ICE Russell 2000 Mini Future March 2015


Trading Metrics calculated at close of trading on 05-Jan-2015
Day Change Summary
Previous Current
02-Jan-2015 05-Jan-2015 Change Change % Previous Week
Open 1,203.9 1,192.5 -11.4 -0.9% 1,213.3
High 1,211.0 1,194.3 -16.7 -1.4% 1,220.2
Low 1,182.9 1,172.5 -10.4 -0.9% 1,182.9
Close 1,192.2 1,179.1 -13.1 -1.1% 1,192.2
Range 28.1 21.8 -6.3 -22.4% 37.3
ATR 17.9 18.2 0.3 1.5% 0.0
Volume 113,699 137,223 23,524 20.7% 286,071
Daily Pivots for day following 05-Jan-2015
Classic Woodie Camarilla DeMark
R4 1,247.3 1,235.0 1,191.0
R3 1,225.5 1,213.3 1,185.0
R2 1,203.8 1,203.8 1,183.0
R1 1,191.5 1,191.5 1,181.0 1,186.8
PP 1,182.0 1,182.0 1,182.0 1,179.5
S1 1,169.8 1,169.8 1,177.0 1,165.0
S2 1,160.3 1,160.3 1,175.0
S3 1,138.3 1,147.8 1,173.0
S4 1,116.5 1,126.0 1,167.0
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 1,172.5 47.7 4.0% 18.8 1.6% 14% False True 84,658
10 1,220.2 1,172.5 47.7 4.0% 15.0 1.3% 14% False True 74,411
20 1,220.2 1,128.2 92.0 7.8% 20.3 1.7% 55% False False 97,702
40 1,220.2 1,128.2 92.0 7.8% 16.8 1.4% 55% False False 49,022
60 1,220.2 1,038.8 181.4 15.4% 15.5 1.3% 77% False False 32,690
80 1,220.2 1,038.8 181.4 15.4% 13.8 1.2% 77% False False 24,524
100 1,220.2 1,038.8 181.4 15.4% 11.0 0.9% 77% False False 19,619
120 1,220.2 1,038.8 181.4 15.4% 9.3 0.8% 77% False False 16,456
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 3.7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,287.0
2.618 1,251.3
1.618 1,229.5
1.000 1,216.0
0.618 1,207.8
HIGH 1,194.3
0.618 1,186.0
0.500 1,183.5
0.382 1,180.8
LOW 1,172.5
0.618 1,159.0
1.000 1,150.8
1.618 1,137.3
2.618 1,115.5
4.250 1,079.8
Fisher Pivots for day following 05-Jan-2015
Pivot 1 day 3 day
R1 1,183.5 1,196.3
PP 1,182.0 1,190.5
S1 1,180.5 1,184.8

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

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