ICE Russell 2000 Mini Future June 2015


Trading Metrics calculated at close of trading on 24-Apr-2015
Day Change Summary
Previous Current
23-Apr-2015 24-Apr-2015 Change Change % Previous Week
Open 1,262.7 1,267.9 5.2 0.4% 1,252.5
High 1,271.1 1,271.1 0.0 0.0% 1,271.1
Low 1,254.6 1,262.5 7.9 0.6% 1,249.1
Close 1,267.8 1,264.2 -3.6 -0.3% 1,264.2
Range 16.5 8.6 -7.9 -47.9% 22.0
ATR 15.0 14.5 -0.5 -3.0% 0.0
Volume 62,791 49,708 -13,083 -20.8% 317,951
Daily Pivots for day following 24-Apr-2015
Classic Woodie Camarilla DeMark
R4 1,291.8 1,286.5 1,269.0
R3 1,283.3 1,278.0 1,266.5
R2 1,274.5 1,274.5 1,265.8
R1 1,269.3 1,269.3 1,265.0 1,267.8
PP 1,266.0 1,266.0 1,266.0 1,265.0
S1 1,260.8 1,260.8 1,263.5 1,259.0
S2 1,257.3 1,257.3 1,262.5
S3 1,248.8 1,252.3 1,261.8
S4 1,240.3 1,243.5 1,259.5
Weekly Pivots for week ending 24-Apr-2015
Classic Woodie Camarilla DeMark
R4 1,327.5 1,317.8 1,276.3
R3 1,305.5 1,295.8 1,270.3
R2 1,283.5 1,283.5 1,268.3
R1 1,273.8 1,273.8 1,266.3 1,278.8
PP 1,261.5 1,261.5 1,261.5 1,264.0
S1 1,251.8 1,251.8 1,262.3 1,256.8
S2 1,239.5 1,239.5 1,260.3
S3 1,217.5 1,229.8 1,258.3
S4 1,195.5 1,207.8 1,252.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,271.1 1,249.1 22.0 1.7% 12.8 1.0% 69% True False 63,590
10 1,277.2 1,243.4 33.8 2.7% 14.0 1.1% 62% False False 72,111
20 1,277.2 1,223.1 54.1 4.3% 15.0 1.2% 76% False False 72,455
40 1,277.2 1,198.8 78.4 6.2% 14.5 1.1% 83% False False 65,655
60 1,277.2 1,145.0 132.2 10.5% 11.8 0.9% 90% False False 43,781
80 1,277.2 1,137.0 140.2 11.1% 10.8 0.8% 91% False False 32,837
100 1,277.2 1,126.7 150.5 11.9% 8.8 0.7% 91% False False 26,270
120 1,277.2 1,126.7 150.5 11.9% 7.3 0.6% 91% False False 21,892
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 3.2
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1,307.8
2.618 1,293.5
1.618 1,285.0
1.000 1,279.8
0.618 1,276.5
HIGH 1,271.0
0.618 1,267.8
0.500 1,266.8
0.382 1,265.8
LOW 1,262.5
0.618 1,257.3
1.000 1,254.0
1.618 1,248.5
2.618 1,240.0
4.250 1,226.0
Fisher Pivots for day following 24-Apr-2015
Pivot 1 day 3 day
R1 1,266.8 1,262.8
PP 1,266.0 1,261.5
S1 1,265.0 1,260.0

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

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