ICE Russell 2000 Mini Future March 2015


Trading Metrics calculated at close of trading on 27-Jan-2015
Day Change Summary
Previous Current
26-Jan-2015 27-Jan-2015 Change Change % Previous Week
Open 1,179.5 1,198.6 19.1 1.6% 1,166.7
High 1,200.2 1,201.1 0.9 0.1% 1,194.7
Low 1,173.7 1,181.2 7.5 0.6% 1,155.6
Close 1,199.3 1,195.4 -3.9 -0.3% 1,184.4
Range 26.5 19.9 -6.6 -24.9% 39.1
ATR 23.0 22.8 -0.2 -1.0% 0.0
Volume 79,372 103,878 24,506 30.9% 414,832
Daily Pivots for day following 27-Jan-2015
Classic Woodie Camarilla DeMark
R4 1,252.3 1,243.8 1,206.3
R3 1,232.3 1,223.8 1,200.8
R2 1,212.5 1,212.5 1,199.0
R1 1,204.0 1,204.0 1,197.3 1,198.3
PP 1,192.5 1,192.5 1,192.5 1,189.8
S1 1,184.0 1,184.0 1,193.5 1,178.3
S2 1,172.8 1,172.8 1,191.8
S3 1,152.8 1,164.3 1,190.0
S4 1,132.8 1,144.3 1,184.5
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 1,201.1 1,155.6 45.5 3.8% 22.0 1.8% 87% True False 98,752
10 1,201.1 1,139.4 61.7 5.2% 27.0 2.3% 91% True False 115,948
20 1,220.2 1,139.4 80.8 6.8% 23.5 2.0% 69% False False 107,063
40 1,220.2 1,128.2 92.0 7.7% 21.8 1.8% 73% False False 91,938
60 1,220.2 1,125.8 94.4 7.9% 18.8 1.6% 74% False False 61,319
80 1,220.2 1,038.8 181.4 15.2% 17.3 1.4% 86% False False 45,995
100 1,220.2 1,038.8 181.4 15.2% 14.8 1.2% 86% False False 36,799
120 1,220.2 1,038.8 181.4 15.2% 12.3 1.0% 86% False False 30,666
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 7.3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,285.8
2.618 1,253.3
1.618 1,233.3
1.000 1,221.0
0.618 1,213.5
HIGH 1,201.0
0.618 1,193.5
0.500 1,191.3
0.382 1,188.8
LOW 1,181.3
0.618 1,169.0
1.000 1,161.3
1.618 1,149.0
2.618 1,129.0
4.250 1,096.5
Fisher Pivots for day following 27-Jan-2015
Pivot 1 day 3 day
R1 1,194.0 1,192.8
PP 1,192.5 1,190.0
S1 1,191.3 1,187.5

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

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