ICE Russell 2000 Mini Future March 2015


Trading Metrics calculated at close of trading on 17-Feb-2015
Day Change Summary
Previous Current
13-Feb-2015 17-Feb-2015 Change Change % Previous Week
Open 1,211.5 1,219.1 7.6 0.6% 1,203.0
High 1,222.4 1,226.1 3.7 0.3% 1,222.4
Low 1,210.6 1,217.6 7.0 0.6% 1,185.9
Close 1,221.0 1,222.8 1.8 0.1% 1,221.0
Range 11.8 8.5 -3.3 -28.0% 36.5
ATR 21.4 20.4 -0.9 -4.3% 0.0
Volume 77,258 62,252 -15,006 -19.4% 429,856
Daily Pivots for day following 17-Feb-2015
Classic Woodie Camarilla DeMark
R4 1,247.8 1,243.8 1,227.5
R3 1,239.3 1,235.3 1,225.3
R2 1,230.8 1,230.8 1,224.3
R1 1,226.8 1,226.8 1,223.5 1,228.8
PP 1,222.3 1,222.3 1,222.3 1,223.3
S1 1,218.3 1,218.3 1,222.0 1,220.3
S2 1,213.8 1,213.8 1,221.3
S3 1,205.3 1,209.8 1,220.5
S4 1,196.8 1,201.3 1,218.0
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 1,226.1 1,185.9 40.2 3.3% 14.8 1.2% 92% True False 79,609
10 1,226.1 1,168.2 57.9 4.7% 17.5 1.4% 94% True False 91,973
20 1,226.1 1,148.5 77.6 6.3% 21.5 1.8% 96% True False 102,116
40 1,226.1 1,139.4 86.7 7.1% 21.3 1.7% 96% True False 102,008
60 1,226.1 1,128.2 97.9 8.0% 20.8 1.7% 97% True False 85,381
80 1,226.1 1,090.9 135.2 11.1% 18.3 1.5% 98% True False 64,044
100 1,226.1 1,038.8 187.3 15.3% 17.5 1.4% 98% True False 51,240
120 1,226.1 1,038.8 187.3 15.3% 14.8 1.2% 98% True False 42,701
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.3
Narrowest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 1,262.3
2.618 1,248.3
1.618 1,239.8
1.000 1,234.5
0.618 1,231.3
HIGH 1,226.0
0.618 1,222.8
0.500 1,221.8
0.382 1,220.8
LOW 1,217.5
0.618 1,212.3
1.000 1,209.0
1.618 1,203.8
2.618 1,195.3
4.250 1,181.5
Fisher Pivots for day following 17-Feb-2015
Pivot 1 day 3 day
R1 1,222.5 1,219.0
PP 1,222.3 1,215.3
S1 1,221.8 1,211.5

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

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