ICE Russell 2000 Mini Future March 2015


Trading Metrics calculated at close of trading on 26-Jan-2015
Day Change Summary
Previous Current
23-Jan-2015 26-Jan-2015 Change Change % Previous Week
Open 1,187.9 1,179.5 -8.4 -0.7% 1,166.7
High 1,194.7 1,200.2 5.5 0.5% 1,194.7
Low 1,180.6 1,173.7 -6.9 -0.6% 1,155.6
Close 1,184.4 1,199.3 14.9 1.3% 1,184.4
Range 14.1 26.5 12.4 87.9% 39.1
ATR 22.7 23.0 0.3 1.2% 0.0
Volume 88,745 79,372 -9,373 -10.6% 414,832
Daily Pivots for day following 26-Jan-2015
Classic Woodie Camarilla DeMark
R4 1,270.5 1,261.5 1,214.0
R3 1,244.0 1,235.0 1,206.5
R2 1,217.5 1,217.5 1,204.3
R1 1,208.5 1,208.5 1,201.8 1,213.0
PP 1,191.0 1,191.0 1,191.0 1,193.3
S1 1,182.0 1,182.0 1,196.8 1,186.5
S2 1,164.5 1,164.5 1,194.5
S3 1,138.0 1,155.5 1,192.0
S4 1,111.5 1,129.0 1,184.8
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 1,200.2 1,155.6 44.6 3.7% 22.5 1.9% 98% True False 98,840
10 1,200.2 1,139.4 60.8 5.1% 27.0 2.2% 99% True False 114,858
20 1,220.2 1,139.4 80.8 6.7% 23.0 1.9% 74% False False 103,288
40 1,220.2 1,128.2 92.0 7.7% 21.5 1.8% 77% False False 89,342
60 1,220.2 1,125.8 94.4 7.9% 18.5 1.6% 78% False False 59,588
80 1,220.2 1,038.8 181.4 15.1% 17.3 1.4% 88% False False 44,697
100 1,220.2 1,038.8 181.4 15.1% 14.5 1.2% 88% False False 35,760
120 1,220.2 1,038.8 181.4 15.1% 12.0 1.0% 88% False False 29,800
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.9
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,312.8
2.618 1,269.5
1.618 1,243.0
1.000 1,226.8
0.618 1,216.5
HIGH 1,200.3
0.618 1,190.0
0.500 1,187.0
0.382 1,183.8
LOW 1,173.8
0.618 1,157.3
1.000 1,147.3
1.618 1,130.8
2.618 1,104.3
4.250 1,061.0
Fisher Pivots for day following 26-Jan-2015
Pivot 1 day 3 day
R1 1,195.3 1,192.3
PP 1,191.0 1,185.0
S1 1,187.0 1,178.0

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

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