 -37.1% 31.6
ATR 17.2 16.9 -0.3 -1.7% 0.0
Volume 114,271 72,244 -42,027 -36.8% 492,779
Daily Pivots for day following 13-May-2015
Classic Woodie Camarilla DeMark
R4 1,270.3 1,262.8 1,236.3
R3 1,257.0 1,249.5 1,232.5
R2 1,243.8 1,243.8 1,231.3
R1 1,236.3 1,236.3 1,230.0 1,233.5
PP 1,230.5 1,230.5 1,230.5 1,229.0
S1 1,223.3 1,223.3 1,227.8 1,220.3
S2 1,217.3 1,217.3 1,226.5
S3 1,204.3 1,210.0 1,225.3
S4 1,191.0 1,196.8 1,221.8
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 1,207.8 33.9 2.8% 16.3 1.3% 62% False False 86,787
10 1,241.7 1,207.1 34.6 2.8% 17.8 1.5% 63% False False 104,070
20 1,275.8 1,207.1 68.7 5.6% 17.5 1.4% 32% False False 93,023
40 1,277.2 1,207.1 70.1 5.7% 16.5 1.3% 31% False False 85,430
60 1,277.2 1,198.8 78.4 6.4% 14.5 1.2% 38% False False 66,371
80 1,277.2 1,145.0 132.2 10.8% 12.5 1.0% 63% False False 49,786
100 1,277.2 1,137.0 140.2 11.4% 11.0 0.9% 66% False False 39,830
120 1,277.2 1,126.7 150.5 12.2% 9.3 0.8% 68% False False 33,192
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 4.1
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,294.0
2.618 1,272.5
1.618 1,259.3
1.000 1,251.3
0.618 1,246.3
HIGH 1,238.0
0.618 1,233.0
0.500 1,231.5
0.382 1,229.8
LOW 1,224.8
0.618 1,216.8
1.000 1,211.5
1.618 1,203.5
2.618 1,190.3
4.250 1,168.8
Fisher Pivots for day following 13-May-2015
Pivot 1 day 3 day
R1 1,231.5 1,228.5
PP 1,230.5 1,228.0
S1 1,229.8 1,227.5

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

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