ICE Russell 2000 Mini Future June 2015


Trading Metrics calculated at close of trading on 16-Apr-2015
Day Change Summary
Previous Current
15-Apr-2015 16-Apr-2015 Change Change % Previous Week
Open 1,262.8 1,272.3 9.5 0.8% 1,236.7
High 1,277.2 1,275.8 -1.4 -0.1% 1,263.5
Low 1,260.7 1,267.3 6.6 0.5% 1,236.6
Close 1,271.4 1,270.5 -0.9 -0.1% 1,262.2
Range 16.5 8.5 -8.0 -48.5% 26.9
ATR 14.6 14.2 -0.4 -3.0% 0.0
Volume 85,077 62,211 -22,866 -26.9% 338,141
Daily Pivots for day following 16-Apr-2015
Classic Woodie Camarilla DeMark
R4 1,296.8 1,292.0 1,275.3
R3 1,288.3 1,283.5 1,272.8
R2 1,279.8 1,279.8 1,272.0
R1 1,275.0 1,275.0 1,271.3 1,273.3
PP 1,271.3 1,271.3 1,271.3 1,270.3
S1 1,266.5 1,266.5 1,269.8 1,264.8
S2 1,262.8 1,262.8 1,269.0
S3 1,254.3 1,258.0 1,268.3
S4 1,245.8 1,249.5 1,265.8
Weekly Pivots for week ending 10-Apr-2015
Classic Woodie Camarilla DeMark
R4 1,334.8 1,325.5 1,277.0
R3 1,308.0 1,298.5 1,269.5
R2 1,281.0 1,281.0 1,267.3
R1 1,271.5 1,271.5 1,264.8 1,276.3
PP 1,254.0 1,254.0 1,254.0 1,256.5
S1 1,244.8 1,244.8 1,259.8 1,249.5
S2 1,227.3 1,227.3 1,257.3
S3 1,200.3 1,217.8 1,254.8
S4 1,173.5 1,191.0 1,247.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,277.2 1,253.3 23.9 1.9% 11.3 0.9% 72% False False 66,752
10 1,277.2 1,236.6 40.6 3.2% 14.5 1.1% 83% False False 67,888
20 1,277.2 1,220.1 57.1 4.5% 14.8 1.2% 88% False False 74,785
40 1,277.2 1,198.8 78.4 6.2% 13.3 1.0% 91% False False 54,601
60 1,277.2 1,145.0 132.2 10.4% 11.0 0.9% 95% False False 36,410
80 1,277.2 1,137.0 140.2 11.0% 9.5 0.8% 95% False False 27,309
100 1,277.2 1,126.7 150.5 11.8% 7.8 0.6% 96% False False 21,848
120 1,277.2 1,106.3 170.9 13.5% 6.5 0.5% 96% False False 18,207
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.0
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,312.0
2.618 1,298.0
1.618 1,289.5
1.000 1,284.3
0.618 1,281.0
HIGH 1,275.8
0.618 1,272.5
0.500 1,271.5
0.382 1,270.5
LOW 1,267.3
0.618 1,262.0
1.000 1,258.8
1.618 1,253.5
2.618 1,245.0
4.250 1,231.3
Fisher Pivots for day following 16-Apr-2015
Pivot 1 day 3 day
R1 1,271.5 1,268.8
PP 1,271.3 1,267.0
S1 1,270.8 1,265.3

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

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