ICE Russell 2000 Mini Future June 2015


Trading Metrics calculated at close of trading on 30-Mar-2015
Day Change Summary
Previous Current
27-Mar-2015 30-Mar-2015 Change Change % Previous Week
Open 1,227.2 1,235.9 8.7 0.7% 1,261.0
High 1,237.0 1,255.3 18.3 1.5% 1,265.2
Low 1,223.1 1,232.5 9.4 0.8% 1,220.1
Close 1,234.7 1,251.6 16.9 1.4% 1,234.7
Range 13.9 22.8 8.9 64.0% 45.1
ATR 13.7 14.3 0.7 4.8% 0.0
Volume 68,168 65,667 -2,501 -3.7% 392,036
Daily Pivots for day following 30-Mar-2015
Classic Woodie Camarilla DeMark
R4 1,314.8 1,306.0 1,264.3
R3 1,292.0 1,283.3 1,257.8
R2 1,269.3 1,269.3 1,255.8
R1 1,260.5 1,260.5 1,253.8 1,264.8
PP 1,246.5 1,246.5 1,246.5 1,248.8
S1 1,237.8 1,237.8 1,249.5 1,242.0
S2 1,223.8 1,223.8 1,247.5
S3 1,200.8 1,214.8 1,245.3
S4 1,178.0 1,192.0 1,239.0
Weekly Pivots for week ending 27-Mar-2015
Classic Woodie Camarilla DeMark
R4 1,375.3 1,350.0 1,259.5
R3 1,330.3 1,305.0 1,247.0
R2 1,285.0 1,285.0 1,243.0
R1 1,260.0 1,260.0 1,238.8 1,250.0
PP 1,240.0 1,240.0 1,240.0 1,235.0
S1 1,214.8 1,214.8 1,230.5 1,204.8
S2 1,195.0 1,195.0 1,226.5
S3 1,149.8 1,169.8 1,222.3
S4 1,104.8 1,124.5 1,210.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,264.7 1,220.1 44.6 3.6% 18.3 1.5% 71% False False 81,421
10 1,265.2 1,220.1 45.1 3.6% 15.5 1.2% 70% False False 90,050
20 1,265.2 1,198.8 66.4 5.3% 15.0 1.2% 80% False False 65,531
40 1,265.2 1,145.0 120.2 9.6% 10.8 0.9% 89% False False 32,789
60 1,265.2 1,137.0 128.2 10.2% 9.5 0.8% 89% False False 21,861
80 1,265.2 1,126.7 138.5 11.1% 7.5 0.6% 90% False False 16,397
100 1,265.2 1,126.7 138.5 11.1% 6.0 0.5% 90% False False 13,118
120 1,265.2 1,036.4 228.8 18.3% 5.0 0.4% 94% False False 10,932
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 3.1
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,352.3
2.618 1,315.0
1.618 1,292.3
1.000 1,278.0
0.618 1,269.5
HIGH 1,255.3
0.618 1,246.5
0.500 1,244.0
0.382 1,241.3
LOW 1,232.5
0.618 1,218.5
1.000 1,209.8
1.618 1,195.5
2.618 1,172.8
4.250 1,135.5
Fisher Pivots for day following 30-Mar-2015
Pivot 1 day 3 day
R1 1,249.0 1,247.0
PP 1,246.5 1,242.3
S1 1,244.0 1,237.8

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

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