ICE Russell 2000 Mini Future March 2015


Trading Metrics calculated at close of trading on 13-Mar-2015
Day Change Summary
Previous Current
12-Mar-2015 13-Mar-2015 Change Change % Previous Week
Open 1,217.0 1,238.0 21.0 1.7% 1,219.5
High 1,238.5 1,240.6 2.1 0.2% 1,240.6
Low 1,215.7 1,217.6 1.9 0.2% 1,203.5
Close 1,235.9 1,231.3 -4.6 -0.4% 1,231.3
Range 22.8 23.0 0.2 0.9% 37.1
ATR 15.6 16.2 0.5 3.4% 0.0
Volume 167,811 102,958 -64,853 -38.6% 540,058
Daily Pivots for day following 13-Mar-2015
Classic Woodie Camarilla DeMark
R4 1,298.8 1,288.0 1,244.0
R3 1,275.8 1,265.0 1,237.5
R2 1,252.8 1,252.8 1,235.5
R1 1,242.0 1,242.0 1,233.5 1,236.0
PP 1,229.8 1,229.8 1,229.8 1,226.8
S1 1,219.0 1,219.0 1,229.3 1,213.0
S2 1,206.8 1,206.8 1,227.0
S3 1,183.8 1,196.0 1,225.0
S4 1,160.8 1,173.0 1,218.8
Weekly Pivots for week ending 13-Mar-2015
Classic Woodie Camarilla DeMark
R4 1,336.5 1,321.0 1,251.8
R3 1,299.3 1,283.8 1,241.5
R2 1,262.3 1,262.3 1,238.0
R1 1,246.8 1,246.8 1,234.8 1,254.5
PP 1,225.3 1,225.3 1,225.3 1,229.0
S1 1,209.8 1,209.8 1,228.0 1,217.5
S2 1,188.0 1,188.0 1,224.5
S3 1,151.0 1,172.5 1,221.0
S4 1,113.8 1,135.5 1,211.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,240.6 1,203.5 37.1 3.0% 17.8 1.4% 75% True False 108,011
10 1,243.6 1,203.5 40.1 3.3% 15.5 1.2% 69% False False 96,011
20 1,243.6 1,203.5 40.1 3.3% 13.0 1.1% 69% False False 84,554
40 1,243.6 1,139.4 104.2 8.5% 18.8 1.5% 88% False False 96,801
60 1,243.6 1,128.2 115.4 9.4% 19.3 1.6% 89% False False 101,801
80 1,243.6 1,128.2 115.4 9.4% 18.8 1.5% 89% False False 83,431
100 1,243.6 1,087.8 155.8 12.7% 17.0 1.4% 92% False False 66,751
120 1,243.6 1,038.8 204.8 16.6% 16.8 1.4% 94% False False 55,631
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.5
Widest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 1,338.3
2.618 1,300.8
1.618 1,277.8
1.000 1,263.5
0.618 1,254.8
HIGH 1,240.5
0.618 1,231.8
0.500 1,229.0
0.382 1,226.5
LOW 1,217.5
0.618 1,203.5
1.000 1,194.5
1.618 1,180.5
2.618 1,157.5
4.250 1,119.8
Fisher Pivots for day following 13-Mar-2015
Pivot 1 day 3 day
R1 1,230.5 1,228.3
PP 1,229.8 1,225.3
S1 1,229.0 1,222.3

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

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