ICE Russell 2000 Mini Future June 2015


Trading Metrics calculated at close of trading on 08-May-2015
Day Change Summary
Previous Current
07-May-2015 08-May-2015 Change Change % Previous Week
Open 1,215.9 1,225.2 9.3 0.8% 1,225.8
High 1,227.2 1,237.6 10.4 0.8% 1,238.7
Low 1,207.8 1,224.0 16.2 1.3% 1,207.1
Close 1,223.8 1,229.2 5.4 0.4% 1,229.2
Range 19.4 13.6 -5.8 -29.9% 31.6
ATR 17.4 17.1 -0.3 -1.5% 0.0
Volume 87,468 77,448 -10,020 -11.5% 492,779
Daily Pivots for day following 08-May-2015
Classic Woodie Camarilla DeMark
R4 1,271.0 1,263.8 1,236.8
R3 1,257.5 1,250.3 1,233.0
R2 1,243.8 1,243.8 1,231.8
R1 1,236.5 1,236.5 1,230.5 1,240.3
PP 1,230.3 1,230.3 1,230.3 1,232.0
S1 1,223.0 1,223.0 1,228.0 1,226.5
S2 1,216.8 1,216.8 1,226.8
S3 1,203.0 1,209.3 1,225.5
S4 1,189.5 1,195.8 1,221.8
Weekly Pivots for week ending 08-May-2015
Classic Woodie Camarilla DeMark
R4 1,319.8 1,306.0 1,246.5
R3 1,288.3 1,274.5 1,238.0
R2 1,256.5 1,256.5 1,235.0
R1 1,243.0 1,243.0 1,232.0 1,249.8
PP 1,225.0 1,225.0 1,225.0 1,228.5
S1 1,211.3 1,211.3 1,226.3 1,218.3
S2 1,193.5 1,193.5 1,223.5
S3 1,161.8 1,179.8 1,220.5
S4 1,130.3 1,148.0 1,211.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,238.7 1,207.1 31.6 2.6% 17.5 1.4% 70% False False 98,555
10 1,274.9 1,207.1 67.8 5.5% 20.3 1.6% 33% False False 108,698
20 1,277.2 1,207.1 70.1 5.7% 17.3 1.4% 32% False False 90,404
40 1,277.2 1,207.1 70.1 5.7% 16.5 1.3% 32% False False 89,664
60 1,277.2 1,198.8 78.4 6.4% 14.0 1.1% 39% False False 61,888
80 1,277.2 1,137.0 140.2 11.4% 12.5 1.0% 66% False False 46,424
100 1,277.2 1,126.7 150.5 12.2% 10.8 0.9% 68% False False 37,140
120 1,277.2 1,126.7 150.5 12.2% 9.0 0.7% 68% False False 30,950
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 5.3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,295.5
2.618 1,273.3
1.618 1,259.5
1.000 1,251.3
0.618 1,246.0
HIGH 1,237.5
0.618 1,232.5
0.500 1,230.8
0.382 1,229.3
LOW 1,224.0
0.618 1,215.5
1.000 1,210.5
1.618 1,202.0
2.618 1,188.5
4.250 1,166.3
Fisher Pivots for day following 08-May-2015
Pivot 1 day 3 day
R1 1,230.8 1,227.0
PP 1,230.3 1,224.8
S1 1,229.8 1,222.3

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

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