ICE Russell 2000 Mini Future March 2015


Trading Metrics calculated at close of trading on 08-Jan-2015
Day Change Summary
Previous Current
07-Jan-2015 08-Jan-2015 Change Change % Previous Week
Open 1,158.8 1,173.0 14.2 1.2% 1,213.3
High 1,172.9 1,193.7 20.8 1.8% 1,220.2
Low 1,158.4 1,173.0 14.6 1.3% 1,182.9
Close 1,171.6 1,191.6 20.0 1.7% 1,192.2
Range 14.5 20.7 6.2 42.8% 37.3
ATR 19.2 19.4 0.2 1.1% 0.0
Volume 106,865 96,262 -10,603 -9.9% 286,071
Daily Pivots for day following 08-Jan-2015
Classic Woodie Camarilla DeMark
R4 1,248.3 1,240.5 1,203.0
R3 1,227.5 1,220.0 1,197.3
R2 1,206.8 1,206.8 1,195.5
R1 1,199.3 1,199.3 1,193.5 1,203.0
PP 1,186.0 1,186.0 1,186.0 1,188.0
S1 1,178.5 1,178.5 1,189.8 1,182.3
S2 1,165.5 1,165.5 1,187.8
S3 1,144.8 1,157.8 1,186.0
S4 1,124.0 1,137.0 1,180.3
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 1,211.0 1,147.6 63.4 5.3% 24.0 2.0% 69% False False 122,815
10 1,220.2 1,147.6 72.6 6.1% 18.0 1.5% 61% False False 84,331
20 1,220.2 1,128.2 92.0 7.7% 20.3 1.7% 69% False False 115,317
40 1,220.2 1,128.2 92.0 7.7% 17.8 1.5% 69% False False 58,099
60 1,220.2 1,038.9 181.3 15.2% 15.5 1.3% 84% False False 38,742
80 1,220.2 1,038.8 181.4 15.2% 14.5 1.2% 84% False False 29,063
100 1,220.2 1,038.8 181.4 15.2% 11.8 1.0% 84% False False 23,250
120 1,220.2 1,038.8 181.4 15.2% 9.8 0.8% 84% False False 19,442
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 2.8
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,281.8
2.618 1,248.0
1.618 1,227.3
1.000 1,214.5
0.618 1,206.5
HIGH 1,193.8
0.618 1,185.8
0.500 1,183.3
0.382 1,181.0
LOW 1,173.0
0.618 1,160.3
1.000 1,152.3
1.618 1,139.5
2.618 1,118.8
4.250 1,085.0
Fisher Pivots for day following 08-Jan-2015
Pivot 1 day 3 day
R1 1,188.8 1,184.5
PP 1,186.0 1,177.8
S1 1,183.3 1,170.8

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

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