ICE Russell 2000 Mini Future March 2015


Trading Metrics calculated at close of trading on 09-Jan-2015
Day Change Summary
Previous Current
08-Jan-2015 09-Jan-2015 Change Change % Previous Week
Open 1,173.0 1,191.4 18.4 1.6% 1,192.5
High 1,193.7 1,195.2 1.5 0.1% 1,195.2
Low 1,173.0 1,177.8 4.8 0.4% 1,147.6
Close 1,191.6 1,180.5 -11.1 -0.9% 1,180.5
Range 20.7 17.4 -3.3 -15.9% 47.6
ATR 19.4 19.2 -0.1 -0.7% 0.0
Volume 96,262 102,367 6,105 6.3% 602,744
Daily Pivots for day following 09-Jan-2015
Classic Woodie Camarilla DeMark
R4 1,236.8 1,226.0 1,190.0
R3 1,219.3 1,208.5 1,185.3
R2 1,202.0 1,202.0 1,183.8
R1 1,191.3 1,191.3 1,182.0 1,187.8
PP 1,184.5 1,184.5 1,184.5 1,182.8
S1 1,173.8 1,173.8 1,179.0 1,170.5
S2 1,167.0 1,167.0 1,177.3
S3 1,149.8 1,156.5 1,175.8
S4 1,132.3 1,139.0 1,171.0
Weekly Pivots for week ending 09-Jan-2015
Classic Woodie Camarilla DeMark
R4 1,317.3 1,296.5 1,206.8
R3 1,269.8 1,248.8 1,193.5
R2 1,222.0 1,222.0 1,189.3
R1 1,201.3 1,201.3 1,184.8 1,187.8
PP 1,174.5 1,174.5 1,174.5 1,167.8
S1 1,153.8 1,153.8 1,176.3 1,140.3
S2 1,126.8 1,126.8 1,171.8
S3 1,079.3 1,106.0 1,167.5
S4 1,031.8 1,058.5 1,154.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,195.2 1,147.6 47.6 4.0% 22.0 1.9% 69% True False 120,548
10 1,220.2 1,147.6 72.6 6.1% 19.0 1.6% 45% False False 91,718
20 1,220.2 1,128.2 92.0 7.8% 19.8 1.7% 57% False False 119,201
40 1,220.2 1,128.2 92.0 7.8% 18.0 1.5% 57% False False 60,658
60 1,220.2 1,038.9 181.3 15.4% 15.5 1.3% 78% False False 40,448
80 1,220.2 1,038.8 181.4 15.4% 14.8 1.3% 78% False False 30,343
100 1,220.2 1,038.8 181.4 15.4% 11.8 1.0% 78% False False 24,274
120 1,220.2 1,038.8 181.4 15.4% 10.0 0.8% 78% False False 20,282
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 3.1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,269.3
2.618 1,240.8
1.618 1,223.3
1.000 1,212.5
0.618 1,206.0
HIGH 1,195.3
0.618 1,188.5
0.500 1,186.5
0.382 1,184.5
LOW 1,177.8
0.618 1,167.0
1.000 1,160.5
1.618 1,149.8
2.618 1,132.3
4.250 1,103.8
Fisher Pivots for day following 09-Jan-2015
Pivot 1 day 3 day
R1 1,186.5 1,179.3
PP 1,184.5 1,178.0
S1 1,182.5 1,176.8

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

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