ICE Russell 2000 Mini Future June 2015


Trading Metrics calculated at close of trading on 02-Jun-2015
Day Change Summary
Previous Current
01-Jun-2015 02-Jun-2015 Change Change % Previous Week
Open 1,244.5 1,248.4 3.9 0.3% 1,252.0
High 1,254.6 1,258.6 4.0 0.3% 1,254.9
Low 1,235.2 1,235.9 0.7 0.1% 1,230.1
Close 1,248.4 1,250.4 2.0 0.2% 1,244.3
Range 19.4 22.7 3.3 17.0% 24.8
ATR 16.4 16.8 0.5 2.8% 0.0
Volume 116,688 110,474 -6,214 -5.3% 389,947
Daily Pivots for day following 02-Jun-2015
Classic Woodie Camarilla DeMark
R4 1,316.5 1,306.0 1,263.0
R3 1,293.8 1,283.5 1,256.8
R2 1,271.0 1,271.0 1,254.5
R1 1,260.8 1,260.8 1,252.5 1,265.8
PP 1,248.3 1,248.3 1,248.3 1,251.0
S1 1,238.0 1,238.0 1,248.3 1,243.3
S2 1,225.5 1,225.5 1,246.3
S3 1,203.0 1,215.3 1,244.3
S4 1,180.3 1,192.5 1,238.0
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 1,258.6 1,232.8 25.8 2.1% 18.3 1.5% 68% True False 100,059
10 1,260.4 1,230.1 30.3 2.4% 16.3 1.3% 67% False False 86,666
20 1,260.4 1,207.1 53.3 4.3% 16.5 1.3% 81% False False 87,587
40 1,277.2 1,207.1 70.1 5.6% 16.5 1.3% 62% False False 86,014
60 1,277.2 1,198.8 78.4 6.3% 16.5 1.3% 66% False False 84,362
80 1,277.2 1,186.7 90.5 7.2% 14.0 1.1% 70% False False 63,371
100 1,277.2 1,137.0 140.2 11.2% 13.0 1.0% 81% False False 50,698
120 1,277.2 1,126.7 150.5 12.0% 11.0 0.9% 82% False False 42,249
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 4.6
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,355.0
2.618 1,318.0
1.618 1,295.3
1.000 1,281.3
0.618 1,272.8
HIGH 1,258.5
0.618 1,250.0
0.500 1,247.3
0.382 1,244.5
LOW 1,236.0
0.618 1,221.8
1.000 1,213.3
1.618 1,199.3
2.618 1,176.5
4.250 1,139.5
Fisher Pivots for day following 02-Jun-2015
Pivot 1 day 3 day
R1 1,249.3 1,249.3
PP 1,248.3 1,248.0
S1 1,247.3 1,247.0

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

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