ICE Russell 2000 Mini Future March 2015


Trading Metrics calculated at close of trading on 23-Jan-2015
Day Change Summary
Previous Current
22-Jan-2015 23-Jan-2015 Change Change % Previous Week
Open 1,162.9 1,187.9 25.0 2.1% 1,166.7
High 1,189.5 1,194.7 5.2 0.4% 1,194.7
Low 1,155.6 1,180.6 25.0 2.2% 1,155.6
Close 1,188.7 1,184.4 -4.3 -0.4% 1,184.4
Range 33.9 14.1 -19.8 -58.4% 39.1
ATR 23.4 22.7 -0.7 -2.8% 0.0
Volume 124,605 88,745 -35,860 -28.8% 414,832
Daily Pivots for day following 23-Jan-2015
Classic Woodie Camarilla DeMark
R4 1,228.8 1,220.8 1,192.3
R3 1,214.8 1,206.8 1,188.3
R2 1,200.8 1,200.8 1,187.0
R1 1,192.5 1,192.5 1,185.8 1,189.5
PP 1,186.5 1,186.5 1,186.5 1,185.0
S1 1,178.5 1,178.5 1,183.0 1,175.5
S2 1,172.5 1,172.5 1,181.8
S3 1,158.3 1,164.3 1,180.5
S4 1,144.3 1,150.3 1,176.8
Weekly Pivots for week ending 23-Jan-2015
Classic Woodie Camarilla DeMark
R4 1,295.5 1,279.0 1,206.0
R3 1,256.5 1,240.0 1,195.3
R2 1,217.3 1,217.3 1,191.5
R1 1,200.8 1,200.8 1,188.0 1,209.0
PP 1,178.3 1,178.3 1,178.3 1,182.3
S1 1,161.8 1,161.8 1,180.8 1,170.0
S2 1,139.3 1,139.3 1,177.3
S3 1,100.0 1,122.8 1,173.8
S4 1,061.0 1,083.5 1,163.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,194.7 1,139.4 55.3 4.7% 24.3 2.0% 81% True False 107,357
10 1,199.5 1,139.4 60.1 5.1% 26.0 2.2% 75% False False 117,158
20 1,220.2 1,139.4 80.8 6.8% 22.0 1.9% 56% False False 100,744
40 1,220.2 1,128.2 92.0 7.8% 21.0 1.8% 61% False False 87,365
60 1,220.2 1,121.7 98.5 8.3% 18.5 1.6% 64% False False 58,266
80 1,220.2 1,038.8 181.4 15.3% 17.0 1.4% 80% False False 43,705
100 1,220.2 1,038.8 181.4 15.3% 14.3 1.2% 80% False False 34,966
120 1,220.2 1,038.8 181.4 15.3% 12.0 1.0% 80% False False 29,138
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 7.7
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 1,254.5
2.618 1,231.5
1.618 1,217.5
1.000 1,208.8
0.618 1,203.5
HIGH 1,194.8
0.618 1,189.3
0.500 1,187.8
0.382 1,186.0
LOW 1,180.5
0.618 1,172.0
1.000 1,166.5
1.618 1,157.8
2.618 1,143.8
4.250 1,120.8
Fisher Pivots for day following 23-Jan-2015
Pivot 1 day 3 day
R1 1,187.8 1,181.3
PP 1,186.5 1,178.3
S1 1,185.5 1,175.3

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

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