ICE Russell 2000 Mini Future March 2015


Trading Metrics calculated at close of trading on 09-Feb-2015
Day Change Summary
Previous Current
06-Feb-2015 09-Feb-2015 Change Change % Previous Week
Open 1,202.1 1,203.0 0.9 0.1% 1,162.7
High 1,213.7 1,207.7 -6.0 -0.5% 1,213.7
Low 1,198.8 1,192.2 -6.6 -0.6% 1,148.5
Close 1,203.1 1,194.2 -8.9 -0.7% 1,203.1
Range 14.9 15.5 0.6 4.0% 65.2
ATR 23.7 23.2 -0.6 -2.5% 0.0
Volume 103,733 94,063 -9,670 -9.3% 551,827
Daily Pivots for day following 09-Feb-2015
Classic Woodie Camarilla DeMark
R4 1,244.5 1,234.8 1,202.8
R3 1,229.0 1,219.3 1,198.5
R2 1,213.5 1,213.5 1,197.0
R1 1,203.8 1,203.8 1,195.5 1,201.0
PP 1,198.0 1,198.0 1,198.0 1,196.5
S1 1,188.3 1,188.3 1,192.8 1,185.5
S2 1,182.5 1,182.5 1,191.3
S3 1,167.0 1,172.8 1,190.0
S4 1,151.5 1,157.3 1,185.8
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 1,168.2 45.5 3.8% 20.5 1.7% 57% False False 104,338
10 1,213.7 1,148.5 65.2 5.5% 24.3 2.0% 70% False False 115,008
20 1,213.7 1,139.4 74.3 6.2% 25.5 2.1% 74% False False 114,933
40 1,220.2 1,128.2 92.0 7.7% 22.8 1.9% 72% False False 117,067
60 1,220.2 1,128.2 92.0 7.7% 20.5 1.7% 72% False False 78,750
80 1,220.2 1,038.9 181.3 15.2% 18.0 1.5% 86% False False 59,069
100 1,220.2 1,038.8 181.4 15.2% 17.0 1.4% 86% False False 47,261
120 1,220.2 1,038.8 181.4 15.2% 14.3 1.2% 86% False False 39,384
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.8
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,273.5
2.618 1,248.3
1.618 1,232.8
1.000 1,223.3
0.618 1,217.3
HIGH 1,207.8
0.618 1,201.8
0.500 1,200.0
0.382 1,198.0
LOW 1,192.3
0.618 1,182.5
1.000 1,176.8
1.618 1,167.0
2.618 1,151.5
4.250 1,126.3
Fisher Pivots for day following 09-Feb-2015
Pivot 1 day 3 day
R1 1,200.0 1,197.0
PP 1,198.0 1,196.0
S1 1,196.0 1,195.0

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

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