ICE Russell 2000 Mini Future September 2015


Trading Metrics calculated at close of trading on 11-Jun-2015
Day Change Summary
Previous Current
10-Jun-2015 11-Jun-2015 Change Change % Previous Week
Open 1,246.6 1,260.4 13.8 1.1% 1,242.9
High 1,265.3 1,266.0 0.7 0.1% 1,260.0
Low 1,246.0 1,259.5 13.5 1.1% 1,231.0
Close 1,261.6 1,262.7 1.1 0.1% 1,255.0
Range 19.3 6.5 -12.8 -66.3% 29.0
ATR 12.8 12.4 -0.5 -3.5% 0.0
Volume 17,927 92,095 74,168 413.7% 2,016
Daily Pivots for day following 11-Jun-2015
Classic Woodie Camarilla DeMark
R4 1,282.3 1,279.0 1,266.3
R3 1,275.8 1,272.5 1,264.5
R2 1,269.3 1,269.3 1,264.0
R1 1,266.0 1,266.0 1,263.3 1,267.5
PP 1,262.8 1,262.8 1,262.8 1,263.5
S1 1,259.5 1,259.5 1,262.0 1,261.0
S2 1,256.3 1,256.3 1,261.5
S3 1,249.8 1,253.0 1,261.0
S4 1,243.3 1,246.5 1,259.0
Weekly Pivots for week ending 05-Jun-2015
Classic Woodie Camarilla DeMark
R4 1,335.8 1,324.3 1,271.0
R3 1,306.8 1,295.3 1,263.0
R2 1,277.8 1,277.8 1,260.3
R1 1,266.3 1,266.3 1,257.8 1,272.0
PP 1,248.8 1,248.8 1,248.8 1,251.5
S1 1,237.3 1,237.3 1,252.3 1,243.0
S2 1,219.8 1,219.8 1,249.8
S3 1,190.8 1,208.3 1,247.0
S4 1,161.8 1,179.3 1,239.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,266.0 1,233.5 32.5 2.6% 14.0 1.1% 90% True False 22,778
10 1,266.0 1,231.0 35.0 2.8% 15.3 1.2% 91% True False 11,557
20 1,266.0 1,227.6 38.4 3.0% 10.5 0.8% 91% True False 5,780
40 1,266.5 1,201.0 65.5 5.2% 8.5 0.7% 94% False False 2,899
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 3.4
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1,293.5
2.618 1,283.0
1.618 1,276.5
1.000 1,272.5
0.618 1,270.0
HIGH 1,266.0
0.618 1,263.5
0.500 1,262.8
0.382 1,262.0
LOW 1,259.5
0.618 1,255.5
1.000 1,253.0
1.618 1,249.0
2.618 1,242.5
4.250 1,232.0
Fisher Pivots for day following 11-Jun-2015
Pivot 1 day 3 day
R1 1,262.8 1,258.8
PP 1,262.8 1,254.8
S1 1,262.8 1,250.8

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

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