ICE Russell 2000 Mini Future March 2015


Trading Metrics calculated at close of trading on 05-Feb-2015
Day Change Summary
Previous Current
04-Feb-2015 05-Feb-2015 Change Change % Previous Week
Open 1,194.2 1,184.3 -9.9 -0.8% 1,179.5
High 1,197.9 1,208.1 10.2 0.9% 1,205.8
Low 1,181.6 1,180.1 -1.5 -0.1% 1,160.7
Close 1,186.6 1,203.4 16.8 1.4% 1,161.2
Range 16.3 28.0 11.7 71.8% 45.1
ATR 24.2 24.4 0.3 1.1% 0.0
Volume 103,060 96,116 -6,944 -6.7% 583,570
Daily Pivots for day following 05-Feb-2015
Classic Woodie Camarilla DeMark
R4 1,281.3 1,270.3 1,218.8
R3 1,253.3 1,242.3 1,211.0
R2 1,225.3 1,225.3 1,208.5
R1 1,214.3 1,214.3 1,206.0 1,219.8
PP 1,197.3 1,197.3 1,197.3 1,200.0
S1 1,186.3 1,186.3 1,200.8 1,191.8
S2 1,169.3 1,169.3 1,198.3
S3 1,141.3 1,158.3 1,195.8
S4 1,113.3 1,130.3 1,188.0
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 1,208.1 1,148.5 59.6 5.0% 25.5 2.1% 92% True False 119,449
10 1,208.1 1,148.5 59.6 5.0% 25.3 2.1% 92% True False 112,040
20 1,208.1 1,139.4 68.7 5.7% 26.0 2.2% 93% True False 114,975
40 1,220.2 1,128.2 92.0 7.6% 23.5 1.9% 82% False False 112,881
60 1,220.2 1,128.2 92.0 7.6% 20.3 1.7% 82% False False 75,454
80 1,220.2 1,038.8 181.4 15.1% 18.0 1.5% 91% False False 56,597
100 1,220.2 1,038.8 181.4 15.1% 16.8 1.4% 91% False False 45,283
120 1,220.2 1,038.8 181.4 15.1% 14.0 1.2% 91% False False 37,736
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 5.2
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,327.0
2.618 1,281.5
1.618 1,253.5
1.000 1,236.0
0.618 1,225.5
HIGH 1,208.0
0.618 1,197.5
0.500 1,194.0
0.382 1,190.8
LOW 1,180.0
0.618 1,162.8
1.000 1,152.0
1.618 1,134.8
2.618 1,106.8
4.250 1,061.0
Fisher Pivots for day following 05-Feb-2015
Pivot 1 day 3 day
R1 1,200.3 1,198.3
PP 1,197.3 1,193.3
S1 1,194.0 1,188.3

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

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