ICE Russell 2000 Mini Future June 2015


Trading Metrics calculated at close of trading on 17-Jun-2015
Day Change Summary
Previous Current
16-Jun-2015 17-Jun-2015 Change Change % Previous Week
Open 1,259.5 1,269.1 9.6 0.8% 1,260.1
High 1,272.2 1,275.5 3.3 0.3% 1,271.3
Low 1,251.0 1,265.3 14.3 1.1% 1,240.3
Close 1,271.1 1,267.4 -3.7 -0.3% 1,265.8
Range 21.2 10.2 -11.0 -51.9% 31.0
ATR 16.5 16.0 -0.4 -2.7% 0.0
Volume 94,660 56,819 -37,841 -40.0% 534,612
Daily Pivots for day following 17-Jun-2015
Classic Woodie Camarilla DeMark
R4 1,300.0 1,294.0 1,273.0
R3 1,289.8 1,283.8 1,270.3
R2 1,279.5 1,279.5 1,269.3
R1 1,273.5 1,273.5 1,268.3 1,271.5
PP 1,269.5 1,269.5 1,269.5 1,268.5
S1 1,263.3 1,263.3 1,266.5 1,261.3
S2 1,259.3 1,259.3 1,265.5
S3 1,249.0 1,253.0 1,264.5
S4 1,238.8 1,243.0 1,261.8
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 1,275.5 1,244.6 30.9 2.4% 13.5 1.1% 74% True False 105,447
10 1,275.5 1,238.4 37.1 2.9% 15.3 1.2% 78% True False 104,267
20 1,275.5 1,230.1 45.4 3.6% 16.0 1.3% 82% True False 97,332
40 1,275.5 1,207.1 68.4 5.4% 16.8 1.3% 88% True False 94,547
60 1,277.2 1,207.1 70.1 5.5% 16.5 1.3% 86% False False 88,543
80 1,277.2 1,198.8 78.4 6.2% 15.3 1.2% 88% False False 77,706
100 1,277.2 1,145.0 132.2 10.4% 13.8 1.1% 93% False False 62,171
120 1,277.2 1,137.0 140.2 11.1% 12.5 1.0% 93% False False 51,810
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 2.9
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,318.8
2.618 1,302.3
1.618 1,292.0
1.000 1,285.8
0.618 1,281.8
HIGH 1,275.5
0.618 1,271.5
0.500 1,270.5
0.382 1,269.3
LOW 1,265.3
0.618 1,259.0
1.000 1,255.0
1.618 1,248.8
2.618 1,238.5
4.250 1,222.0
Fisher Pivots for day following 17-Jun-2015
Pivot 1 day 3 day
R1 1,270.5 1,265.0
PP 1,269.5 1,262.5
S1 1,268.5 1,260.0

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

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