ICE Russell 2000 Mini Future March 2015


Trading Metrics calculated at close of trading on 12-Dec-2014
Day Change Summary
Previous Current
11-Dec-2014 12-Dec-2014 Change Change % Previous Week
Open 1,157.5 1,156.2 -1.3 -0.1% 1,179.9
High 1,177.7 1,160.3 -17.4 -1.5% 1,184.2
Low 1,153.1 1,141.7 -11.4 -1.0% 1,141.7
Close 1,158.1 1,142.3 -15.8 -1.4% 1,142.3
Range 24.6 18.6 -6.0 -24.4% 42.5
ATR 18.0 18.1 0.0 0.2% 0.0
Volume 100,633 188,188 87,555 87.0% 321,473
Daily Pivots for day following 12-Dec-2014
Classic Woodie Camarilla DeMark
R4 1,204.0 1,191.8 1,152.5
R3 1,185.3 1,173.0 1,147.5
R2 1,166.8 1,166.8 1,145.8
R1 1,154.5 1,154.5 1,144.0 1,151.3
PP 1,148.0 1,148.0 1,148.0 1,146.5
S1 1,136.0 1,136.0 1,140.5 1,132.8
S2 1,129.5 1,129.5 1,139.0
S3 1,111.0 1,117.3 1,137.3
S4 1,092.3 1,098.8 1,132.0
Weekly Pivots for week ending 12-Dec-2014
Classic Woodie Camarilla DeMark
R4 1,283.5 1,255.5 1,165.8
R3 1,241.0 1,213.0 1,154.0
R2 1,198.5 1,198.5 1,150.0
R1 1,170.5 1,170.5 1,146.3 1,163.3
PP 1,156.0 1,156.0 1,156.0 1,152.5
S1 1,128.0 1,128.0 1,138.5 1,120.8
S2 1,113.5 1,113.5 1,134.5
S3 1,071.0 1,085.5 1,130.5
S4 1,028.5 1,043.0 1,119.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,184.2 1,141.7 42.5 3.7% 26.0 2.3% 1% False True 64,294
10 1,184.2 1,141.7 42.5 3.7% 20.8 1.8% 1% False True 32,897
20 1,188.0 1,141.7 46.3 4.1% 17.0 1.5% 1% False True 16,552
40 1,188.0 1,077.5 110.5 9.7% 13.3 1.2% 59% False False 8,290
60 1,188.0 1,038.8 149.2 13.1% 13.8 1.2% 69% False False 5,537
80 1,188.0 1,038.8 149.2 13.1% 10.5 0.9% 69% False False 4,152
100 1,188.0 1,038.8 149.2 13.1% 8.3 0.7% 69% False False 3,354
120 1,195.6 1,038.8 156.8 13.7% 7.0 0.6% 66% False False 3,053
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.6
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,239.3
2.618 1,209.0
1.618 1,190.5
1.000 1,179.0
0.618 1,171.8
HIGH 1,160.3
0.618 1,153.3
0.500 1,151.0
0.382 1,148.8
LOW 1,141.8
0.618 1,130.3
1.000 1,123.0
1.618 1,111.5
2.618 1,093.0
4.250 1,062.8
Fisher Pivots for day following 12-Dec-2014
Pivot 1 day 3 day
R1 1,151.0 1,162.0
PP 1,148.0 1,155.5
S1 1,145.3 1,149.0

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

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