ICE Russell 2000 Mini Future June 2015


Trading Metrics calculated at close of trading on 01-May-2015
Day Change Summary
Previous Current
30-Apr-2015 01-May-2015 Change Change % Previous Week
Open 1,238.0 1,219.9 -18.1 -1.5% 1,264.2
High 1,241.4 1,226.6 -14.8 -1.2% 1,274.9
Low 1,211.5 1,213.9 2.4 0.2% 1,211.5
Close 1,216.4 1,224.2 7.8 0.6% 1,224.2
Range 29.9 12.7 -17.2 -57.5% 63.4
ATR 17.4 17.0 -0.3 -1.9% 0.0
Volume 169,475 109,430 -60,045 -35.4% 594,208
Daily Pivots for day following 01-May-2015
Classic Woodie Camarilla DeMark
R4 1,259.8 1,254.8 1,231.3
R3 1,247.0 1,242.0 1,227.8
R2 1,234.3 1,234.3 1,226.5
R1 1,229.3 1,229.3 1,225.3 1,231.8
PP 1,221.5 1,221.5 1,221.5 1,222.8
S1 1,216.5 1,216.5 1,223.0 1,219.0
S2 1,208.8 1,208.8 1,221.8
S3 1,196.3 1,203.8 1,220.8
S4 1,183.5 1,191.3 1,217.3
Weekly Pivots for week ending 01-May-2015
Classic Woodie Camarilla DeMark
R4 1,427.0 1,389.0 1,259.0
R3 1,363.8 1,325.8 1,241.8
R2 1,300.3 1,300.3 1,235.8
R1 1,262.3 1,262.3 1,230.0 1,249.5
PP 1,236.8 1,236.8 1,236.8 1,230.5
S1 1,198.8 1,198.8 1,218.5 1,186.3
S2 1,173.5 1,173.5 1,212.5
S3 1,110.0 1,135.5 1,206.8
S4 1,046.8 1,072.0 1,189.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,274.9 1,211.5 63.4 5.2% 23.0 1.9% 20% False False 118,841
10 1,274.9 1,211.5 63.4 5.2% 18.0 1.5% 20% False False 91,215
20 1,277.2 1,211.5 65.7 5.4% 16.8 1.4% 19% False False 82,673
40 1,277.2 1,198.8 78.4 6.4% 16.3 1.3% 32% False False 80,334
60 1,277.2 1,186.7 90.5 7.4% 13.0 1.1% 41% False False 53,684
80 1,277.2 1,137.0 140.2 11.5% 11.8 1.0% 62% False False 40,264
100 1,277.2 1,126.7 150.5 12.3% 9.8 0.8% 65% False False 32,212
120 1,277.2 1,126.7 150.5 12.3% 8.3 0.7% 65% False False 26,844
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 4.8
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,280.5
2.618 1,259.8
1.618 1,247.3
1.000 1,239.3
0.618 1,234.5
HIGH 1,226.5
0.618 1,221.8
0.500 1,220.3
0.382 1,218.8
LOW 1,214.0
0.618 1,206.0
1.000 1,201.3
1.618 1,193.3
2.618 1,180.8
4.250 1,160.0
Fisher Pivots for day following 01-May-2015
Pivot 1 day 3 day
R1 1,223.0 1,236.0
PP 1,221.5 1,232.0
S1 1,220.3 1,228.0

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

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