ICE Russell 2000 Mini Future September 2015


Trading Metrics calculated at close of trading on 24-Jun-2015
Day Change Summary
Previous Current
23-Jun-2015 24-Jun-2015 Change Change % Previous Week
Open 1,289.2 1,291.4 2.2 0.2% 1,255.0
High 1,292.3 1,292.3 0.0 0.0% 1,283.5
Low 1,284.8 1,278.3 -6.5 -0.5% 1,238.9
Close 1,291.5 1,280.3 -11.2 -0.9% 1,277.3
Range 7.5 14.0 6.5 86.7% 44.6
ATR 13.1 13.1 0.1 0.5% 0.0
Volume 64,464 83,282 18,818 29.2% 647,991
Daily Pivots for day following 24-Jun-2015
Classic Woodie Camarilla DeMark
R4 1,325.8 1,317.0 1,288.0
R3 1,311.8 1,303.0 1,284.3
R2 1,297.8 1,297.8 1,282.8
R1 1,289.0 1,289.0 1,281.5 1,286.3
PP 1,283.8 1,283.8 1,283.8 1,282.3
S1 1,275.0 1,275.0 1,279.0 1,272.3
S2 1,269.8 1,269.8 1,277.8
S3 1,255.8 1,261.0 1,276.5
S4 1,241.8 1,247.0 1,272.5
Weekly Pivots for week ending 19-Jun-2015
Classic Woodie Camarilla DeMark
R4 1,400.3 1,383.5 1,301.8
R3 1,355.8 1,338.8 1,289.5
R2 1,311.3 1,311.3 1,285.5
R1 1,294.3 1,294.3 1,281.5 1,302.8
PP 1,266.5 1,266.5 1,266.5 1,270.8
S1 1,249.8 1,249.8 1,273.3 1,258.0
S2 1,222.0 1,222.0 1,269.0
S3 1,177.3 1,205.0 1,265.0
S4 1,132.8 1,160.5 1,252.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,292.3 1,257.9 34.4 2.7% 12.8 1.0% 65% True False 80,322
10 1,292.3 1,238.9 53.4 4.2% 13.0 1.0% 78% True False 108,716
20 1,292.3 1,231.0 61.3 4.8% 13.8 1.1% 80% True False 55,532
40 1,292.3 1,201.0 91.3 7.1% 10.3 0.8% 87% True False 27,773
60 1,292.3 1,201.0 91.3 7.1% 8.3 0.6% 87% True False 18,521
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 3.0
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,351.8
2.618 1,329.0
1.618 1,315.0
1.000 1,306.3
0.618 1,301.0
HIGH 1,292.3
0.618 1,287.0
0.500 1,285.3
0.382 1,283.8
LOW 1,278.3
0.618 1,269.8
1.000 1,264.3
1.618 1,255.8
2.618 1,241.8
4.250 1,218.8
Fisher Pivots for day following 24-Jun-2015
Pivot 1 day 3 day
R1 1,285.3 1,285.3
PP 1,283.8 1,283.8
S1 1,282.0 1,282.0

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

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