ICE Russell 2000 Mini Future June 2015


Trading Metrics calculated at close of trading on 21-May-2015
Day Change Summary
Previous Current
20-May-2015 21-May-2015 Change Change % Previous Week
Open 1,254.9 1,253.9 -1.0 -0.1% 1,229.9
High 1,260.0 1,260.3 0.3 0.0% 1,247.8
Low 1,248.5 1,250.1 1.6 0.1% 1,213.3
Close 1,256.2 1,253.5 -2.7 -0.2% 1,241.2
Range 11.5 10.2 -1.3 -11.3% 34.5
ATR 16.2 15.8 -0.4 -2.6% 0.0
Volume 60,744 57,550 -3,194 -5.3% 409,191
Daily Pivots for day following 21-May-2015
Classic Woodie Camarilla DeMark
R4 1,285.3 1,279.5 1,259.0
R3 1,275.0 1,269.3 1,256.3
R2 1,264.8 1,264.8 1,255.3
R1 1,259.3 1,259.3 1,254.5 1,257.0
PP 1,254.8 1,254.8 1,254.8 1,253.5
S1 1,249.0 1,249.0 1,252.5 1,246.8
S2 1,244.5 1,244.5 1,251.8
S3 1,234.3 1,238.8 1,250.8
S4 1,224.0 1,228.5 1,248.0
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 1,234.6 25.8 2.1% 13.5 1.1% 73% False False 65,738
10 1,260.4 1,213.3 47.1 3.8% 14.5 1.2% 85% False False 75,236
20 1,274.9 1,207.1 67.8 5.4% 17.3 1.4% 68% False False 90,580
40 1,277.2 1,207.1 70.1 5.6% 16.3 1.3% 66% False False 82,648
60 1,277.2 1,198.8 78.4 6.3% 15.3 1.2% 70% False False 73,135
80 1,277.2 1,145.0 132.2 10.5% 13.3 1.1% 82% False False 54,859
100 1,277.2 1,137.0 140.2 11.2% 12.0 0.9% 83% False False 43,888
120 1,277.2 1,126.7 150.5 12.0% 10.0 0.8% 84% False False 36,574
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.9
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 1,303.8
2.618 1,287.0
1.618 1,276.8
1.000 1,270.5
0.618 1,266.5
HIGH 1,260.3
0.618 1,256.5
0.500 1,255.3
0.382 1,254.0
LOW 1,250.0
0.618 1,243.8
1.000 1,240.0
1.618 1,233.5
2.618 1,223.5
4.250 1,206.8
Fisher Pivots for day following 21-May-2015
Pivot 1 day 3 day
R1 1,255.3 1,254.3
PP 1,254.8 1,254.0
S1 1,254.0 1,253.8

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

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