ICE Russell 2000 Mini Future June 2015


Trading Metrics calculated at close of trading on 20-May-2015
Day Change Summary
Previous Current
19-May-2015 20-May-2015 Change Change % Previous Week
Open 1,256.0 1,254.9 -1.1 -0.1% 1,229.9
High 1,260.4 1,260.0 -0.4 0.0% 1,247.8
Low 1,248.2 1,248.5 0.3 0.0% 1,213.3
Close 1,254.8 1,256.2 1.4 0.1% 1,241.2
Range 12.2 11.5 -0.7 -5.7% 34.5
ATR 16.6 16.2 -0.4 -2.2% 0.0
Volume 67,372 60,744 -6,628 -9.8% 409,191
Daily Pivots for day following 20-May-2015
Classic Woodie Camarilla DeMark
R4 1,289.5 1,284.3 1,262.5
R3 1,278.0 1,272.8 1,259.3
R2 1,266.5 1,266.5 1,258.3
R1 1,261.3 1,261.3 1,257.3 1,263.8
PP 1,255.0 1,255.0 1,255.0 1,256.3
S1 1,249.8 1,249.8 1,255.3 1,252.3
S2 1,243.5 1,243.5 1,254.0
S3 1,232.0 1,238.3 1,253.0
S4 1,220.5 1,226.8 1,250.0
Weekly Pivots for week ending 15-May-2015
Classic Woodie Camarilla DeMark
R4 1,337.5 1,324.0 1,260.3
R3 1,303.0 1,289.5 1,250.8
R2 1,268.5 1,268.5 1,247.5
R1 1,255.0 1,255.0 1,244.3 1,261.8
PP 1,234.0 1,234.0 1,234.0 1,237.5
S1 1,220.5 1,220.5 1,238.0 1,227.3
S2 1,199.5 1,199.5 1,235.0
S3 1,165.0 1,186.0 1,231.8
S4 1,130.5 1,151.5 1,222.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,260.4 1,227.6 32.8 2.6% 14.8 1.2% 87% False False 69,668
10 1,260.4 1,207.8 52.6 4.2% 15.5 1.2% 92% False False 78,228
20 1,274.9 1,207.1 67.8 5.4% 17.5 1.4% 72% False False 90,842
40 1,277.2 1,207.1 70.1 5.6% 16.8 1.3% 70% False False 83,836
60 1,277.2 1,198.8 78.4 6.2% 15.3 1.2% 73% False False 72,177
80 1,277.2 1,145.0 132.2 10.5% 13.3 1.1% 84% False False 54,140
100 1,277.2 1,137.0 140.2 11.2% 11.8 0.9% 85% False False 43,313
120 1,277.2 1,126.7 150.5 12.0% 10.0 0.8% 86% False False 36,095
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.3
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 1,309.0
2.618 1,290.0
1.618 1,278.5
1.000 1,271.5
0.618 1,267.0
HIGH 1,260.0
0.618 1,255.5
0.500 1,254.3
0.382 1,253.0
LOW 1,248.5
0.618 1,241.5
1.000 1,237.0
1.618 1,230.0
2.618 1,218.5
4.250 1,199.5
Fisher Pivots for day following 20-May-2015
Pivot 1 day 3 day
R1 1,255.5 1,253.5
PP 1,255.0 1,251.0
S1 1,254.3 1,248.5

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

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