ICE Russell 2000 Mini Future June 2015


Trading Metrics calculated at close of trading on 19-Jun-2015
Day Change Summary
Previous Current
18-Jun-2015 19-Jun-2015 Change Change % Previous Week
Open 1,266.7 1,286.5 19.8 1.6% 1,262.5
High 1,288.2 1,290.8 2.6 0.2% 1,290.8
Low 1,263.3 1,282.7 19.4 1.5% 1,244.6
Close 1,285.5 1,286.1 0.6 0.0% 1,286.1
Range 24.9 8.1 -16.8 -67.5% 46.2
ATR 16.7 16.0 -0.6 -3.7% 0.0
Volume 31,549 676 -30,873 -97.9% 325,194
Daily Pivots for day following 19-Jun-2015
Classic Woodie Camarilla DeMark
R4 1,310.8 1,306.5 1,290.5
R3 1,302.8 1,298.5 1,288.3
R2 1,294.8 1,294.8 1,287.5
R1 1,290.3 1,290.3 1,286.8 1,288.5
PP 1,286.5 1,286.5 1,286.5 1,285.5
S1 1,282.3 1,282.3 1,285.3 1,280.3
S2 1,278.5 1,278.5 1,284.5
S3 1,270.3 1,274.3 1,284.0
S4 1,262.3 1,266.0 1,281.8
Weekly Pivots for week ending 19-Jun-2015
Classic Woodie Camarilla DeMark
R4 1,412.5 1,395.5 1,311.5
R3 1,366.3 1,349.3 1,298.8
R2 1,320.0 1,320.0 1,294.5
R1 1,303.0 1,303.0 1,290.3 1,311.5
PP 1,273.8 1,273.8 1,273.8 1,278.0
S1 1,256.8 1,256.8 1,282.0 1,265.3
S2 1,227.8 1,227.8 1,277.8
S3 1,181.5 1,210.8 1,273.5
S4 1,135.3 1,164.5 1,260.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,290.8 1,244.6 46.2 3.6% 16.8 1.3% 90% True False 65,038
10 1,290.8 1,240.3 50.5 3.9% 14.5 1.1% 91% True False 85,980
20 1,290.8 1,230.1 60.7 4.7% 16.5 1.3% 92% True False 93,028
40 1,290.8 1,207.1 83.7 6.5% 16.8 1.3% 94% True False 91,804
60 1,290.8 1,207.1 83.7 6.5% 16.3 1.3% 94% True False 86,108
80 1,290.8 1,198.8 92.0 7.2% 15.8 1.2% 95% True False 78,108
100 1,290.8 1,145.0 145.8 11.3% 14.0 1.1% 97% True False 62,493
120 1,290.8 1,137.0 153.8 12.0% 12.8 1.0% 97% True False 52,078
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 2.7
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1,325.3
2.618 1,312.0
1.618 1,304.0
1.000 1,299.0
0.618 1,295.8
HIGH 1,290.8
0.618 1,287.8
0.500 1,286.8
0.382 1,285.8
LOW 1,282.8
0.618 1,277.8
1.000 1,274.5
1.618 1,269.5
2.618 1,261.5
4.250 1,248.3
Fisher Pivots for day following 19-Jun-2015
Pivot 1 day 3 day
R1 1,286.8 1,283.0
PP 1,286.5 1,280.0
S1 1,286.3 1,277.0

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

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