ICE Russell 2000 Mini Future June 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 1,232.6 1,225.6 -7.0 -0.6% 1,222.5
High 1,234.0 1,225.9 -8.1 -0.7% 1,233.6
Low 1,224.0 1,218.0 -6.0 -0.5% 1,218.0
Close 1,227.5 1,223.9 -3.6 -0.3% 1,226.9
Range 10.0 7.9 -2.1 -21.0% 15.6
ATR 9.2 9.2 0.0 0.2% 0.0
Volume 6,172 296 -5,876 -95.2% 96
Daily Pivots for day following 04-Mar-2015
Classic Woodie Camarilla DeMark
R4 1,246.3 1,243.0 1,228.3
R3 1,238.5 1,235.0 1,226.0
R2 1,230.5 1,230.5 1,225.3
R1 1,227.3 1,227.3 1,224.5 1,225.0
PP 1,222.5 1,222.5 1,222.5 1,221.5
S1 1,219.3 1,219.3 1,223.3 1,217.0
S2 1,214.8 1,214.8 1,222.5
S3 1,206.8 1,211.5 1,221.8
S4 1,199.0 1,203.5 1,219.5
Weekly Pivots for week ending 27-Feb-2015
Classic Woodie Camarilla DeMark
R4 1,273.0 1,265.5 1,235.5
R3 1,257.3 1,250.0 1,231.3
R2 1,241.8 1,241.8 1,229.8
R1 1,234.3 1,234.3 1,228.3 1,238.0
PP 1,226.3 1,226.3 1,226.3 1,228.0
S1 1,218.8 1,218.8 1,225.5 1,222.5
S2 1,210.5 1,210.5 1,224.0
S3 1,195.0 1,203.3 1,222.5
S4 1,179.3 1,187.5 1,218.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,237.5 1,218.0 19.5 1.6% 7.8 0.6% 30% False True 1,356
10 1,237.5 1,210.0 27.5 2.2% 7.3 0.6% 51% False False 687
20 1,237.5 1,181.7 55.8 4.6% 6.0 0.5% 76% False False 371
40 1,237.5 1,137.0 100.5 8.2% 7.0 0.6% 86% False False 188
60 1,237.5 1,126.7 110.8 9.1% 5.3 0.4% 88% False False 127
80 1,237.5 1,126.7 110.8 9.1% 4.0 0.3% 88% False False 95
100 1,237.5 1,036.4 201.1 16.4% 3.3 0.3% 93% False False 76
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 True
Bear Hook False
Bull Hook False
Stretch 1.2
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,259.5
2.618 1,246.5
1.618 1,238.8
1.000 1,233.8
0.618 1,230.8
HIGH 1,226.0
0.618 1,223.0
0.500 1,222.0
0.382 1,221.0
LOW 1,218.0
0.618 1,213.0
1.000 1,210.0
1.618 1,205.3
2.618 1,197.3
4.250 1,184.5
Fisher Pivots for day following 04-Mar-2015
Pivot 1 day 3 day
R1 1,223.3 1,227.8
PP 1,222.5 1,226.5
S1 1,222.0 1,225.3

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

View Archives - Comment on this page... - Back to Index of Symbols