ICE Russell 2000 Mini Future June 2015


Trading Metrics calculated at close of trading on 04-Jun-2015
Day Change Summary
Previous Current
03-Jun-2015 04-Jun-2015 Change Change % Previous Week
Open 1,250.9 1,264.4 13.5 1.1% 1,252.0
High 1,265.3 1,264.7 -0.6 0.0% 1,254.9
Low 1,249.4 1,245.9 -3.5 -0.3% 1,230.1
Close 1,264.3 1,252.1 -12.2 -1.0% 1,244.3
Range 15.9 18.8 2.9 18.2% 24.8
ATR 16.8 16.9 0.1 0.9% 0.0
Volume 104,678 106,462 1,784 1.7% 389,947
Daily Pivots for day following 04-Jun-2015
Classic Woodie Camarilla DeMark
R4 1,310.8 1,300.3 1,262.5
R3 1,291.8 1,281.3 1,257.3
R2 1,273.0 1,273.0 1,255.5
R1 1,262.5 1,262.5 1,253.8 1,258.5
PP 1,254.3 1,254.3 1,254.3 1,252.3
S1 1,243.8 1,243.8 1,250.5 1,239.5
S2 1,235.5 1,235.5 1,248.8
S3 1,216.8 1,225.0 1,247.0
S4 1,197.8 1,206.3 1,241.8
Weekly Pivots for week ending 29-May-2015
Classic Woodie Camarilla DeMark
R4 1,317.5 1,305.8 1,258.0
R3 1,292.8 1,281.0 1,251.0
R2 1,268.0 1,268.0 1,248.8
R1 1,256.0 1,256.0 1,246.5 1,249.5
PP 1,243.0 1,243.0 1,243.0 1,239.8
S1 1,231.3 1,231.3 1,242.0 1,224.8
S2 1,218.3 1,218.3 1,239.8
S3 1,193.5 1,206.5 1,237.5
S4 1,168.8 1,181.8 1,230.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,265.3 1,235.2 30.1 2.4% 18.8 1.5% 56% False False 110,911
10 1,265.3 1,230.1 35.2 2.8% 17.3 1.4% 63% False False 94,968
20 1,265.3 1,207.8 57.5 4.6% 16.5 1.3% 77% False False 86,598
40 1,277.2 1,207.1 70.1 5.6% 16.5 1.3% 64% False False 87,903
60 1,277.2 1,199.2 78.0 6.2% 16.5 1.3% 68% False False 87,774
80 1,277.2 1,186.7 90.5 7.2% 14.3 1.1% 72% False False 66,011
100 1,277.2 1,137.0 140.2 11.2% 13.3 1.1% 82% False False 52,809
120 1,277.2 1,126.7 150.5 12.0% 11.3 0.9% 83% False False 44,009
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 3.8
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,344.5
2.618 1,314.0
1.618 1,295.0
1.000 1,283.5
0.618 1,276.3
HIGH 1,264.8
0.618 1,257.5
0.500 1,255.3
0.382 1,253.0
LOW 1,246.0
0.618 1,234.3
1.000 1,227.0
1.618 1,215.5
2.618 1,196.8
4.250 1,166.0
Fisher Pivots for day following 04-Jun-2015
Pivot 1 day 3 day
R1 1,255.3 1,251.5
PP 1,254.3 1,251.0
S1 1,253.3 1,250.5

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

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