ICE Russell 2000 Mini Future June 2015


Trading Metrics calculated at close of trading on 18-Jun-2015
Day Change Summary
Previous Current
17-Jun-2015 18-Jun-2015 Change Change % Previous Week
Open 1,269.1 1,266.7 -2.4 -0.2% 1,260.1
High 1,275.5 1,288.2 12.7 1.0% 1,271.3
Low 1,265.3 1,263.3 -2.0 -0.2% 1,240.3
Close 1,267.4 1,285.5 18.1 1.4% 1,265.8
Range 10.2 24.9 14.7 144.1% 31.0
ATR 16.0 16.7 0.6 4.0% 0.0
Volume 56,819 31,549 -25,270 -44.5% 534,612
Daily Pivots for day following 18-Jun-2015
Classic Woodie Camarilla DeMark
R4 1,353.8 1,344.5 1,299.3
R3 1,328.8 1,319.5 1,292.3
R2 1,304.0 1,304.0 1,290.0
R1 1,294.8 1,294.8 1,287.8 1,299.3
PP 1,279.0 1,279.0 1,279.0 1,281.3
S1 1,269.8 1,269.8 1,283.3 1,274.5
S2 1,254.0 1,254.0 1,281.0
S3 1,229.3 1,245.0 1,278.8
S4 1,204.3 1,220.0 1,271.8
Weekly Pivots for week ending 12-Jun-2015
Classic Woodie Camarilla DeMark
R4 1,352.3 1,340.0 1,282.8
R3 1,321.3 1,309.0 1,274.3
R2 1,290.3 1,290.3 1,271.5
R1 1,278.0 1,278.0 1,268.8 1,284.0
PP 1,259.3 1,259.3 1,259.3 1,262.3
S1 1,247.0 1,247.0 1,263.0 1,253.0
S2 1,228.3 1,228.3 1,260.0
S3 1,197.3 1,216.0 1,257.3
S4 1,166.3 1,185.0 1,248.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,288.2 1,244.6 43.6 3.4% 17.0 1.3% 94% True False 85,664
10 1,288.2 1,238.4 49.8 3.9% 16.0 1.2% 95% True False 96,776
20 1,288.2 1,230.1 58.1 4.5% 16.5 1.3% 95% True False 95,872
40 1,288.2 1,207.1 81.1 6.3% 17.0 1.3% 97% True False 93,357
60 1,288.2 1,207.1 81.1 6.3% 16.8 1.3% 97% True False 87,848
80 1,288.2 1,198.8 89.4 7.0% 15.5 1.2% 97% True False 78,101
100 1,288.2 1,145.0 143.2 11.1% 14.0 1.1% 98% True False 62,486
120 1,288.2 1,137.0 151.2 11.8% 12.8 1.0% 98% True False 52,073
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.3
Widest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 1,394.0
2.618 1,353.5
1.618 1,328.5
1.000 1,313.0
0.618 1,303.5
HIGH 1,288.3
0.618 1,278.8
0.500 1,275.8
0.382 1,272.8
LOW 1,263.3
0.618 1,248.0
1.000 1,238.5
1.618 1,223.0
2.618 1,198.0
4.250 1,157.5
Fisher Pivots for day following 18-Jun-2015
Pivot 1 day 3 day
R1 1,282.3 1,280.3
PP 1,279.0 1,275.0
S1 1,275.8 1,269.5

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

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