ICE Russell 2000 Mini Future June 2015


Trading Metrics calculated at close of trading on 03-Jun-2015
Day Change Summary
Previous Current
02-Jun-2015 03-Jun-2015 Change Change % Previous Week
Open 1,248.4 1,250.9 2.5 0.2% 1,252.0
High 1,258.6 1,265.3 6.7 0.5% 1,254.9
Low 1,235.9 1,249.4 13.5 1.1% 1,230.1
Close 1,250.4 1,264.3 13.9 1.1% 1,244.3
Range 22.7 15.9 -6.8 -30.0% 24.8
ATR 16.8 16.8 -0.1 -0.4% 0.0
Volume 110,474 104,678 -5,796 -5.2% 389,947
Daily Pivots for day following 03-Jun-2015
Classic Woodie Camarilla DeMark
R4 1,307.3 1,301.8 1,273.0
R3 1,291.5 1,285.8 1,268.8
R2 1,275.5 1,275.5 1,267.3
R1 1,270.0 1,270.0 1,265.8 1,272.8
PP 1,259.8 1,259.8 1,259.8 1,261.0
S1 1,254.0 1,254.0 1,262.8 1,256.8
S2 1,243.8 1,243.8 1,261.5
S3 1,227.8 1,238.3 1,260.0
S4 1,212.0 1,222.3 1,255.5
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 1,265.3 1,235.2 30.1 2.4% 17.3 1.4% 97% True False 102,330
10 1,265.3 1,230.1 35.2 2.8% 16.5 1.3% 97% True False 90,397
20 1,265.3 1,207.1 58.2 4.6% 16.0 1.3% 98% True False 86,321
40 1,277.2 1,207.1 70.1 5.5% 16.5 1.3% 82% False False 87,118
60 1,277.2 1,198.8 78.4 6.2% 16.5 1.3% 84% False False 86,065
80 1,277.2 1,186.7 90.5 7.2% 14.0 1.1% 86% False False 64,680
100 1,277.2 1,137.0 140.2 11.1% 13.0 1.0% 91% False False 51,745
120 1,277.2 1,126.7 150.5 11.9% 11.3 0.9% 91% False False 43,122
Crabel Price Patterns
NR True
NR4 True
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 False
Bear Hook False
Bull Hook False
Stretch 4.3
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,333.0
2.618 1,307.0
1.618 1,291.0
1.000 1,281.3
0.618 1,275.3
HIGH 1,265.3
0.618 1,259.3
0.500 1,257.3
0.382 1,255.5
LOW 1,249.5
0.618 1,239.5
1.000 1,233.5
1.618 1,223.8
2.618 1,207.8
4.250 1,181.8
Fisher Pivots for day following 03-Jun-2015
Pivot 1 day 3 day
R1 1,262.0 1,259.5
PP 1,259.8 1,255.0
S1 1,257.3 1,250.3

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

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