ICE Russell 2000 Mini Future March 2015


Trading Metrics calculated at close of trading on 21-Jan-2015
Day Change Summary
Previous Current
20-Jan-2015 21-Jan-2015 Change Change % Previous Week
Open 1,166.7 1,166.8 0.1 0.0% 1,179.2
High 1,178.9 1,173.4 -5.5 -0.5% 1,199.5
Low 1,156.3 1,157.7 1.4 0.1% 1,139.4
Close 1,166.6 1,162.5 -4.1 -0.4% 1,171.8
Range 22.6 15.7 -6.9 -30.5% 60.1
ATR 23.1 22.6 -0.5 -2.3% 0.0
Volume 104,318 97,164 -7,154 -6.9% 654,381
Daily Pivots for day following 21-Jan-2015
Classic Woodie Camarilla DeMark
R4 1,211.8 1,202.8 1,171.3
R3 1,196.0 1,187.0 1,166.8
R2 1,180.3 1,180.3 1,165.5
R1 1,171.3 1,171.3 1,164.0 1,168.0
PP 1,164.5 1,164.5 1,164.5 1,162.8
S1 1,155.8 1,155.8 1,161.0 1,152.3
S2 1,148.8 1,148.8 1,159.5
S3 1,133.3 1,140.0 1,158.3
S4 1,117.5 1,124.3 1,153.8
Weekly Pivots for week ending 16-Jan-2015
Classic Woodie Camarilla DeMark
R4 1,350.5 1,321.3 1,204.8
R3 1,290.5 1,261.3 1,188.3
R2 1,230.3 1,230.3 1,182.8
R1 1,201.0 1,201.0 1,177.3 1,185.8
PP 1,170.3 1,170.3 1,170.3 1,162.5
S1 1,141.0 1,141.0 1,166.3 1,125.5
S2 1,110.3 1,110.3 1,160.8
S3 1,050.0 1,080.8 1,155.3
S4 990.0 1,020.8 1,138.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,186.6 1,139.4 47.2 4.1% 27.5 2.4% 49% False False 120,750
10 1,199.5 1,139.4 60.1 5.2% 24.8 2.1% 38% False False 116,135
20 1,220.2 1,139.4 80.8 7.0% 20.8 1.8% 29% False False 97,647
40 1,220.2 1,128.2 92.0 7.9% 20.5 1.8% 37% False False 82,038
60 1,220.2 1,104.9 115.3 9.9% 17.8 1.5% 50% False False 54,711
80 1,220.2 1,038.8 181.4 15.6% 16.8 1.4% 68% False False 41,039
100 1,220.2 1,038.8 181.4 15.6% 13.8 1.2% 68% False False 32,833
120 1,220.2 1,038.8 181.4 15.6% 11.5 1.0% 68% False False 27,361
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 6.3
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1,240.0
2.618 1,214.5
1.618 1,198.8
1.000 1,189.0
0.618 1,183.0
HIGH 1,173.5
0.618 1,167.5
0.500 1,165.5
0.382 1,163.8
LOW 1,157.8
0.618 1,148.0
1.000 1,142.0
1.618 1,132.3
2.618 1,116.5
4.250 1,091.0
Fisher Pivots for day following 21-Jan-2015
Pivot 1 day 3 day
R1 1,165.5 1,161.5
PP 1,164.5 1,160.3
S1 1,163.5 1,159.3

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

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