ICE Russell 2000 Mini Future March 2015


Trading Metrics calculated at close of trading on 13-Feb-2015
Day Change Summary
Previous Current
12-Feb-2015 13-Feb-2015 Change Change % Previous Week
Open 1,202.4 1,211.5 9.1 0.8% 1,203.0
High 1,214.6 1,222.4 7.8 0.6% 1,222.4
Low 1,197.1 1,210.6 13.5 1.1% 1,185.9
Close 1,212.8 1,221.0 8.2 0.7% 1,221.0
Range 17.5 11.8 -5.7 -32.6% 36.5
ATR 22.1 21.4 -0.7 -3.3% 0.0
Volume 88,587 77,258 -11,329 -12.8% 429,856
Daily Pivots for day following 13-Feb-2015
Classic Woodie Camarilla DeMark
R4 1,253.5 1,249.0 1,227.5
R3 1,241.5 1,237.3 1,224.3
R2 1,229.8 1,229.8 1,223.3
R1 1,225.5 1,225.5 1,222.0 1,227.5
PP 1,218.0 1,218.0 1,218.0 1,219.0
S1 1,213.5 1,213.5 1,220.0 1,215.8
S2 1,206.3 1,206.3 1,218.8
S3 1,194.5 1,201.8 1,217.8
S4 1,182.5 1,190.0 1,214.5
Weekly Pivots for week ending 13-Feb-2015
Classic Woodie Camarilla DeMark
R4 1,319.3 1,306.8 1,241.0
R3 1,282.8 1,270.3 1,231.0
R2 1,246.3 1,246.3 1,227.8
R1 1,233.8 1,233.8 1,224.3 1,240.0
PP 1,209.8 1,209.8 1,209.8 1,213.0
S1 1,197.3 1,197.3 1,217.8 1,203.5
S2 1,173.3 1,173.3 1,214.3
S3 1,136.8 1,160.8 1,211.0
S4 1,100.3 1,124.3 1,201.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,222.4 1,185.9 36.5 3.0% 16.3 1.3% 96% True False 85,971
10 1,222.4 1,148.5 73.9 6.1% 19.3 1.6% 98% True False 98,168
20 1,222.4 1,139.4 83.0 6.8% 22.8 1.9% 98% True False 105,102
40 1,222.4 1,132.0 90.4 7.4% 22.0 1.8% 98% True False 105,916
60 1,222.4 1,128.2 94.2 7.7% 20.8 1.7% 99% True False 84,344
80 1,222.4 1,090.9 131.5 10.8% 18.3 1.5% 99% True False 63,266
100 1,222.4 1,038.8 183.6 15.0% 17.5 1.4% 99% True False 50,618
120 1,222.4 1,038.8 183.6 15.0% 14.8 1.2% 99% True False 42,182
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 5.4
Narrowest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 1,272.5
2.618 1,253.3
1.618 1,241.5
1.000 1,234.3
0.618 1,229.8
HIGH 1,222.5
0.618 1,218.0
0.500 1,216.5
0.382 1,215.0
LOW 1,210.5
0.618 1,203.3
1.000 1,198.8
1.618 1,191.5
2.618 1,179.8
4.250 1,160.5
Fisher Pivots for day following 13-Feb-2015
Pivot 1 day 3 day
R1 1,219.5 1,216.3
PP 1,218.0 1,211.5
S1 1,216.5 1,206.8

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

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