ICE Russell 2000 Mini Future March 2015


Trading Metrics calculated at close of trading on 23-Dec-2014
Day Change Summary
Previous Current
22-Dec-2014 23-Dec-2014 Change Change % Previous Week
Open 1,192.4 1,199.8 7.4 0.6% 1,144.1
High 1,201.0 1,208.4 7.4 0.6% 1,197.7
Low 1,190.3 1,196.0 5.7 0.5% 1,128.2
Close 1,198.7 1,201.6 2.9 0.2% 1,193.3
Range 10.7 12.4 1.7 15.9% 69.5
ATR 19.7 19.2 -0.5 -2.6% 0.0
Volume 75,138 76,262 1,124 1.5% 998,134
Daily Pivots for day following 23-Dec-2014
Classic Woodie Camarilla DeMark
R4 1,239.3 1,232.8 1,208.5
R3 1,226.8 1,220.5 1,205.0
R2 1,214.5 1,214.5 1,203.8
R1 1,208.0 1,208.0 1,202.8 1,211.3
PP 1,202.0 1,202.0 1,202.0 1,203.5
S1 1,195.5 1,195.5 1,200.5 1,198.8
S2 1,189.5 1,189.5 1,199.3
S3 1,177.3 1,183.3 1,198.3
S4 1,164.8 1,170.8 1,194.8
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 1,208.4 1,132.0 76.4 6.4% 20.3 1.7% 91% True False 131,304
10 1,208.4 1,128.2 80.2 6.7% 22.3 1.8% 92% True False 146,303
20 1,208.4 1,128.2 80.2 6.7% 20.0 1.7% 92% True False 73,985
40 1,208.4 1,121.7 86.7 7.2% 16.8 1.4% 92% True False 37,027
60 1,208.4 1,038.8 169.6 14.1% 15.3 1.3% 96% True False 24,692
80 1,208.4 1,038.8 169.6 14.1% 12.3 1.0% 96% True False 18,522
100 1,208.4 1,038.8 169.6 14.1% 9.8 0.8% 96% True False 14,817
120 1,208.4 1,038.8 169.6 14.1% 8.3 0.7% 96% True False 12,527
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 4.9
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,261.0
2.618 1,240.8
1.618 1,228.5
1.000 1,220.8
0.618 1,216.0
HIGH 1,208.5
0.618 1,203.8
0.500 1,202.3
0.382 1,200.8
LOW 1,196.0
0.618 1,188.3
1.000 1,183.5
1.618 1,176.0
2.618 1,163.5
4.250 1,143.3
Fisher Pivots for day following 23-Dec-2014
Pivot 1 day 3 day
R1 1,202.3 1,199.5
PP 1,202.0 1,197.5
S1 1,201.8 1,195.5

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

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