ICE Russell 2000 Mini Future September 2015


Trading Metrics calculated at close of trading on 18-Jun-2015
Day Change Summary
Previous Current
17-Jun-2015 18-Jun-2015 Change Change % Previous Week
Open 1,265.6 1,261.6 -4.0 -0.3% 1,253.5
High 1,270.2 1,283.4 13.2 1.0% 1,266.0
Low 1,260.1 1,257.9 -2.2 -0.2% 1,235.7
Close 1,262.2 1,280.6 18.4 1.5% 1,260.3
Range 10.1 25.5 15.4 152.5% 30.3
ATR 13.2 14.1 0.9 6.6% 0.0
Volume 117,603 119,106 1,503 1.3% 239,318
Daily Pivots for day following 18-Jun-2015
Classic Woodie Camarilla DeMark
R4 1,350.5 1,341.0 1,294.5
R3 1,325.0 1,315.5 1,287.5
R2 1,299.5 1,299.5 1,285.3
R1 1,290.0 1,290.0 1,283.0 1,294.8
PP 1,274.0 1,274.0 1,274.0 1,276.3
S1 1,264.5 1,264.5 1,278.3 1,269.3
S2 1,248.5 1,248.5 1,276.0
S3 1,223.0 1,239.0 1,273.5
S4 1,197.5 1,213.5 1,266.5
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 1,283.4 1,238.9 44.5 3.5% 17.3 1.3% 94% True False 142,513
10 1,283.4 1,233.5 49.9 3.9% 15.5 1.2% 94% True False 82,645
20 1,283.4 1,228.0 55.4 4.3% 13.8 1.1% 95% True False 41,408
40 1,283.4 1,201.0 82.4 6.4% 10.3 0.8% 97% True False 20,712
60 1,283.4 1,201.0 82.4 6.4% 7.8 0.6% 97% True False 13,813
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.5
Widest range in 63 trading days
Fibonacci Retracements and Extensions
4.250 1,391.8
2.618 1,350.3
1.618 1,324.8
1.000 1,309.0
0.618 1,299.3
HIGH 1,283.5
0.618 1,273.8
0.500 1,270.8
0.382 1,267.8
LOW 1,258.0
0.618 1,242.3
1.000 1,232.5
1.618 1,216.8
2.618 1,191.3
4.250 1,149.5
Fisher Pivots for day following 18-Jun-2015
Pivot 1 day 3 day
R1 1,277.3 1,275.3
PP 1,274.0 1,269.8
S1 1,270.8 1,264.3

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

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