ICE Russell 2000 Mini Future September 2015


Trading Metrics calculated at close of trading on 15-Jun-2015
Day Change Summary
Previous Current
12-Jun-2015 15-Jun-2015 Change Change % Previous Week
Open 1,262.5 1,255.0 -7.5 -0.6% 1,253.5
High 1,263.8 1,258.4 -5.4 -0.4% 1,266.0
Low 1,254.4 1,238.9 -15.5 -1.2% 1,235.7
Close 1,260.3 1,255.0 -5.3 -0.4% 1,260.3
Range 9.4 19.5 10.1 107.4% 30.3
ATR 12.2 12.8 0.7 5.4% 0.0
Volume 125,774 197,848 72,074 57.3% 239,318
Daily Pivots for day following 15-Jun-2015
Classic Woodie Camarilla DeMark
R4 1,309.3 1,301.8 1,265.8
R3 1,289.8 1,282.3 1,260.3
R2 1,270.3 1,270.3 1,258.5
R1 1,262.8 1,262.8 1,256.8 1,264.8
PP 1,250.8 1,250.8 1,250.8 1,251.8
S1 1,243.3 1,243.3 1,253.3 1,245.3
S2 1,231.3 1,231.3 1,251.5
S3 1,211.8 1,223.8 1,249.8
S4 1,192.3 1,204.3 1,244.3
Weekly Pivots for week ending 12-Jun-2015
Classic Woodie Camarilla DeMark
R4 1,345.0 1,333.0 1,277.0
R3 1,314.5 1,302.5 1,268.8
R2 1,284.3 1,284.3 1,265.8
R1 1,272.3 1,272.3 1,263.0 1,278.3
PP 1,254.0 1,254.0 1,254.0 1,257.0
S1 1,242.0 1,242.0 1,257.5 1,248.0
S2 1,223.8 1,223.8 1,254.8
S3 1,193.5 1,211.8 1,252.0
S4 1,163.0 1,181.5 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 1,266.0 1,235.7 30.3 2.4% 13.5 1.1% 64% False False 87,208
10 1,266.0 1,232.0 34.0 2.7% 15.3 1.2% 68% False False 43,898
20 1,266.0 1,228.0 38.0 3.0% 11.3 0.9% 71% False False 21,961
40 1,266.0 1,201.0 65.0 5.2% 9.3 0.7% 83% False False 10,989
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.0
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1,341.3
2.618 1,309.5
1.618 1,290.0
1.000 1,278.0
0.618 1,270.5
HIGH 1,258.5
0.618 1,251.0
0.500 1,248.8
0.382 1,246.3
LOW 1,239.0
0.618 1,226.8
1.000 1,219.5
1.618 1,207.3
2.618 1,187.8
4.250 1,156.0
Fisher Pivots for day following 15-Jun-2015
Pivot 1 day 3 day
R1 1,253.0 1,254.3
PP 1,250.8 1,253.3
S1 1,248.8 1,252.5

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

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