ICE Russell 2000 Mini Future March 2015


Trading Metrics calculated at close of trading on 02-Jan-2015
Day Change Summary
Previous Current
31-Dec-2014 02-Jan-2015 Change Change % Previous Week
Open 1,210.6 1,203.9 -6.7 -0.6% 1,213.3
High 1,220.2 1,211.0 -9.2 -0.8% 1,220.2
Low 1,198.7 1,182.9 -15.8 -1.3% 1,182.9
Close 1,200.7 1,192.2 -8.5 -0.7% 1,192.2
Range 21.5 28.1 6.6 30.7% 37.3
ATR 17.1 17.9 0.8 4.6% 0.0
Volume 69,811 113,699 43,888 62.9% 286,071
Daily Pivots for day following 02-Jan-2015
Classic Woodie Camarilla DeMark
R4 1,279.8 1,264.0 1,207.8
R3 1,251.5 1,236.0 1,200.0
R2 1,223.5 1,223.5 1,197.3
R1 1,207.8 1,207.8 1,194.8 1,201.5
PP 1,195.3 1,195.3 1,195.3 1,192.3
S1 1,179.8 1,179.8 1,189.5 1,173.5
S2 1,167.3 1,167.3 1,187.0
S3 1,139.3 1,151.8 1,184.5
S4 1,111.0 1,123.5 1,176.8
Weekly Pivots for week ending 02-Jan-2015
Classic Woodie Camarilla DeMark
R4 1,310.3 1,288.5 1,212.8
R3 1,273.0 1,251.3 1,202.5
R2 1,235.8 1,235.8 1,199.0
R1 1,214.0 1,214.0 1,195.5 1,206.3
PP 1,198.5 1,198.5 1,198.5 1,194.5
S1 1,176.8 1,176.8 1,188.8 1,169.0
S2 1,161.3 1,161.3 1,185.3
S3 1,123.8 1,139.3 1,182.0
S4 1,086.5 1,102.0 1,171.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,220.2 1,182.9 37.3 3.1% 16.3 1.4% 25% False True 62,887
10 1,220.2 1,169.3 50.9 4.3% 15.0 1.3% 45% False False 78,088
20 1,220.2 1,128.2 92.0 7.7% 19.8 1.7% 70% False False 90,864
40 1,220.2 1,128.2 92.0 7.7% 16.5 1.4% 70% False False 45,593
60 1,220.2 1,038.8 181.4 15.2% 15.5 1.3% 85% False False 30,403
80 1,220.2 1,038.8 181.4 15.2% 13.5 1.1% 85% False False 22,808
100 1,220.2 1,038.8 181.4 15.2% 10.8 0.9% 85% False False 18,247
120 1,220.2 1,038.8 181.4 15.2% 9.0 0.8% 85% False False 15,326
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 3.6
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1,330.5
2.618 1,284.5
1.618 1,256.5
1.000 1,239.0
0.618 1,228.3
HIGH 1,211.0
0.618 1,200.3
0.500 1,197.0
0.382 1,193.8
LOW 1,183.0
0.618 1,165.5
1.000 1,154.8
1.618 1,137.5
2.618 1,109.3
4.250 1,063.5
Fisher Pivots for day following 02-Jan-2015
Pivot 1 day 3 day
R1 1,197.0 1,201.5
PP 1,195.3 1,198.5
S1 1,193.8 1,195.3

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

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