ICE Russell 2000 Mini Future March 2015


Trading Metrics calculated at close of trading on 26-Feb-2015
Day Change Summary
Previous Current
25-Feb-2015 26-Feb-2015 Change Change % Previous Week
Open 1,232.3 1,234.1 1.8 0.1% 1,219.1
High 1,236.2 1,238.8 2.6 0.2% 1,231.2
Low 1,228.0 1,229.0 1.0 0.1% 1,214.3
Close 1,232.4 1,237.7 5.3 0.4% 1,227.7
Range 8.2 9.8 1.6 19.5% 16.9
ATR 17.0 16.5 -0.5 -3.0% 0.0
Volume 79,225 79,128 -97 -0.1% 278,128
Daily Pivots for day following 26-Feb-2015
Classic Woodie Camarilla DeMark
R4 1,264.5 1,261.0 1,243.0
R3 1,254.8 1,251.3 1,240.5
R2 1,245.0 1,245.0 1,239.5
R1 1,241.3 1,241.3 1,238.5 1,243.3
PP 1,235.3 1,235.3 1,235.3 1,236.0
S1 1,231.5 1,231.5 1,236.8 1,233.3
S2 1,225.3 1,225.3 1,236.0
S3 1,215.5 1,221.8 1,235.0
S4 1,205.8 1,212.0 1,232.3
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 1,238.8 1,214.3 24.5 2.0% 11.5 0.9% 96% True False 79,826
10 1,238.8 1,197.1 41.7 3.4% 11.3 0.9% 97% True False 74,883
20 1,238.8 1,148.5 90.3 7.3% 16.8 1.3% 99% True False 91,956
40 1,238.8 1,139.4 99.4 8.0% 20.8 1.7% 99% True False 101,462
60 1,238.8 1,128.2 110.6 8.9% 20.3 1.6% 99% True False 94,027
80 1,238.8 1,128.2 110.6 8.9% 18.3 1.5% 99% True False 70,550
100 1,238.8 1,038.8 200.0 16.2% 17.3 1.4% 99% True False 56,446
120 1,238.8 1,038.8 200.0 16.2% 15.5 1.2% 99% True False 47,040
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 False
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 3.3
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,280.5
2.618 1,264.5
1.618 1,254.8
1.000 1,248.5
0.618 1,244.8
HIGH 1,238.8
0.618 1,235.0
0.500 1,234.0
0.382 1,232.8
LOW 1,229.0
0.618 1,223.0
1.000 1,219.3
1.618 1,213.3
2.618 1,203.3
4.250 1,187.3
Fisher Pivots for day following 26-Feb-2015
Pivot 1 day 3 day
R1 1,236.5 1,236.3
PP 1,235.3 1,234.8
S1 1,234.0 1,233.0

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

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