ICE Russell 2000 Mini Future March 2015


Trading Metrics calculated at close of trading on 03-Feb-2015
Day Change Summary
Previous Current
02-Feb-2015 03-Feb-2015 Change Change % Previous Week
Open 1,162.7 1,170.7 8.0 0.7% 1,179.5
High 1,174.7 1,195.6 20.9 1.8% 1,205.8
Low 1,148.5 1,168.2 19.7 1.7% 1,160.7
Close 1,173.9 1,194.5 20.6 1.8% 1,161.2
Range 26.2 27.4 1.2 4.6% 45.1
ATR 24.6 24.8 0.2 0.8% 0.0
Volume 124,200 124,718 518 0.4% 583,570
Daily Pivots for day following 03-Feb-2015
Classic Woodie Camarilla DeMark
R4 1,268.3 1,258.8 1,209.5
R3 1,241.0 1,231.5 1,202.0
R2 1,213.5 1,213.5 1,199.5
R1 1,204.0 1,204.0 1,197.0 1,208.8
PP 1,186.0 1,186.0 1,186.0 1,188.5
S1 1,176.5 1,176.5 1,192.0 1,181.3
S2 1,158.8 1,158.8 1,189.5
S3 1,131.3 1,149.3 1,187.0
S4 1,104.0 1,121.8 1,179.5
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 1,148.5 57.3 4.8% 29.5 2.5% 80% False False 129,847
10 1,205.8 1,148.5 57.3 4.8% 25.8 2.2% 80% False False 114,300
20 1,205.8 1,139.4 66.4 5.6% 26.3 2.2% 83% False False 118,361
40 1,220.2 1,128.2 92.0 7.7% 23.3 1.9% 72% False False 108,031
60 1,220.2 1,128.2 92.0 7.7% 20.0 1.7% 72% False False 72,135
80 1,220.2 1,038.8 181.4 15.2% 18.3 1.5% 86% False False 54,108
100 1,220.2 1,038.8 181.4 15.2% 16.3 1.4% 86% False False 43,291
120 1,220.2 1,038.8 181.4 15.2% 13.5 1.1% 86% False False 36,076
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 1,312.0
2.618 1,267.3
1.618 1,240.0
1.000 1,223.0
0.618 1,212.5
HIGH 1,195.5
0.618 1,185.3
0.500 1,182.0
0.382 1,178.8
LOW 1,168.3
0.618 1,151.3
1.000 1,140.8
1.618 1,123.8
2.618 1,096.5
4.250 1,051.8
Fisher Pivots for day following 03-Feb-2015
Pivot 1 day 3 day
R1 1,190.3 1,187.0
PP 1,186.0 1,179.5
S1 1,182.0 1,172.0

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

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