ICE Russell 2000 Mini Future June 2015


Trading Metrics calculated at close of trading on 16-Jun-2015
Day Change Summary
Previous Current
15-Jun-2015 16-Jun-2015 Change Change % Previous Week
Open 1,262.5 1,259.5 -3.0 -0.2% 1,260.1
High 1,263.9 1,272.2 8.3 0.7% 1,271.3
Low 1,244.6 1,251.0 6.4 0.5% 1,240.3
Close 1,260.5 1,271.1 10.6 0.8% 1,265.8
Range 19.3 21.2 1.9 9.8% 31.0
ATR 16.1 16.5 0.4 2.3% 0.0
Volume 141,490 94,660 -46,830 -33.1% 534,612
Daily Pivots for day following 16-Jun-2015
Classic Woodie Camarilla DeMark
R4 1,328.3 1,321.0 1,282.8
R3 1,307.3 1,299.8 1,277.0
R2 1,286.0 1,286.0 1,275.0
R1 1,278.5 1,278.5 1,273.0 1,282.3
PP 1,264.8 1,264.8 1,264.8 1,266.5
S1 1,257.3 1,257.3 1,269.3 1,261.0
S2 1,243.5 1,243.5 1,267.3
S3 1,222.3 1,236.3 1,265.3
S4 1,201.3 1,215.0 1,259.5
Weekly Pivots for week ending 12-Jun-2015
Classic Woodie Camarilla DeMark
R4 1,352.3 1,340.0 1,282.8
R3 1,321.3 1,309.0 1,274.3
R2 1,290.3 1,290.3 1,271.5
R1 1,278.0 1,278.0 1,268.8 1,284.0
PP 1,259.3 1,259.3 1,259.3 1,262.3
S1 1,247.0 1,247.0 1,263.0 1,253.0
S2 1,228.3 1,228.3 1,260.0
S3 1,197.3 1,216.0 1,257.3
S4 1,166.3 1,185.0 1,248.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,272.2 1,244.6 27.6 2.2% 15.3 1.2% 96% True False 120,205
10 1,272.2 1,238.4 33.8 2.7% 16.0 1.3% 97% True False 109,053
20 1,272.2 1,230.1 42.1 3.3% 16.0 1.3% 97% True False 97,859
40 1,274.9 1,207.1 67.8 5.3% 16.8 1.3% 94% False False 94,473
60 1,277.2 1,207.1 70.1 5.5% 16.5 1.3% 91% False False 88,440
80 1,277.2 1,198.8 78.4 6.2% 15.3 1.2% 92% False False 76,996
100 1,277.2 1,145.0 132.2 10.4% 13.8 1.1% 95% False False 61,603
120 1,277.2 1,137.0 140.2 11.0% 12.3 1.0% 96% False False 51,336
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.7
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1,362.3
2.618 1,327.8
1.618 1,306.5
1.000 1,293.5
0.618 1,285.3
HIGH 1,272.3
0.618 1,264.0
0.500 1,261.5
0.382 1,259.0
LOW 1,251.0
0.618 1,238.0
1.000 1,229.8
1.618 1,216.8
2.618 1,195.5
4.250 1,161.0
Fisher Pivots for day following 16-Jun-2015
Pivot 1 day 3 day
R1 1,268.0 1,266.8
PP 1,264.8 1,262.8
S1 1,261.5 1,258.5

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

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