ICE Russell 2000 Mini Future June 2015


Trading Metrics calculated at close of trading on 01-Jun-2015
Day Change Summary
Previous Current
29-May-2015 01-Jun-2015 Change Change % Previous Week
Open 1,252.8 1,244.5 -8.3 -0.7% 1,252.0
High 1,254.9 1,254.6 -0.3 0.0% 1,254.9
Low 1,238.1 1,235.2 -2.9 -0.2% 1,230.1
Close 1,244.3 1,248.4 4.1 0.3% 1,244.3
Range 16.8 19.4 2.6 15.5% 24.8
ATR 16.2 16.4 0.2 1.4% 0.0
Volume 116,253 116,688 435 0.4% 389,947
Daily Pivots for day following 01-Jun-2015
Classic Woodie Camarilla DeMark
R4 1,304.3 1,295.8 1,259.0
R3 1,284.8 1,276.3 1,253.8
R2 1,265.5 1,265.5 1,252.0
R1 1,257.0 1,257.0 1,250.3 1,261.3
PP 1,246.0 1,246.0 1,246.0 1,248.3
S1 1,237.5 1,237.5 1,246.5 1,241.8
S2 1,226.8 1,226.8 1,244.8
S3 1,207.3 1,218.3 1,243.0
S4 1,187.8 1,198.8 1,237.8
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 1,254.9 1,230.1 24.8 2.0% 18.5 1.5% 74% False False 101,327
10 1,260.4 1,230.1 30.3 2.4% 16.0 1.3% 60% False False 83,624
20 1,260.4 1,207.1 53.3 4.3% 16.3 1.3% 77% False False 86,910
40 1,277.2 1,207.1 70.1 5.6% 16.5 1.3% 59% False False 84,791
60 1,277.2 1,198.8 78.4 6.3% 16.3 1.3% 63% False False 82,526
80 1,277.2 1,186.7 90.5 7.2% 13.8 1.1% 68% False False 61,991
100 1,277.2 1,137.0 140.2 11.2% 12.8 1.0% 79% False False 49,593
120 1,277.2 1,126.7 150.5 12.1% 10.8 0.9% 81% False False 41,329
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 4.1
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,337.0
2.618 1,305.5
1.618 1,286.0
1.000 1,274.0
0.618 1,266.5
HIGH 1,254.5
0.618 1,247.3
0.500 1,245.0
0.382 1,242.5
LOW 1,235.3
0.618 1,223.3
1.000 1,215.8
1.618 1,203.8
2.618 1,184.5
4.250 1,152.8
Fisher Pivots for day following 01-Jun-2015
Pivot 1 day 3 day
R1 1,247.3 1,247.3
PP 1,246.0 1,246.3
S1 1,245.0 1,245.0

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

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