ICE Russell 2000 Mini Future March 2015


Trading Metrics calculated at close of trading on 22-Dec-2014
Day Change Summary
Previous Current
19-Dec-2014 22-Dec-2014 Change Change % Previous Week
Open 1,188.8 1,192.4 3.6 0.3% 1,144.1
High 1,197.7 1,201.0 3.3 0.3% 1,197.7
Low 1,182.5 1,190.3 7.8 0.7% 1,128.2
Close 1,193.3 1,198.7 5.4 0.5% 1,193.3
Range 15.2 10.7 -4.5 -29.6% 69.5
ATR 20.4 19.7 -0.7 -3.4% 0.0
Volume 112,552 75,138 -37,414 -33.2% 998,134
Daily Pivots for day following 22-Dec-2014
Classic Woodie Camarilla DeMark
R4 1,228.8 1,224.5 1,204.5
R3 1,218.0 1,213.8 1,201.8
R2 1,207.3 1,207.3 1,200.8
R1 1,203.0 1,203.0 1,199.8 1,205.3
PP 1,196.8 1,196.8 1,196.8 1,197.8
S1 1,192.3 1,192.3 1,197.8 1,194.5
S2 1,186.0 1,186.0 1,196.8
S3 1,175.3 1,181.8 1,195.8
S4 1,164.5 1,171.0 1,192.8
Weekly Pivots for week ending 19-Dec-2014
Classic Woodie Camarilla DeMark
R4 1,381.5 1,357.0 1,231.5
R3 1,312.0 1,287.5 1,212.5
R2 1,242.5 1,242.5 1,206.0
R1 1,218.0 1,218.0 1,199.8 1,230.3
PP 1,173.0 1,173.0 1,173.0 1,179.3
S1 1,148.5 1,148.5 1,187.0 1,160.8
S2 1,103.5 1,103.5 1,180.5
S3 1,034.0 1,079.0 1,174.3
S4 964.5 1,009.5 1,155.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,201.0 1,128.2 72.8 6.1% 22.8 1.9% 97% True False 167,567
10 1,201.0 1,128.2 72.8 6.1% 24.5 2.0% 97% True False 139,243
20 1,201.0 1,128.2 72.8 6.1% 19.8 1.6% 97% True False 70,174
40 1,201.0 1,104.9 96.1 8.0% 16.5 1.4% 98% True False 35,121
60 1,201.0 1,038.8 162.2 13.5% 15.3 1.3% 99% True False 23,421
80 1,201.0 1,038.8 162.2 13.5% 12.3 1.0% 99% True False 17,568
100 1,201.0 1,038.8 162.2 13.5% 9.8 0.8% 99% True False 14,055
120 1,201.0 1,038.8 162.2 13.5% 8.0 0.7% 99% True False 11,898
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 6.1
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 1,246.5
2.618 1,229.0
1.618 1,218.3
1.000 1,211.8
0.618 1,207.5
HIGH 1,201.0
0.618 1,197.0
0.500 1,195.8
0.382 1,194.5
LOW 1,190.3
0.618 1,183.8
1.000 1,179.5
1.618 1,173.0
2.618 1,162.3
4.250 1,144.8
Fisher Pivots for day following 22-Dec-2014
Pivot 1 day 3 day
R1 1,197.8 1,194.3
PP 1,196.8 1,189.8
S1 1,195.8 1,185.3

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

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