ICE Russell 2000 Mini Future June 2015

Trading Metrics calculated at close of trading on 27-May-2015

Day Change Summary
	Previous	Current
	26-May-2015	27-May-2015	Change	Change %	Previous Week
Open	1,252.0	1,238.8	-13.2	-1.1%	1,241.2
High	1,253.1	1,254.3	1.2	0.1%	1,260.4
Low	1,230.1	1,232.8	2.7	0.2%	1,236.5
Close	1,238.7	1,252.9	14.2	1.1%	1,249.6
Range	23.0	21.5	-1.5	-6.5%	23.9
ATR	16.1	16.5	0.4	2.4%	0.0
Volume	116,810	93,327	-23,483	-20.1%	329,613

Daily Pivots for day following 27-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	1,311.3	1,303.5	1,264.8
R3	1,289.8	1,282.0	1,258.8
R2	1,268.3	1,268.3	1,256.8
R1	1,260.5	1,260.5	1,254.8	1,264.3
PP	1,246.8	1,246.8	1,246.8	1,248.5
S1	1,239.0	1,239.0	1,251.0	1,242.8
S2	1,225.3	1,225.3	1,249.0
S3	1,203.8	1,217.5	1,247.0
S4	1,182.3	1,196.0	1,241.0

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	1,260.3	1,230.1	30.2	2.4%	15.8	1.3%	75%	False	False	78,464
10	1,260.4	1,224.8	35.6	2.8%	15.5	1.2%	79%	False	False	75,216
20	1,260.4	1,207.1	53.3	4.3%	17.0	1.4%	86%	False	False	91,200
40	1,277.2	1,207.1	70.1	5.6%	16.5	1.3%	65%	False	False	83,780
60	1,277.2	1,198.8	78.4	6.3%	16.0	1.3%	69%	False	False	77,697
80	1,277.2	1,145.0	132.2	10.6%	13.5	1.1%	82%	False	False	58,284
100	1,277.2	1,137.0	140.2	11.2%	12.3	1.0%	83%	False	False	46,628
120	1,277.2	1,126.7	150.5	12.0%	10.5	0.8%	84%	False	False	38,858

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	4.2
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,345.8
2.618	1,310.5
1.618	1,289.0
1.000	1,275.8
0.618	1,267.5
HIGH	1,254.3
0.618	1,246.0
0.500	1,243.5
0.382	1,241.0
LOW	1,232.8
0.618	1,219.5
1.000	1,211.3
1.618	1,198.0
2.618	1,176.5
4.250	1,141.5

Fisher Pivots for day following 27-May-2015
Pivot	1 day	3 day
R1	1,249.8	1,250.0
PP	1,246.8	1,247.0
S1	1,243.5	1,244.0

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols