ICE Russell 2000 Mini Future June 2015


Trading Metrics calculated at close of trading on 23-Mar-2015
Day Change Summary
Previous Current
20-Mar-2015 23-Mar-2015 Change Change % Previous Week
Open 1,251.1 1,261.0 9.9 0.8% 1,227.2
High 1,263.3 1,265.2 1.9 0.2% 1,263.3
Low 1,250.7 1,257.4 6.7 0.5% 1,223.4
Close 1,260.5 1,260.0 -0.5 0.0% 1,260.5
Range 12.6 7.8 -4.8 -38.1% 39.9
ATR 12.8 12.5 -0.4 -2.8% 0.0
Volume 83,467 50,596 -32,871 -39.4% 583,117
Daily Pivots for day following 23-Mar-2015
Classic Woodie Camarilla DeMark
R4 1,284.3 1,280.0 1,264.3
R3 1,276.5 1,272.3 1,262.3
R2 1,268.8 1,268.8 1,261.5
R1 1,264.3 1,264.3 1,260.8 1,262.5
PP 1,260.8 1,260.8 1,260.8 1,260.0
S1 1,256.5 1,256.5 1,259.3 1,254.8
S2 1,253.0 1,253.0 1,258.5
S3 1,245.3 1,248.8 1,257.8
S4 1,237.5 1,241.0 1,255.8
Weekly Pivots for week ending 20-Mar-2015
Classic Woodie Camarilla DeMark
R4 1,368.8 1,354.5 1,282.5
R3 1,328.8 1,314.8 1,271.5
R2 1,289.0 1,289.0 1,267.8
R1 1,274.8 1,274.8 1,264.3 1,281.8
PP 1,249.0 1,249.0 1,249.0 1,252.5
S1 1,234.8 1,234.8 1,256.8 1,242.0
S2 1,209.3 1,209.3 1,253.3
S3 1,169.3 1,195.0 1,249.5
S4 1,129.3 1,155.0 1,238.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,265.2 1,228.2 37.0 2.9% 12.8 1.0% 86% True False 98,678
10 1,265.2 1,198.8 66.4 5.3% 15.8 1.2% 92% True False 89,398
20 1,265.2 1,198.8 66.4 5.3% 11.8 0.9% 92% True False 45,195
40 1,265.2 1,145.0 120.2 9.5% 9.8 0.8% 96% True False 22,612
60 1,265.2 1,137.0 128.2 10.2% 8.5 0.7% 96% True False 15,076
80 1,265.2 1,126.7 138.5 11.0% 6.3 0.5% 96% True False 11,308
100 1,265.2 1,107.3 157.9 12.5% 5.0 0.4% 97% True False 9,047
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 3.5
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 1,298.3
2.618 1,285.5
1.618 1,277.8
1.000 1,273.0
0.618 1,270.0
HIGH 1,265.3
0.618 1,262.3
0.500 1,261.3
0.382 1,260.5
LOW 1,257.5
0.618 1,252.5
1.000 1,249.5
1.618 1,244.8
2.618 1,237.0
4.250 1,224.3
Fisher Pivots for day following 23-Mar-2015
Pivot 1 day 3 day
R1 1,261.3 1,257.8
PP 1,260.8 1,255.8
S1 1,260.5 1,253.5

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

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