ICE Russell 2000 Mini Future March 2015


Trading Metrics calculated at close of trading on 04-Mar-2015
Day Change Summary
Previous Current
03-Mar-2015 04-Mar-2015 Change Change % Previous Week
Open 1,239.0 1,230.2 -8.8 -0.7% 1,228.7
High 1,239.1 1,231.6 -7.5 -0.6% 1,239.5
Low 1,228.2 1,221.7 -6.5 -0.5% 1,218.0
Close 1,232.6 1,229.0 -3.6 -0.3% 1,231.6
Range 10.9 9.9 -1.0 -9.2% 21.5
ATR 15.4 15.1 -0.3 -2.1% 0.0
Volume 74,411 74,736 325 0.4% 375,596
Daily Pivots for day following 04-Mar-2015
Classic Woodie Camarilla DeMark
R4 1,257.3 1,253.0 1,234.5
R3 1,247.3 1,243.0 1,231.8
R2 1,237.3 1,237.3 1,230.8
R1 1,233.3 1,233.3 1,230.0 1,230.3
PP 1,227.5 1,227.5 1,227.5 1,226.0
S1 1,223.3 1,223.3 1,228.0 1,220.5
S2 1,217.5 1,217.5 1,227.3
S3 1,207.8 1,213.3 1,226.3
S4 1,197.8 1,203.5 1,223.5
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 1,221.7 21.9 1.8% 10.5 0.9% 33% False True 76,456
10 1,243.6 1,214.3 29.3 2.4% 11.0 0.9% 50% False False 76,048
20 1,243.6 1,180.1 63.5 5.2% 13.3 1.1% 77% False False 80,945
40 1,243.6 1,139.4 104.2 8.5% 19.8 1.6% 86% False False 99,653
60 1,243.6 1,128.2 115.4 9.4% 20.0 1.6% 87% False False 99,003
80 1,243.6 1,128.2 115.4 9.4% 18.3 1.5% 87% False False 74,338
100 1,243.6 1,038.8 204.8 16.7% 17.3 1.4% 93% False False 59,475
120 1,243.6 1,038.8 204.8 16.7% 15.8 1.3% 93% False False 49,567
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 3.0
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,273.8
2.618 1,257.5
1.618 1,247.5
1.000 1,241.5
0.618 1,237.8
HIGH 1,231.5
0.618 1,227.8
0.500 1,226.8
0.382 1,225.5
LOW 1,221.8
0.618 1,215.5
1.000 1,211.8
1.618 1,205.8
2.618 1,195.8
4.250 1,179.5
Fisher Pivots for day following 04-Mar-2015
Pivot 1 day 3 day
R1 1,228.3 1,232.8
PP 1,227.5 1,231.5
S1 1,226.8 1,230.3

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

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