ICE Russell 2000 Mini Future March 2015


Trading Metrics calculated at close of trading on 17-Dec-2014
Day Change Summary
Previous Current
16-Dec-2014 17-Dec-2014 Change Change % Previous Week
Open 1,138.0 1,135.3 -2.7 -0.2% 1,179.9
High 1,154.0 1,171.6 17.6 1.5% 1,184.2
Low 1,128.2 1,132.0 3.8 0.3% 1,141.7
Close 1,131.4 1,171.1 39.7 3.5% 1,142.3
Range 25.8 39.6 13.8 53.5% 42.5
ATR 19.1 20.6 1.5 7.9% 0.0
Volume 257,579 218,581 -38,998 -15.1% 321,473
Daily Pivots for day following 17-Dec-2014
Classic Woodie Camarilla DeMark
R4 1,277.0 1,263.8 1,193.0
R3 1,237.5 1,224.0 1,182.0
R2 1,197.8 1,197.8 1,178.3
R1 1,184.5 1,184.5 1,174.8 1,191.3
PP 1,158.3 1,158.3 1,158.3 1,161.5
S1 1,144.8 1,144.8 1,167.5 1,151.5
S2 1,118.8 1,118.8 1,163.8
S3 1,079.0 1,105.3 1,160.3
S4 1,039.5 1,065.8 1,149.3
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 1,177.7 1,128.2 49.5 4.2% 27.0 2.3% 87% False False 200,083
10 1,184.2 1,128.2 56.0 4.8% 24.8 2.1% 77% False False 103,640
20 1,188.0 1,128.2 59.8 5.1% 20.3 1.7% 72% False False 52,126
40 1,188.0 1,090.9 97.1 8.3% 15.5 1.3% 83% False False 26,079
60 1,188.0 1,038.8 149.2 12.7% 15.0 1.3% 89% False False 17,395
80 1,188.0 1,038.8 149.2 12.7% 11.5 1.0% 89% False False 13,047
100 1,188.0 1,038.8 149.2 12.7% 9.3 0.8% 89% False False 10,438
120 1,195.6 1,038.8 156.8 13.4% 7.8 0.7% 84% False False 8,933
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.9
Widest range in 180 trading days
Fibonacci Retracements and Extensions
4.250 1,340.0
2.618 1,275.3
1.618 1,235.8
1.000 1,211.3
0.618 1,196.0
HIGH 1,171.5
0.618 1,156.5
0.500 1,151.8
0.382 1,147.3
LOW 1,132.0
0.618 1,107.5
1.000 1,092.5
1.618 1,068.0
2.618 1,028.3
4.250 963.8
Fisher Pivots for day following 17-Dec-2014
Pivot 1 day 3 day
R1 1,164.8 1,164.0
PP 1,158.3 1,157.0
S1 1,151.8 1,150.0

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

View Archives - Comment on this page... - Back to Index of Symbols