ICE Russell 2000 Mini Future December 2015


Trading Metrics calculated at close of trading on 20-Oct-2015
Day Change Summary
Previous Current
19-Oct-2015 20-Oct-2015 Change Change % Previous Week
Open 1,155.3 1,159.9 4.6 0.4% 1,159.7
High 1,166.5 1,167.3 0.8 0.1% 1,167.4
Low 1,150.5 1,154.5 4.0 0.3% 1,130.3
Close 1,160.9 1,157.2 -3.7 -0.3% 1,156.7
Range 16.0 12.8 -3.2 -20.0% 37.1
ATR 22.3 21.7 -0.7 -3.0% 0.0
Volume 77,984 64,569 -13,415 -17.2% 455,193
Daily Pivots for day following 20-Oct-2015
Classic Woodie Camarilla DeMark
R4 1,198.0 1,190.5 1,164.3
R3 1,185.3 1,177.8 1,160.8
R2 1,172.5 1,172.5 1,159.5
R1 1,164.8 1,164.8 1,158.3 1,162.3
PP 1,159.8 1,159.8 1,159.8 1,158.5
S1 1,152.0 1,152.0 1,156.0 1,149.5
S2 1,146.8 1,146.8 1,154.8
S3 1,134.0 1,139.3 1,153.8
S4 1,121.3 1,126.5 1,150.3
Weekly Pivots for week ending 16-Oct-2015
Classic Woodie Camarilla DeMark
R4 1,262.8 1,246.8 1,177.0
R3 1,225.8 1,209.8 1,167.0
R2 1,188.5 1,188.5 1,163.5
R1 1,172.8 1,172.8 1,160.0 1,162.0
PP 1,151.5 1,151.5 1,151.5 1,146.3
S1 1,135.5 1,135.5 1,153.3 1,125.0
S2 1,114.3 1,114.3 1,150.0
S3 1,077.3 1,098.5 1,146.5
S4 1,040.3 1,061.3 1,136.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,167.3 1,130.3 37.0 3.2% 19.8 1.7% 73% True False 89,182
10 1,167.4 1,122.7 44.7 3.9% 19.3 1.7% 77% False False 90,044
20 1,167.4 1,073.2 94.2 8.1% 23.3 2.0% 89% False False 106,002
40 1,190.0 1,073.2 116.8 10.1% 22.5 1.9% 72% False False 82,522
60 1,237.6 1,073.2 164.4 14.2% 20.3 1.8% 51% False False 55,074
80 1,264.7 1,073.2 191.5 16.5% 16.0 1.4% 44% False False 41,307
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 4.2
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1,221.8
2.618 1,200.8
1.618 1,188.0
1.000 1,180.0
0.618 1,175.3
HIGH 1,167.3
0.618 1,162.5
0.500 1,161.0
0.382 1,159.5
LOW 1,154.5
0.618 1,146.5
1.000 1,141.8
1.618 1,133.8
2.618 1,121.0
4.250 1,100.0
Fisher Pivots for day following 20-Oct-2015
Pivot 1 day 3 day
R1 1,161.0 1,158.0
PP 1,159.8 1,157.8
S1 1,158.5 1,157.5

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

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