ICE Russell 2000 Mini Future March 2015


Trading Metrics calculated at close of trading on 30-Jan-2015
Day Change Summary
Previous Current
29-Jan-2015 30-Jan-2015 Change Change % Previous Week
Open 1,171.3 1,188.4 17.1 1.5% 1,179.5
High 1,191.8 1,190.4 -1.4 -0.1% 1,205.8
Low 1,165.6 1,160.7 -4.9 -0.4% 1,160.7
Close 1,189.8 1,161.2 -28.6 -2.4% 1,161.2
Range 26.2 29.7 3.5 13.4% 45.1
ATR 24.0 24.4 0.4 1.7% 0.0
Volume 125,301 149,155 23,854 19.0% 583,570
Daily Pivots for day following 30-Jan-2015
Classic Woodie Camarilla DeMark
R4 1,259.8 1,240.3 1,177.5
R3 1,230.3 1,210.5 1,169.3
R2 1,200.5 1,200.5 1,166.8
R1 1,180.8 1,180.8 1,164.0 1,175.8
PP 1,170.8 1,170.8 1,170.8 1,168.3
S1 1,151.3 1,151.3 1,158.5 1,146.0
S2 1,141.0 1,141.0 1,155.8
S3 1,111.3 1,121.5 1,153.0
S4 1,081.8 1,091.8 1,144.8
Weekly Pivots for week ending 30-Jan-2015
Classic Woodie Camarilla DeMark
R4 1,311.3 1,281.3 1,186.0
R3 1,266.0 1,236.3 1,173.5
R2 1,221.0 1,221.0 1,169.5
R1 1,191.0 1,191.0 1,165.3 1,183.5
PP 1,176.0 1,176.0 1,176.0 1,172.0
S1 1,146.0 1,146.0 1,157.0 1,138.5
S2 1,130.8 1,130.8 1,153.0
S3 1,085.8 1,101.0 1,148.8
S4 1,040.5 1,055.8 1,136.5
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 1,160.7 45.1 3.9% 28.0 2.4% 1% False True 116,714
10 1,205.8 1,139.4 66.4 5.7% 26.3 2.3% 33% False False 112,035
20 1,211.0 1,139.4 71.6 6.2% 26.0 2.2% 30% False False 118,461
40 1,220.2 1,128.2 92.0 7.9% 22.8 2.0% 36% False False 101,846
60 1,220.2 1,128.2 92.0 7.9% 19.5 1.7% 36% False False 67,987
80 1,220.2 1,038.8 181.4 15.6% 18.0 1.5% 67% False False 50,998
100 1,220.2 1,038.8 181.4 15.6% 15.8 1.4% 67% False False 40,802
120 1,220.2 1,038.8 181.4 15.6% 13.0 1.1% 67% False False 34,002
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 5.8
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,316.5
2.618 1,268.3
1.618 1,238.5
1.000 1,220.0
0.618 1,208.8
HIGH 1,190.5
0.618 1,179.0
0.500 1,175.5
0.382 1,172.0
LOW 1,160.8
0.618 1,142.3
1.000 1,131.0
1.618 1,112.8
2.618 1,083.0
4.250 1,034.5
Fisher Pivots for day following 30-Jan-2015
Pivot 1 day 3 day
R1 1,175.5 1,183.3
PP 1,170.8 1,176.0
S1 1,166.0 1,168.5

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

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