ICE Russell 2000 Mini Future March 2015


Trading Metrics calculated at close of trading on 07-Jan-2015
Day Change Summary
Previous Current
06-Jan-2015 07-Jan-2015 Change Change % Previous Week
Open 1,179.9 1,158.8 -21.1 -1.8% 1,213.3
High 1,182.9 1,172.9 -10.0 -0.8% 1,220.2
Low 1,147.6 1,158.4 10.8 0.9% 1,182.9
Close 1,156.9 1,171.6 14.7 1.3% 1,192.2
Range 35.3 14.5 -20.8 -58.9% 37.3
ATR 19.4 19.2 -0.2 -1.3% 0.0
Volume 160,027 106,865 -53,162 -33.2% 286,071
Daily Pivots for day following 07-Jan-2015
Classic Woodie Camarilla DeMark
R4 1,211.3 1,205.8 1,179.5
R3 1,196.8 1,191.3 1,175.5
R2 1,182.3 1,182.3 1,174.3
R1 1,176.8 1,176.8 1,173.0 1,179.5
PP 1,167.8 1,167.8 1,167.8 1,169.0
S1 1,162.3 1,162.3 1,170.3 1,165.0
S2 1,153.3 1,153.3 1,169.0
S3 1,138.8 1,147.8 1,167.5
S4 1,124.3 1,133.3 1,163.5
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 1,147.6 72.6 6.2% 24.3 2.1% 33% False False 117,525
10 1,220.2 1,147.6 72.6 6.2% 17.3 1.5% 33% False False 82,331
20 1,220.2 1,128.2 92.0 7.9% 21.0 1.8% 47% False False 110,787
40 1,220.2 1,128.2 92.0 7.9% 17.5 1.5% 47% False False 55,694
60 1,220.2 1,038.8 181.4 15.5% 15.5 1.3% 73% False False 37,138
80 1,220.2 1,038.8 181.4 15.5% 14.3 1.2% 73% False False 27,860
100 1,220.2 1,038.8 181.4 15.5% 11.5 1.0% 73% False False 22,288
120 1,220.2 1,038.8 181.4 15.5% 9.5 0.8% 73% False False 18,654
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.2
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,234.5
2.618 1,210.8
1.618 1,196.3
1.000 1,187.5
0.618 1,181.8
HIGH 1,173.0
0.618 1,167.3
0.500 1,165.8
0.382 1,164.0
LOW 1,158.5
0.618 1,149.5
1.000 1,144.0
1.618 1,135.0
2.618 1,120.5
4.250 1,096.8
Fisher Pivots for day following 07-Jan-2015
Pivot 1 day 3 day
R1 1,169.5 1,171.5
PP 1,167.8 1,171.3
S1 1,165.8 1,171.0

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

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