ICE Russell 2000 Mini Future March 2015


Trading Metrics calculated at close of trading on 25-Feb-2015
Day Change Summary
Previous Current
24-Feb-2015 25-Feb-2015 Change Change % Previous Week
Open 1,229.9 1,232.3 2.4 0.2% 1,219.1
High 1,236.3 1,236.2 -0.1 0.0% 1,231.2
Low 1,227.4 1,228.0 0.6 0.0% 1,214.3
Close 1,232.4 1,232.4 0.0 0.0% 1,227.7
Range 8.9 8.2 -0.7 -7.9% 16.9
ATR 17.7 17.0 -0.7 -3.8% 0.0
Volume 72,173 79,225 7,052 9.8% 278,128
Daily Pivots for day following 25-Feb-2015
Classic Woodie Camarilla DeMark
R4 1,256.8 1,252.8 1,237.0
R3 1,248.5 1,244.5 1,234.8
R2 1,240.5 1,240.5 1,234.0
R1 1,236.5 1,236.5 1,233.3 1,238.5
PP 1,232.3 1,232.3 1,232.3 1,233.3
S1 1,228.3 1,228.3 1,231.8 1,230.3
S2 1,224.0 1,224.0 1,231.0
S3 1,215.8 1,220.0 1,230.3
S4 1,207.5 1,211.8 1,228.0
Weekly Pivots for week ending 20-Feb-2015
Classic Woodie Camarilla DeMark
R4 1,275.0 1,268.3 1,237.0
R3 1,258.3 1,251.5 1,232.3
R2 1,241.3 1,241.3 1,230.8
R1 1,234.5 1,234.5 1,229.3 1,238.0
PP 1,224.5 1,224.5 1,224.5 1,226.0
S1 1,217.5 1,217.5 1,226.3 1,221.0
S2 1,207.5 1,207.5 1,224.5
S3 1,190.5 1,200.8 1,223.0
S4 1,173.8 1,183.8 1,218.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,236.3 1,214.3 22.0 1.8% 11.3 0.9% 82% False False 75,640
10 1,236.3 1,191.2 45.1 3.7% 12.3 1.0% 91% False False 75,067
20 1,236.3 1,148.5 87.8 7.1% 18.0 1.5% 96% False False 94,293
40 1,236.3 1,139.4 96.9 7.9% 20.8 1.7% 96% False False 100,678
60 1,236.3 1,128.2 108.1 8.8% 20.5 1.7% 96% False False 92,723
80 1,236.3 1,125.8 110.5 9.0% 18.5 1.5% 96% False False 69,563
100 1,236.3 1,038.8 197.5 16.0% 17.5 1.4% 98% False False 55,655
120 1,236.3 1,038.8 197.5 16.0% 15.3 1.2% 98% False False 46,381
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 3.7
Narrowest range in 41 trading days
Fibonacci Retracements and Extensions
4.250 1,271.0
2.618 1,257.8
1.618 1,249.5
1.000 1,244.5
0.618 1,241.3
HIGH 1,236.3
0.618 1,233.0
0.500 1,232.0
0.382 1,231.3
LOW 1,228.0
0.618 1,223.0
1.000 1,219.8
1.618 1,214.8
2.618 1,206.5
4.250 1,193.3
Fisher Pivots for day following 25-Feb-2015
Pivot 1 day 3 day
R1 1,232.3 1,230.8
PP 1,232.3 1,229.0
S1 1,232.0 1,227.3

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

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