ICE Russell 2000 Mini Future March 2015


Trading Metrics calculated at close of trading on 12-Feb-2015
Day Change Summary
Previous Current
11-Feb-2015 12-Feb-2015 Change Change % Previous Week
Open 1,199.6 1,202.4 2.8 0.2% 1,162.7
High 1,209.1 1,214.6 5.5 0.5% 1,213.7
Low 1,191.2 1,197.1 5.9 0.5% 1,148.5
Close 1,200.3 1,212.8 12.5 1.0% 1,203.1
Range 17.9 17.5 -0.4 -2.2% 65.2
ATR 22.5 22.1 -0.4 -1.6% 0.0
Volume 80,963 88,587 7,624 9.4% 551,827
Daily Pivots for day following 12-Feb-2015
Classic Woodie Camarilla DeMark
R4 1,260.8 1,254.3 1,222.5
R3 1,243.3 1,236.8 1,217.5
R2 1,225.8 1,225.8 1,216.0
R1 1,219.3 1,219.3 1,214.5 1,222.5
PP 1,208.3 1,208.3 1,208.3 1,209.8
S1 1,201.8 1,201.8 1,211.3 1,205.0
S2 1,190.8 1,190.8 1,209.5
S3 1,173.3 1,184.3 1,208.0
S4 1,155.8 1,166.8 1,203.3
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 1,214.6 1,185.9 28.7 2.4% 16.8 1.4% 94% True False 91,266
10 1,214.6 1,148.5 66.1 5.5% 21.3 1.7% 97% True False 105,358
20 1,214.6 1,139.4 75.2 6.2% 24.3 2.0% 98% True False 109,047
40 1,220.2 1,128.2 92.0 7.6% 22.3 1.8% 92% False False 110,424
60 1,220.2 1,128.2 92.0 7.6% 20.8 1.7% 92% False False 83,057
80 1,220.2 1,087.8 132.4 10.9% 18.0 1.5% 94% False False 62,300
100 1,220.2 1,038.8 181.4 15.0% 17.5 1.4% 96% False False 49,846
120 1,220.2 1,038.8 181.4 15.0% 14.5 1.2% 96% False False 41,538
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 5.5
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,289.0
2.618 1,260.5
1.618 1,243.0
1.000 1,232.0
0.618 1,225.5
HIGH 1,214.5
0.618 1,208.0
0.500 1,205.8
0.382 1,203.8
LOW 1,197.0
0.618 1,186.3
1.000 1,179.5
1.618 1,168.8
2.618 1,151.3
4.250 1,122.8
Fisher Pivots for day following 12-Feb-2015
Pivot 1 day 3 day
R1 1,210.5 1,208.5
PP 1,208.3 1,204.5
S1 1,205.8 1,200.3

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

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