ICE Russell 2000 Mini Future March 2015


Trading Metrics calculated at close of trading on 20-Mar-2015
Day Change Summary
Previous Current
19-Mar-2015 20-Mar-2015 Change Change % Previous Week
Open 1,254.2 1,256.8 2.6 0.2% 1,233.2
High 1,256.5 1,265.7 9.2 0.7% 1,265.7
Low 1,247.2 1,255.1 7.9 0.6% 1,228.4
Close 1,255.6 1,262.1 6.5 0.5% 1,262.1
Range 9.3 10.6 1.3 14.0% 37.3
ATR 15.6 15.3 -0.4 -2.3% 0.0
Volume 32,817 333 -32,484 -99.0% 265,184
Daily Pivots for day following 20-Mar-2015
Classic Woodie Camarilla DeMark
R4 1,292.8 1,288.0 1,268.0
R3 1,282.3 1,277.5 1,265.0
R2 1,271.5 1,271.5 1,264.0
R1 1,266.8 1,266.8 1,263.0 1,269.3
PP 1,261.0 1,261.0 1,261.0 1,262.3
S1 1,256.3 1,256.3 1,261.3 1,258.5
S2 1,250.5 1,250.5 1,260.3
S3 1,239.8 1,245.8 1,259.3
S4 1,229.3 1,235.0 1,256.3
Weekly Pivots for week ending 20-Mar-2015
Classic Woodie Camarilla DeMark
R4 1,364.0 1,350.3 1,282.8
R3 1,326.8 1,313.0 1,272.5
R2 1,289.5 1,289.5 1,269.0
R1 1,275.8 1,275.8 1,265.5 1,282.5
PP 1,252.0 1,252.0 1,252.0 1,255.5
S1 1,238.5 1,238.5 1,258.8 1,245.3
S2 1,214.8 1,214.8 1,255.3
S3 1,177.5 1,201.3 1,252.0
S4 1,140.3 1,163.8 1,241.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,265.7 1,228.4 37.3 3.0% 13.3 1.1% 90% True False 53,036
10 1,265.7 1,203.5 62.2 4.9% 15.5 1.2% 94% True False 80,524
20 1,265.7 1,203.5 62.2 4.9% 13.5 1.1% 94% True False 80,044
40 1,265.7 1,148.5 117.2 9.3% 16.5 1.3% 97% True False 88,325
60 1,265.7 1,139.4 126.3 10.0% 18.3 1.5% 97% True False 92,257
80 1,265.7 1,128.2 137.5 10.9% 18.8 1.5% 97% True False 86,736
100 1,265.7 1,104.9 160.8 12.7% 17.8 1.4% 98% True False 69,402
120 1,265.7 1,038.8 226.9 18.0% 16.8 1.3% 98% True False 57,839
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 3.6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,310.8
2.618 1,293.5
1.618 1,282.8
1.000 1,276.3
0.618 1,272.3
HIGH 1,265.8
0.618 1,261.8
0.500 1,260.5
0.382 1,259.3
LOW 1,255.0
0.618 1,248.5
1.000 1,244.5
1.618 1,238.0
2.618 1,227.3
4.250 1,210.0
Fisher Pivots for day following 20-Mar-2015
Pivot 1 day 3 day
R1 1,261.5 1,258.3
PP 1,261.0 1,254.3
S1 1,260.5 1,250.3

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

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