ICE Russell 2000 Mini Future March 2015


Trading Metrics calculated at close of trading on 17-Mar-2015
Day Change Summary
Previous Current
16-Mar-2015 17-Mar-2015 Change Change % Previous Week
Open 1,233.2 1,237.4 4.2 0.3% 1,219.5
High 1,242.0 1,244.1 2.1 0.2% 1,240.6
Low 1,228.4 1,233.6 5.2 0.4% 1,203.5
Close 1,237.9 1,242.4 4.5 0.4% 1,231.3
Range 13.6 10.5 -3.1 -22.8% 37.1
ATR 16.0 15.6 -0.4 -2.4% 0.0
Volume 88,714 98,750 10,036 11.3% 540,058
Daily Pivots for day following 17-Mar-2015
Classic Woodie Camarilla DeMark
R4 1,271.5 1,267.5 1,248.3
R3 1,261.0 1,257.0 1,245.3
R2 1,250.5 1,250.5 1,244.3
R1 1,246.5 1,246.5 1,243.3 1,248.5
PP 1,240.0 1,240.0 1,240.0 1,241.0
S1 1,236.0 1,236.0 1,241.5 1,238.0
S2 1,229.5 1,229.5 1,240.5
S3 1,219.0 1,225.5 1,239.5
S4 1,208.5 1,215.0 1,236.5
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 1,244.1 1,204.1 40.0 3.2% 17.0 1.4% 96% True False 111,954
10 1,244.1 1,203.5 40.6 3.3% 15.3 1.2% 96% True False 98,989
20 1,244.1 1,203.5 40.6 3.3% 13.0 1.1% 96% True False 86,952
40 1,244.1 1,148.5 95.6 7.7% 17.3 1.4% 98% True False 94,534
60 1,244.1 1,139.4 104.7 8.4% 18.5 1.5% 98% True False 96,989
80 1,244.1 1,128.2 115.9 9.3% 19.0 1.5% 99% True False 85,774
100 1,244.1 1,090.9 153.2 12.3% 17.3 1.4% 99% True False 68,625
120 1,244.1 1,038.8 205.3 16.5% 16.8 1.3% 99% True False 57,192
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 1,288.8
2.618 1,271.5
1.618 1,261.0
1.000 1,254.5
0.618 1,250.5
HIGH 1,244.0
0.618 1,240.0
0.500 1,238.8
0.382 1,237.5
LOW 1,233.5
0.618 1,227.0
1.000 1,223.0
1.618 1,216.5
2.618 1,206.0
4.250 1,189.0
Fisher Pivots for day following 17-Mar-2015
Pivot 1 day 3 day
R1 1,241.3 1,238.5
PP 1,240.0 1,234.8
S1 1,238.8 1,230.8

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

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