ICE Russell 2000 Mini Future March 2015


Trading Metrics calculated at close of trading on 02-Mar-2015
Day Change Summary
Previous Current
27-Feb-2015 02-Mar-2015 Change Change % Previous Week
Open 1,236.1 1,232.1 -4.0 -0.3% 1,228.7
High 1,239.5 1,243.6 4.1 0.3% 1,239.5
Low 1,231.0 1,230.1 -0.9 -0.1% 1,218.0
Close 1,231.6 1,239.4 7.8 0.6% 1,231.6
Range 8.5 13.5 5.0 58.8% 21.5
ATR 15.9 15.8 -0.2 -1.1% 0.0
Volume 70,732 83,277 12,545 17.7% 375,596
Daily Pivots for day following 02-Mar-2015
Classic Woodie Camarilla DeMark
R4 1,278.3 1,272.3 1,246.8
R3 1,264.8 1,258.8 1,243.0
R2 1,251.3 1,251.3 1,242.0
R1 1,245.3 1,245.3 1,240.8 1,248.3
PP 1,237.8 1,237.8 1,237.8 1,239.3
S1 1,231.8 1,231.8 1,238.3 1,234.8
S2 1,224.3 1,224.3 1,237.0
S3 1,210.8 1,218.3 1,235.8
S4 1,197.3 1,204.8 1,232.0
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 1,243.6 1,227.4 16.2 1.3% 9.8 0.8% 74% True False 76,907
10 1,243.6 1,214.3 29.3 2.4% 10.8 0.9% 86% True False 73,700
20 1,243.6 1,148.5 95.1 7.7% 15.0 1.2% 96% True False 85,934
40 1,243.6 1,139.4 104.2 8.4% 20.5 1.7% 96% True False 102,197
60 1,243.6 1,128.2 115.4 9.3% 20.0 1.6% 96% True False 96,542
80 1,243.6 1,128.2 115.4 9.3% 18.3 1.5% 96% True False 72,474
100 1,243.6 1,038.8 204.8 16.5% 17.3 1.4% 98% True False 57,985
120 1,243.6 1,038.8 204.8 16.5% 15.5 1.3% 98% True False 48,324
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.2
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,301.0
2.618 1,279.0
1.618 1,265.5
1.000 1,257.0
0.618 1,252.0
HIGH 1,243.5
0.618 1,238.5
0.500 1,236.8
0.382 1,235.3
LOW 1,230.0
0.618 1,221.8
1.000 1,216.5
1.618 1,208.3
2.618 1,194.8
4.250 1,172.8
Fisher Pivots for day following 02-Mar-2015
Pivot 1 day 3 day
R1 1,238.5 1,238.3
PP 1,237.8 1,237.3
S1 1,236.8 1,236.3

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

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