ICE Russell 2000 Mini Future June 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 1,212.5 1,233.8 21.3 1.8% 1,212.0
High 1,233.7 1,235.6 1.9 0.2% 1,235.6
Low 1,210.8 1,212.5 1.7 0.1% 1,198.8
Close 1,231.0 1,226.2 -4.8 -0.4% 1,226.2
Range 22.9 23.1 0.2 0.9% 36.8
ATR 11.5 12.4 0.8 7.2% 0.0
Volume 88,578 143,516 54,938 62.0% 262,764
Daily Pivots for day following 13-Mar-2015
Classic Woodie Camarilla DeMark
R4 1,294.0 1,283.3 1,239.0
R3 1,271.0 1,260.3 1,232.5
R2 1,247.8 1,247.8 1,230.5
R1 1,237.0 1,237.0 1,228.3 1,231.0
PP 1,224.8 1,224.8 1,224.8 1,221.8
S1 1,214.0 1,214.0 1,224.0 1,207.8
S2 1,201.8 1,201.8 1,222.0
S3 1,178.5 1,190.8 1,219.8
S4 1,155.5 1,167.8 1,213.5
Weekly Pivots for week ending 13-Mar-2015
Classic Woodie Camarilla DeMark
R4 1,330.5 1,315.3 1,246.5
R3 1,293.8 1,278.5 1,236.3
R2 1,257.0 1,257.0 1,233.0
R1 1,241.5 1,241.5 1,229.5 1,249.3
PP 1,220.3 1,220.3 1,220.3 1,224.0
S1 1,204.8 1,204.8 1,222.8 1,212.5
S2 1,183.5 1,183.5 1,219.5
S3 1,146.5 1,168.0 1,216.0
S4 1,109.8 1,131.3 1,206.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,235.6 1,198.8 36.8 3.0% 17.5 1.4% 74% True False 52,552
10 1,237.5 1,198.8 38.7 3.2% 14.3 1.2% 71% False False 27,010
20 1,237.5 1,198.8 38.7 3.2% 9.8 0.8% 71% False False 13,510
40 1,237.5 1,137.0 100.5 8.2% 8.5 0.7% 89% False False 6,770
60 1,237.5 1,126.7 110.8 9.0% 7.0 0.6% 90% False False 4,515
80 1,237.5 1,126.7 110.8 9.0% 5.5 0.4% 90% False False 3,387
100 1,237.5 1,084.4 153.1 12.5% 4.3 0.4% 93% False False 2,710
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 1.9
Widest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 1,333.8
2.618 1,296.0
1.618 1,273.0
1.000 1,258.8
0.618 1,250.0
HIGH 1,235.5
0.618 1,226.8
0.500 1,224.0
0.382 1,221.3
LOW 1,212.5
0.618 1,198.3
1.000 1,189.5
1.618 1,175.0
2.618 1,152.0
4.250 1,114.3
Fisher Pivots for day following 13-Mar-2015
Pivot 1 day 3 day
R1 1,225.5 1,223.3
PP 1,224.8 1,220.3
S1 1,224.0 1,217.5

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

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