ICE Russell 2000 Mini Future September 2015


Trading Metrics calculated at close of trading on 10-Jun-2015
Day Change Summary
Previous Current
09-Jun-2015 10-Jun-2015 Change Change % Previous Week
Open 1,246.6 1,246.6 0.0 0.0% 1,242.9
High 1,248.0 1,265.3 17.3 1.4% 1,260.0
Low 1,235.7 1,246.0 10.3 0.8% 1,231.0
Close 1,245.5 1,261.6 16.1 1.3% 1,255.0
Range 12.3 19.3 7.0 56.9% 29.0
ATR 12.3 12.8 0.5 4.3% 0.0
Volume 2,397 17,927 15,530 647.9% 2,016
Daily Pivots for day following 10-Jun-2015
Classic Woodie Camarilla DeMark
R4 1,315.5 1,307.8 1,272.3
R3 1,296.3 1,288.5 1,267.0
R2 1,277.0 1,277.0 1,265.3
R1 1,269.3 1,269.3 1,263.3 1,273.0
PP 1,257.8 1,257.8 1,257.8 1,259.5
S1 1,250.0 1,250.0 1,259.8 1,253.8
S2 1,238.3 1,238.3 1,258.0
S3 1,219.0 1,230.8 1,256.3
S4 1,199.8 1,211.3 1,251.0
Weekly Pivots for week ending 05-Jun-2015
Classic Woodie Camarilla DeMark
R4 1,335.8 1,324.3 1,271.0
R3 1,306.8 1,295.3 1,263.0
R2 1,277.8 1,277.8 1,260.3
R1 1,266.3 1,266.3 1,257.8 1,272.0
PP 1,248.8 1,248.8 1,248.8 1,251.5
S1 1,237.3 1,237.3 1,252.3 1,243.0
S2 1,219.8 1,219.8 1,249.8
S3 1,190.8 1,208.3 1,247.0
S4 1,161.8 1,179.3 1,239.0
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 1,233.5 31.8 2.5% 16.3 1.3% 88% True False 4,505
10 1,265.3 1,231.0 34.3 2.7% 14.8 1.2% 89% True False 2,347
20 1,265.3 1,227.6 37.7 3.0% 10.3 0.8% 90% True False 1,176
40 1,271.5 1,201.0 70.5 5.6% 8.8 0.7% 86% False False 596
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 -121.5
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,347.3
2.618 1,315.8
1.618 1,296.5
1.000 1,284.5
0.618 1,277.3
HIGH 1,265.3
0.618 1,258.0
0.500 1,255.8
0.382 1,253.3
LOW 1,246.0
0.618 1,234.0
1.000 1,226.8
1.618 1,214.8
2.618 1,195.5
4.250 1,164.0
Fisher Pivots for day following 10-Jun-2015
Pivot 1 day 3 day
R1 1,259.5 1,258.0
PP 1,257.8 1,254.3
S1 1,255.8 1,250.5

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

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