ICE Russell 2000 Mini Future March 2015


Trading Metrics calculated at close of trading on 28-Jan-2015
Day Change Summary
Previous Current
27-Jan-2015 28-Jan-2015 Change Change % Previous Week
Open 1,198.6 1,198.9 0.3 0.0% 1,166.7
High 1,201.1 1,205.8 4.7 0.4% 1,194.7
Low 1,181.2 1,168.0 -13.2 -1.1% 1,155.6
Close 1,195.4 1,169.6 -25.8 -2.2% 1,184.4
Range 19.9 37.8 17.9 89.9% 39.1
ATR 22.8 23.9 1.1 4.7% 0.0
Volume 103,878 125,864 21,986 21.2% 414,832
Daily Pivots for day following 28-Jan-2015
Classic Woodie Camarilla DeMark
R4 1,294.5 1,269.8 1,190.5
R3 1,256.8 1,232.0 1,180.0
R2 1,219.0 1,219.0 1,176.5
R1 1,194.3 1,194.3 1,173.0 1,187.8
PP 1,181.3 1,181.3 1,181.3 1,177.8
S1 1,156.5 1,156.5 1,166.3 1,150.0
S2 1,143.3 1,143.3 1,162.8
S3 1,105.5 1,118.8 1,159.3
S4 1,067.8 1,080.8 1,148.8
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 1,205.8 1,155.6 50.2 4.3% 26.5 2.3% 28% True False 104,492
10 1,205.8 1,139.4 66.4 5.7% 27.0 2.3% 45% True False 112,621
20 1,220.2 1,139.4 80.8 6.9% 25.0 2.1% 37% False False 110,968
40 1,220.2 1,128.2 92.0 7.9% 22.3 1.9% 45% False False 95,062
60 1,220.2 1,128.2 92.0 7.9% 19.0 1.6% 45% False False 63,415
80 1,220.2 1,038.8 181.4 15.5% 17.5 1.5% 72% False False 47,568
100 1,220.2 1,038.8 181.4 15.5% 15.3 1.3% 72% False False 38,057
120 1,220.2 1,038.8 181.4 15.5% 12.5 1.1% 72% False False 31,714
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.5
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1,366.5
2.618 1,304.8
1.618 1,267.0
1.000 1,243.5
0.618 1,229.3
HIGH 1,205.8
0.618 1,191.3
0.500 1,187.0
0.382 1,182.5
LOW 1,168.0
0.618 1,144.8
1.000 1,130.3
1.618 1,106.8
2.618 1,069.0
4.250 1,007.3
Fisher Pivots for day following 28-Jan-2015
Pivot 1 day 3 day
R1 1,187.0 1,187.0
PP 1,181.3 1,181.3
S1 1,175.3 1,175.3

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

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