ICE Russell 2000 Mini Future March 2015


Trading Metrics calculated at close of trading on 03-Mar-2015
Day Change Summary
Previous Current
02-Mar-2015 03-Mar-2015 Change Change % Previous Week
Open 1,232.1 1,239.0 6.9 0.6% 1,228.7
High 1,243.6 1,239.1 -4.5 -0.4% 1,239.5
Low 1,230.1 1,228.2 -1.9 -0.2% 1,218.0
Close 1,239.4 1,232.6 -6.8 -0.5% 1,231.6
Range 13.5 10.9 -2.6 -19.3% 21.5
ATR 15.8 15.4 -0.3 -2.1% 0.0
Volume 83,277 74,411 -8,866 -10.6% 375,596
Daily Pivots for day following 03-Mar-2015
Classic Woodie Camarilla DeMark
R4 1,266.0 1,260.3 1,238.5
R3 1,255.0 1,249.3 1,235.5
R2 1,244.3 1,244.3 1,234.5
R1 1,238.5 1,238.5 1,233.5 1,235.8
PP 1,233.3 1,233.3 1,233.3 1,232.0
S1 1,227.5 1,227.5 1,231.5 1,225.0
S2 1,222.5 1,222.5 1,230.5
S3 1,211.5 1,216.5 1,229.5
S4 1,200.5 1,205.8 1,226.5
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 1,228.0 15.6 1.3% 10.3 0.8% 29% False False 77,354
10 1,243.6 1,214.3 29.3 2.4% 11.0 0.9% 62% False False 74,916
20 1,243.6 1,168.2 75.4 6.1% 14.3 1.2% 85% False False 83,444
40 1,243.6 1,139.4 104.2 8.5% 20.0 1.6% 89% False False 101,215
60 1,243.6 1,128.2 115.4 9.4% 20.0 1.6% 90% False False 97,765
80 1,243.6 1,128.2 115.4 9.4% 18.3 1.5% 90% False False 73,404
100 1,243.6 1,038.8 204.8 16.6% 17.3 1.4% 95% False False 58,728
120 1,243.6 1,038.8 204.8 16.6% 15.8 1.3% 95% False False 48,944
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,285.5
2.618 1,267.8
1.618 1,256.8
1.000 1,250.0
0.618 1,245.8
HIGH 1,239.0
0.618 1,235.0
0.500 1,233.8
0.382 1,232.3
LOW 1,228.3
0.618 1,221.5
1.000 1,217.3
1.618 1,210.5
2.618 1,199.8
4.250 1,182.0
Fisher Pivots for day following 03-Mar-2015
Pivot 1 day 3 day
R1 1,233.8 1,236.0
PP 1,233.3 1,234.8
S1 1,233.0 1,233.8

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

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