ICE Russell 2000 Mini Future June 2015


Trading Metrics calculated at close of trading on 22-May-2015
Day Change Summary
Previous Current
21-May-2015 22-May-2015 Change Change % Previous Week
Open 1,253.9 1,255.2 1.3 0.1% 1,241.2
High 1,260.3 1,257.9 -2.4 -0.2% 1,260.4
Low 1,250.1 1,245.1 -5.0 -0.4% 1,236.5
Close 1,253.5 1,249.6 -3.9 -0.3% 1,249.6
Range 10.2 12.8 2.6 25.5% 23.9
ATR 15.8 15.6 -0.2 -1.3% 0.0
Volume 57,550 63,889 6,339 11.0% 329,613
Daily Pivots for day following 22-May-2015
Classic Woodie Camarilla DeMark
R4 1,289.3 1,282.3 1,256.8
R3 1,276.5 1,269.5 1,253.0
R2 1,263.8 1,263.8 1,252.0
R1 1,256.8 1,256.8 1,250.8 1,253.8
PP 1,250.8 1,250.8 1,250.8 1,249.5
S1 1,243.8 1,243.8 1,248.5 1,241.0
S2 1,238.0 1,238.0 1,247.3
S3 1,225.3 1,231.0 1,246.0
S4 1,212.5 1,218.3 1,242.5
Weekly Pivots for week ending 22-May-2015
Classic Woodie Camarilla DeMark
R4 1,320.5 1,309.0 1,262.8
R3 1,296.8 1,285.0 1,256.3
R2 1,272.8 1,272.8 1,254.0
R1 1,261.3 1,261.3 1,251.8 1,267.0
PP 1,248.8 1,248.8 1,248.8 1,251.8
S1 1,237.3 1,237.3 1,247.5 1,243.0
S2 1,225.0 1,225.0 1,245.3
S3 1,201.0 1,213.3 1,243.0
S4 1,177.3 1,189.5 1,236.5
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 1,236.5 23.9 1.9% 13.5 1.1% 55% False False 65,922
10 1,260.4 1,213.3 47.1 3.8% 14.5 1.2% 77% False False 73,880
20 1,274.9 1,207.1 67.8 5.4% 17.5 1.4% 63% False False 91,289
40 1,277.2 1,207.1 70.1 5.6% 16.3 1.3% 61% False False 81,872
60 1,277.2 1,198.8 78.4 6.3% 15.5 1.2% 65% False False 74,200
80 1,277.2 1,145.0 132.2 10.6% 13.3 1.1% 79% False False 55,658
100 1,277.2 1,137.0 140.2 11.2% 12.0 1.0% 80% False False 44,527
120 1,277.2 1,126.7 150.5 12.0% 10.0 0.8% 82% False False 37,107
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.0
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,312.3
2.618 1,291.5
1.618 1,278.5
1.000 1,270.8
0.618 1,265.8
HIGH 1,258.0
0.618 1,253.0
0.500 1,251.5
0.382 1,250.0
LOW 1,245.0
0.618 1,237.3
1.000 1,232.3
1.618 1,224.5
2.618 1,211.5
4.250 1,190.8
Fisher Pivots for day following 22-May-2015
Pivot 1 day 3 day
R1 1,251.5 1,252.8
PP 1,250.8 1,251.8
S1 1,250.3 1,250.8

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

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