ICE Russell 2000 Mini Future June 2015


Trading Metrics calculated at close of trading on 08-Jun-2015
Day Change Summary
Previous Current
05-Jun-2015 08-Jun-2015 Change Change % Previous Week
Open 1,251.2 1,260.1 8.9 0.7% 1,244.5
High 1,260.8 1,261.9 1.1 0.1% 1,265.3
Low 1,238.4 1,251.3 12.9 1.0% 1,235.2
Close 1,260.4 1,252.3 -8.1 -0.6% 1,260.4
Range 22.4 10.6 -11.8 -52.7% 30.1
ATR 17.3 16.8 -0.5 -2.8% 0.0
Volume 108,632 84,763 -23,869 -22.0% 546,934
Daily Pivots for day following 08-Jun-2015
Classic Woodie Camarilla DeMark
R4 1,287.0 1,280.3 1,258.3
R3 1,276.3 1,269.8 1,255.3
R2 1,265.8 1,265.8 1,254.3
R1 1,259.0 1,259.0 1,253.3 1,257.0
PP 1,255.3 1,255.3 1,255.3 1,254.3
S1 1,248.5 1,248.5 1,251.3 1,246.5
S2 1,244.5 1,244.5 1,250.3
S3 1,234.0 1,237.8 1,249.5
S4 1,223.3 1,227.3 1,246.5
Weekly Pivots for week ending 05-Jun-2015
Classic Woodie Camarilla DeMark
R4 1,344.0 1,332.3 1,277.0
R3 1,313.8 1,302.3 1,268.8
R2 1,283.8 1,283.8 1,266.0
R1 1,272.0 1,272.0 1,263.3 1,278.0
PP 1,253.8 1,253.8 1,253.8 1,256.5
S1 1,242.0 1,242.0 1,257.8 1,247.8
S2 1,223.5 1,223.5 1,255.0
S3 1,193.5 1,211.8 1,252.0
S4 1,163.3 1,181.8 1,243.8
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 1,235.9 29.4 2.3% 18.0 1.4% 56% False False 103,001
10 1,265.3 1,230.1 35.2 2.8% 18.3 1.5% 63% False False 102,164
20 1,265.3 1,213.3 52.0 4.2% 16.5 1.3% 75% False False 88,022
40 1,277.2 1,207.1 70.1 5.6% 16.8 1.3% 64% False False 89,213
60 1,277.2 1,207.1 70.1 5.6% 16.5 1.3% 64% False False 89,117
80 1,277.2 1,198.8 78.4 6.3% 14.5 1.2% 68% False False 68,421
100 1,277.2 1,137.0 140.2 11.2% 13.3 1.1% 82% False False 54,743
120 1,277.2 1,126.7 150.5 12.0% 11.5 0.9% 83% False False 45,620
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 4.3
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1,307.0
2.618 1,289.8
1.618 1,279.0
1.000 1,272.5
0.618 1,268.5
HIGH 1,262.0
0.618 1,257.8
0.500 1,256.5
0.382 1,255.3
LOW 1,251.3
0.618 1,244.8
1.000 1,240.8
1.618 1,234.3
2.618 1,223.5
4.250 1,206.3
Fisher Pivots for day following 08-Jun-2015
Pivot 1 day 3 day
R1 1,256.5 1,252.0
PP 1,255.3 1,251.8
S1 1,253.8 1,251.5

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

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