ICE Russell 2000 Mini Future June 2015


Trading Metrics calculated at close of trading on 05-May-2015
Day Change Summary
Previous Current
04-May-2015 05-May-2015 Change Change % Previous Week
Open 1,225.8 1,227.8 2.0 0.2% 1,264.2
High 1,238.7 1,231.2 -7.5 -0.6% 1,274.9
Low 1,221.0 1,207.5 -13.5 -1.1% 1,211.5
Close 1,228.3 1,214.2 -14.1 -1.1% 1,224.2
Range 17.7 23.7 6.0 33.9% 63.4
ATR 17.1 17.6 0.5 2.8% 0.0
Volume 96,933 130,011 33,078 34.1% 594,208
Daily Pivots for day following 05-May-2015
Classic Woodie Camarilla DeMark
R4 1,288.8 1,275.3 1,227.3
R3 1,265.0 1,251.5 1,220.8
R2 1,241.3 1,241.3 1,218.5
R1 1,227.8 1,227.8 1,216.3 1,222.8
PP 1,217.8 1,217.8 1,217.8 1,215.0
S1 1,204.0 1,204.0 1,212.0 1,199.0
S2 1,194.0 1,194.0 1,209.8
S3 1,170.3 1,180.3 1,207.8
S4 1,146.5 1,156.8 1,201.3
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 1,260.3 1,207.5 52.8 4.3% 21.0 1.7% 13% False True 121,847
10 1,274.9 1,207.5 67.4 5.6% 19.8 1.6% 10% False True 101,279
20 1,277.2 1,207.5 69.7 5.7% 17.0 1.4% 10% False True 87,914
40 1,277.2 1,198.8 78.4 6.5% 16.8 1.4% 20% False False 85,937
60 1,277.2 1,186.7 90.5 7.5% 13.5 1.1% 30% False False 57,466
80 1,277.2 1,137.0 140.2 11.5% 12.3 1.0% 55% False False 43,101
100 1,277.2 1,126.7 150.5 12.4% 10.3 0.8% 58% False False 34,482
120 1,277.2 1,126.7 150.5 12.4% 8.5 0.7% 58% False False 28,735
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 5.3
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,332.0
2.618 1,293.3
1.618 1,269.5
1.000 1,255.0
0.618 1,245.8
HIGH 1,231.3
0.618 1,222.3
0.500 1,219.3
0.382 1,216.5
LOW 1,207.5
0.618 1,192.8
1.000 1,183.8
1.618 1,169.3
2.618 1,145.5
4.250 1,106.8
Fisher Pivots for day following 05-May-2015
Pivot 1 day 3 day
R1 1,219.3 1,223.0
PP 1,217.8 1,220.3
S1 1,216.0 1,217.3

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

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