ICE Russell 2000 Mini Future March 2015


Trading Metrics calculated at close of trading on 06-Feb-2015
Day Change Summary
Previous Current
05-Feb-2015 06-Feb-2015 Change Change % Previous Week
Open 1,184.3 1,202.1 17.8 1.5% 1,162.7
High 1,208.1 1,213.7 5.6 0.5% 1,213.7
Low 1,180.1 1,198.8 18.7 1.6% 1,148.5
Close 1,203.4 1,203.1 -0.3 0.0% 1,203.1
Range 28.0 14.9 -13.1 -46.8% 65.2
ATR 24.4 23.7 -0.7 -2.8% 0.0
Volume 96,116 103,733 7,617 7.9% 551,827
Daily Pivots for day following 06-Feb-2015
Classic Woodie Camarilla DeMark
R4 1,250.0 1,241.5 1,211.3
R3 1,235.0 1,226.5 1,207.3
R2 1,220.0 1,220.0 1,205.8
R1 1,211.5 1,211.5 1,204.5 1,215.8
PP 1,205.3 1,205.3 1,205.3 1,207.3
S1 1,196.8 1,196.8 1,201.8 1,201.0
S2 1,190.3 1,190.3 1,200.3
S3 1,175.5 1,181.8 1,199.0
S4 1,160.5 1,167.0 1,195.0
Weekly Pivots for week ending 06-Feb-2015
Classic Woodie Camarilla DeMark
R4 1,384.0 1,358.8 1,239.0
R3 1,318.8 1,293.5 1,221.0
R2 1,253.8 1,253.8 1,215.0
R1 1,228.3 1,228.3 1,209.0 1,241.0
PP 1,188.5 1,188.5 1,188.5 1,194.8
S1 1,163.3 1,163.3 1,197.0 1,175.8
S2 1,123.3 1,123.3 1,191.3
S3 1,058.0 1,098.0 1,185.3
S4 992.8 1,032.8 1,167.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,213.7 1,148.5 65.2 5.4% 22.5 1.9% 84% True False 110,365
10 1,213.7 1,148.5 65.2 5.4% 25.3 2.1% 84% True False 113,539
20 1,213.7 1,139.4 74.3 6.2% 25.8 2.1% 86% True False 115,348
40 1,220.2 1,128.2 92.0 7.6% 23.0 1.9% 81% False False 115,333
60 1,220.2 1,128.2 92.0 7.6% 20.5 1.7% 81% False False 77,182
80 1,220.2 1,038.9 181.3 15.1% 18.0 1.5% 91% False False 57,894
100 1,220.2 1,038.8 181.4 15.1% 16.8 1.4% 91% False False 46,320
120 1,220.2 1,038.8 181.4 15.1% 14.0 1.2% 91% False False 38,600
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 4.9
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1,277.0
2.618 1,252.8
1.618 1,237.8
1.000 1,228.5
0.618 1,223.0
HIGH 1,213.8
0.618 1,208.0
0.500 1,206.3
0.382 1,204.5
LOW 1,198.8
0.618 1,189.5
1.000 1,184.0
1.618 1,174.8
2.618 1,159.8
4.250 1,135.5
Fisher Pivots for day following 06-Feb-2015
Pivot 1 day 3 day
R1 1,206.3 1,201.0
PP 1,205.3 1,199.0
S1 1,204.3 1,197.0

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

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