ICE Russell 2000 Mini Future June 2015


Trading Metrics calculated at close of trading on 29-May-2015
Day Change Summary
Previous Current
28-May-2015 29-May-2015 Change Change % Previous Week
Open 1,252.9 1,252.8 -0.1 0.0% 1,252.0
High 1,254.2 1,254.9 0.7 0.1% 1,254.9
Low 1,242.9 1,238.1 -4.8 -0.4% 1,230.1
Close 1,252.9 1,244.3 -8.6 -0.7% 1,244.3
Range 11.3 16.8 5.5 48.7% 24.8
ATR 16.1 16.2 0.0 0.3% 0.0
Volume 63,557 116,253 52,696 82.9% 389,947
Daily Pivots for day following 29-May-2015
Classic Woodie Camarilla DeMark
R4 1,296.3 1,287.0 1,253.5
R3 1,279.3 1,270.3 1,249.0
R2 1,262.5 1,262.5 1,247.5
R1 1,253.5 1,253.5 1,245.8 1,249.5
PP 1,245.8 1,245.8 1,245.8 1,243.8
S1 1,236.8 1,236.8 1,242.8 1,232.8
S2 1,229.0 1,229.0 1,241.3
S3 1,212.3 1,219.8 1,239.8
S4 1,195.3 1,203.0 1,235.0
Weekly Pivots for week ending 29-May-2015
Classic Woodie Camarilla DeMark
R4 1,317.5 1,305.8 1,258.0
R3 1,292.8 1,281.0 1,251.0
R2 1,268.0 1,268.0 1,248.8
R1 1,256.0 1,256.0 1,246.5 1,249.5
PP 1,243.0 1,243.0 1,243.0 1,239.8
S1 1,231.3 1,231.3 1,242.0 1,224.8
S2 1,218.3 1,218.3 1,239.8
S3 1,193.5 1,206.5 1,237.5
S4 1,168.8 1,181.8 1,230.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,257.9 1,230.1 27.8 2.2% 17.0 1.4% 51% False False 90,767
10 1,260.4 1,230.1 30.3 2.4% 15.3 1.2% 47% False False 78,252
20 1,260.4 1,207.1 53.3 4.3% 16.0 1.3% 70% False False 86,548
40 1,277.2 1,207.1 70.1 5.6% 16.5 1.3% 53% False False 83,421
60 1,277.2 1,198.8 78.4 6.3% 16.3 1.3% 58% False False 80,586
80 1,277.2 1,181.7 95.5 7.7% 13.5 1.1% 66% False False 60,532
100 1,277.2 1,137.0 140.2 11.3% 12.5 1.0% 77% False False 48,427
120 1,277.2 1,126.7 150.5 12.1% 10.8 0.9% 78% False False 40,356
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 3.8
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,326.3
2.618 1,299.0
1.618 1,282.0
1.000 1,271.8
0.618 1,265.3
HIGH 1,255.0
0.618 1,248.5
0.500 1,246.5
0.382 1,244.5
LOW 1,238.0
0.618 1,227.8
1.000 1,221.3
1.618 1,211.0
2.618 1,194.0
4.250 1,166.8
Fisher Pivots for day following 29-May-2015
Pivot 1 day 3 day
R1 1,246.5 1,244.3
PP 1,245.8 1,244.0
S1 1,245.0 1,243.8

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

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