ICE Russell 2000 Mini Future March 2015


Trading Metrics calculated at close of trading on 27-Feb-2015
Day Change Summary
Previous Current
26-Feb-2015 27-Feb-2015 Change Change % Previous Week
Open 1,234.1 1,236.1 2.0 0.2% 1,228.7
High 1,238.8 1,239.5 0.7 0.1% 1,239.5
Low 1,229.0 1,231.0 2.0 0.2% 1,218.0
Close 1,237.7 1,231.6 -6.1 -0.5% 1,231.6
Range 9.8 8.5 -1.3 -13.3% 21.5
ATR 16.5 15.9 -0.6 -3.5% 0.0
Volume 79,128 70,732 -8,396 -10.6% 375,596
Daily Pivots for day following 27-Feb-2015
Classic Woodie Camarilla DeMark
R4 1,259.5 1,254.0 1,236.3
R3 1,251.0 1,245.5 1,234.0
R2 1,242.5 1,242.5 1,233.3
R1 1,237.0 1,237.0 1,232.5 1,235.5
PP 1,234.0 1,234.0 1,234.0 1,233.3
S1 1,228.5 1,228.5 1,230.8 1,227.0
S2 1,225.5 1,225.5 1,230.0
S3 1,217.0 1,220.0 1,229.3
S4 1,208.5 1,211.5 1,227.0
Weekly Pivots for week ending 27-Feb-2015
Classic Woodie Camarilla DeMark
R4 1,294.3 1,284.5 1,243.5
R3 1,272.8 1,263.0 1,237.5
R2 1,251.3 1,251.3 1,235.5
R1 1,241.5 1,241.5 1,233.5 1,246.3
PP 1,229.8 1,229.8 1,229.8 1,232.3
S1 1,220.0 1,220.0 1,229.8 1,224.8
S2 1,208.3 1,208.3 1,227.8
S3 1,186.8 1,198.5 1,225.8
S4 1,165.3 1,177.0 1,219.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,239.5 1,218.0 21.5 1.7% 10.0 0.8% 63% True False 75,119
10 1,239.5 1,210.6 28.9 2.3% 10.5 0.9% 73% True False 73,098
20 1,239.5 1,148.5 91.0 7.4% 15.8 1.3% 91% True False 89,228
40 1,239.5 1,139.4 100.1 8.1% 20.8 1.7% 92% True False 101,861
60 1,239.5 1,128.2 111.3 9.0% 20.3 1.6% 93% True False 95,158
80 1,239.5 1,128.2 111.3 9.0% 18.3 1.5% 93% True False 71,433
100 1,239.5 1,038.8 200.7 16.3% 17.5 1.4% 96% True False 57,153
120 1,239.5 1,038.8 200.7 16.3% 15.5 1.3% 96% True False 47,630
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,275.5
2.618 1,261.8
1.618 1,253.3
1.000 1,248.0
0.618 1,244.8
HIGH 1,239.5
0.618 1,236.3
0.500 1,235.3
0.382 1,234.3
LOW 1,231.0
0.618 1,225.8
1.000 1,222.5
1.618 1,217.3
2.618 1,208.8
4.250 1,195.0
Fisher Pivots for day following 27-Feb-2015
Pivot 1 day 3 day
R1 1,235.3 1,233.8
PP 1,234.0 1,233.0
S1 1,232.8 1,232.3

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

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