ICE Russell 2000 Mini Future December 2015


Trading Metrics calculated at close of trading on 12-Oct-2015
Day Change Summary
Previous Current
09-Oct-2015 12-Oct-2015 Change Change % Previous Week
Open 1,156.5 1,159.7 3.2 0.3% 1,110.7
High 1,165.7 1,164.2 -1.5 -0.1% 1,165.7
Low 1,156.5 1,155.0 -1.5 -0.1% 1,109.0
Close 1,161.5 1,161.3 -0.2 0.0% 1,161.5
Range 9.2 9.2 0.0 0.0% 56.7
ATR 23.5 22.5 -1.0 -4.3% 0.0
Volume 72,627 53,766 -18,861 -26.0% 511,320
Daily Pivots for day following 12-Oct-2015
Classic Woodie Camarilla DeMark
R4 1,187.8 1,183.8 1,166.3
R3 1,178.5 1,174.5 1,163.8
R2 1,169.3 1,169.3 1,163.0
R1 1,165.3 1,165.3 1,162.3 1,167.3
PP 1,160.3 1,160.3 1,160.3 1,161.3
S1 1,156.3 1,156.3 1,160.5 1,158.3
S2 1,151.0 1,151.0 1,159.5
S3 1,141.8 1,147.0 1,158.8
S4 1,132.5 1,137.8 1,156.3
Weekly Pivots for week ending 09-Oct-2015
Classic Woodie Camarilla DeMark
R4 1,315.5 1,295.3 1,192.8
R3 1,258.8 1,238.5 1,177.0
R2 1,202.0 1,202.0 1,172.0
R1 1,181.8 1,181.8 1,166.8 1,192.0
PP 1,145.5 1,145.5 1,145.5 1,150.5
S1 1,125.0 1,125.0 1,156.3 1,135.3
S2 1,088.8 1,088.8 1,151.0
S3 1,032.0 1,068.5 1,146.0
S4 975.3 1,011.8 1,130.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,165.7 1,121.3 44.4 3.8% 17.3 1.5% 90% False False 91,131
10 1,165.7 1,073.2 92.5 8.0% 22.8 2.0% 95% False False 111,734
20 1,190.0 1,073.2 116.8 10.1% 23.5 2.0% 75% False False 116,669
40 1,216.0 1,073.2 142.8 12.3% 23.3 2.0% 62% False False 68,977
60 1,254.5 1,073.2 181.3 15.6% 19.0 1.6% 49% False False 46,009
80 1,288.0 1,073.2 214.8 18.5% 14.8 1.3% 41% False False 34,507
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.1
Fibonacci Retracements and Extensions
4.250 1,203.3
2.618 1,188.3
1.618 1,179.0
1.000 1,173.5
0.618 1,170.0
HIGH 1,164.3
0.618 1,160.8
0.500 1,159.5
0.382 1,158.5
LOW 1,155.0
0.618 1,149.3
1.000 1,145.8
1.618 1,140.0
2.618 1,131.0
4.250 1,116.0
Fisher Pivots for day following 12-Oct-2015
Pivot 1 day 3 day
R1 1,160.8 1,158.8
PP 1,160.3 1,156.3
S1 1,159.5 1,153.5

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

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