ICE Russell 2000 Mini Future June 2015


Trading Metrics calculated at close of trading on 15-May-2015
Day Change Summary
Previous Current
14-May-2015 15-May-2015 Change Change % Previous Week
Open 1,231.3 1,241.2 9.9 0.8% 1,229.9
High 1,243.8 1,247.8 4.0 0.3% 1,247.8
Low 1,227.6 1,234.6 7.0 0.6% 1,213.3
Close 1,242.4 1,241.2 -1.2 -0.1% 1,241.2
Range 16.2 13.2 -3.0 -18.5% 34.5
ATR 16.9 16.6 -0.3 -1.6% 0.0
Volume 77,201 62,967 -14,234 -18.4% 409,191
Daily Pivots for day following 15-May-2015
Classic Woodie Camarilla DeMark
R4 1,280.8 1,274.3 1,248.5
R3 1,267.5 1,261.0 1,244.8
R2 1,254.5 1,254.5 1,243.5
R1 1,247.8 1,247.8 1,242.5 1,247.8
PP 1,241.3 1,241.3 1,241.3 1,241.3
S1 1,234.5 1,234.5 1,240.0 1,234.5
S2 1,228.0 1,228.0 1,238.8
S3 1,214.8 1,221.5 1,237.5
S4 1,201.5 1,208.3 1,234.0
Weekly Pivots for week ending 15-May-2015
Classic Woodie Camarilla DeMark
R4 1,337.5 1,324.0 1,260.3
R3 1,303.0 1,289.5 1,250.8
R2 1,268.5 1,268.5 1,247.5
R1 1,255.0 1,255.0 1,244.3 1,261.8
PP 1,234.0 1,234.0 1,234.0 1,237.5
S1 1,220.5 1,220.5 1,238.0 1,227.3
S2 1,199.5 1,199.5 1,235.0
S3 1,165.0 1,186.0 1,231.8
S4 1,130.5 1,151.5 1,222.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,247.8 1,213.3 34.5 2.8% 15.5 1.3% 81% True False 81,838
10 1,247.8 1,207.1 40.7 3.3% 16.5 1.3% 84% True False 90,197
20 1,274.9 1,207.1 67.8 5.5% 17.3 1.4% 50% False False 90,706
40 1,277.2 1,207.1 70.1 5.6% 16.5 1.3% 49% False False 83,815
60 1,277.2 1,198.8 78.4 6.3% 15.0 1.2% 54% False False 68,708
80 1,277.2 1,145.0 132.2 10.7% 12.8 1.0% 73% False False 51,538
100 1,277.2 1,137.0 140.2 11.3% 11.5 0.9% 74% False False 41,231
120 1,277.2 1,126.7 150.5 12.1% 9.5 0.8% 76% False False 34,360
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 4.2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,304.0
2.618 1,282.3
1.618 1,269.3
1.000 1,261.0
0.618 1,256.0
HIGH 1,247.8
0.618 1,242.8
0.500 1,241.3
0.382 1,239.8
LOW 1,234.5
0.618 1,226.5
1.000 1,221.5
1.618 1,213.3
2.618 1,200.0
4.250 1,178.5
Fisher Pivots for day following 15-May-2015
Pivot 1 day 3 day
R1 1,241.3 1,239.5
PP 1,241.3 1,238.0
S1 1,241.3 1,236.3

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

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