ICE Russell 2000 Mini Future March 2016


Trading Metrics calculated at close of trading on 01-Oct-2015
Day Change Summary
Previous Current
30-Sep-2015 01-Oct-2015 Change Change % Previous Week
Open 1,085.3 1,100.0 14.7 1.4% 1,156.1
High 1,092.5 1,103.4 10.9 1.0% 1,156.1
Low 1,081.0 1,075.0 -6.0 -0.6% 1,112.2
Close 1,091.4 1,091.1 -0.3 0.0% 1,112.2
Range 11.5 28.4 16.9 147.0% 43.9
ATR 12.9 14.0 1.1 8.6% 0.0
Volume 26 55 29 111.5% 3
Daily Pivots for day following 01-Oct-2015
Classic Woodie Camarilla DeMark
R4 1,175.0 1,161.5 1,106.8
R3 1,146.8 1,133.0 1,099.0
R2 1,118.3 1,118.3 1,096.3
R1 1,104.8 1,104.8 1,093.8 1,097.3
PP 1,089.8 1,089.8 1,089.8 1,086.0
S1 1,076.3 1,076.3 1,088.5 1,068.8
S2 1,061.5 1,061.5 1,086.0
S3 1,033.0 1,047.8 1,083.3
S4 1,004.8 1,019.5 1,075.5
Weekly Pivots for week ending 25-Sep-2015
Classic Woodie Camarilla DeMark
R4 1,258.5 1,229.3 1,136.3
R3 1,214.8 1,185.3 1,124.3
R2 1,170.8 1,170.8 1,120.3
R1 1,141.5 1,141.5 1,116.3 1,134.3
PP 1,126.8 1,126.8 1,126.8 1,123.3
S1 1,097.5 1,097.5 1,108.3 1,090.3
S2 1,083.0 1,083.0 1,104.3
S3 1,039.0 1,053.8 1,100.3
S4 995.3 1,009.8 1,088.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,112.2 1,065.5 46.7 4.3% 14.8 1.3% 55% False False 37
10 1,160.0 1,065.5 94.5 8.7% 8.3 0.7% 27% False False 19
20 1,167.2 1,065.5 101.7 9.3% 4.0 0.4% 25% False False 9
40 1,213.2 1,065.5 147.7 13.5% 2.0 0.2% 17% False False 4
60 1,261.5 1,065.5 196.0 18.0% 1.3 0.1% 13% False False 3
80 1,282.5 1,065.5 217.0 19.9% 1.0 0.1% 12% False False 2
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 1.1
Widest range in 84 trading days
Fibonacci Retracements and Extensions
4.250 1,224.0
2.618 1,177.8
1.618 1,149.3
1.000 1,131.8
0.618 1,121.0
HIGH 1,103.5
0.618 1,092.5
0.500 1,089.3
0.382 1,085.8
LOW 1,075.0
0.618 1,057.5
1.000 1,046.5
1.618 1,029.0
2.618 1,000.8
4.250 954.3
Fisher Pivots for day following 01-Oct-2015
Pivot 1 day 3 day
R1 1,090.5 1,089.0
PP 1,089.8 1,086.8
S1 1,089.3 1,084.5

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

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