ICE Russell 2000 Mini Future June 2015


Trading Metrics calculated at close of trading on 09-Apr-2015
Day Change Summary
Previous Current
08-Apr-2015 09-Apr-2015 Change Change % Previous Week
Open 1,247.9 1,260.2 12.3 1.0% 1,235.9
High 1,262.1 1,262.8 0.7 0.1% 1,258.0
Low 1,245.1 1,242.7 -2.4 -0.2% 1,231.4
Close 1,260.3 1,256.7 -3.6 -0.3% 1,252.3
Range 17.0 20.1 3.1 18.2% 26.6
ATR 15.1 15.5 0.4 2.4% 0.0
Volume 75,038 86,090 11,052 14.7% 321,690
Daily Pivots for day following 09-Apr-2015
Classic Woodie Camarilla DeMark
R4 1,314.3 1,305.8 1,267.8
R3 1,294.3 1,285.5 1,262.3
R2 1,274.3 1,274.3 1,260.5
R1 1,265.5 1,265.5 1,258.5 1,259.8
PP 1,254.0 1,254.0 1,254.0 1,251.3
S1 1,245.3 1,245.3 1,254.8 1,239.8
S2 1,234.0 1,234.0 1,253.0
S3 1,213.8 1,225.3 1,251.3
S4 1,193.8 1,205.3 1,245.8
Weekly Pivots for week ending 03-Apr-2015
Classic Woodie Camarilla DeMark
R4 1,327.0 1,316.3 1,267.0
R3 1,300.5 1,289.8 1,259.5
R2 1,273.8 1,273.8 1,257.3
R1 1,263.0 1,263.0 1,254.8 1,268.5
PP 1,247.3 1,247.3 1,247.3 1,250.0
S1 1,236.5 1,236.5 1,249.8 1,241.8
S2 1,220.8 1,220.8 1,247.5
S3 1,194.0 1,209.8 1,245.0
S4 1,167.5 1,183.3 1,237.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,262.8 1,236.6 26.2 2.1% 17.8 1.4% 77% True False 69,023
10 1,262.8 1,220.1 42.7 3.4% 16.8 1.3% 86% True False 76,802
20 1,265.2 1,210.8 54.4 4.3% 16.8 1.3% 84% False False 90,608
40 1,265.2 1,195.9 69.3 5.5% 12.0 1.0% 88% False False 46,264
60 1,265.2 1,137.0 128.2 10.2% 11.3 0.9% 93% False False 30,848
80 1,265.2 1,126.7 138.5 11.0% 9.0 0.7% 94% False False 23,138
100 1,265.2 1,126.7 138.5 11.0% 7.3 0.6% 94% False False 18,510
120 1,265.2 1,070.8 194.4 15.5% 6.0 0.5% 96% False False 15,425
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.7
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,348.3
2.618 1,315.5
1.618 1,295.3
1.000 1,283.0
0.618 1,275.3
HIGH 1,262.8
0.618 1,255.0
0.500 1,252.8
0.382 1,250.5
LOW 1,242.8
0.618 1,230.3
1.000 1,222.5
1.618 1,210.3
2.618 1,190.0
4.250 1,157.3
Fisher Pivots for day following 09-Apr-2015
Pivot 1 day 3 day
R1 1,255.5 1,255.5
PP 1,254.0 1,254.0
S1 1,252.8 1,252.8

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

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