ICE Russell 2000 Mini Future September 2015


Trading Metrics calculated at close of trading on 17-Jul-2015
Day Change Summary
Previous Current
16-Jul-2015 17-Jul-2015 Change Change % Previous Week
Open 1,264.4 1,270.7 6.3 0.5% 1,236.2
High 1,274.2 1,272.5 -1.7 -0.1% 1,274.2
Low 1,264.0 1,259.9 -4.1 -0.3% 1,233.0
Close 1,270.3 1,263.0 -7.3 -0.6% 1,263.0
Range 10.2 12.6 2.4 23.5% 41.2
ATR 17.5 17.2 -0.4 -2.0% 0.0
Volume 65,039 61,799 -3,240 -5.0% 321,538
Daily Pivots for day following 17-Jul-2015
Classic Woodie Camarilla DeMark
R4 1,303.0 1,295.5 1,270.0
R3 1,290.3 1,283.0 1,266.5
R2 1,277.8 1,277.8 1,265.3
R1 1,270.3 1,270.3 1,264.3 1,267.8
PP 1,265.3 1,265.3 1,265.3 1,263.8
S1 1,257.8 1,257.8 1,261.8 1,255.3
S2 1,252.5 1,252.5 1,260.8
S3 1,240.0 1,245.3 1,259.5
S4 1,227.3 1,232.5 1,256.0
Weekly Pivots for week ending 17-Jul-2015
Classic Woodie Camarilla DeMark
R4 1,380.3 1,362.8 1,285.8
R3 1,339.3 1,321.8 1,274.3
R2 1,298.0 1,298.0 1,270.5
R1 1,280.5 1,280.5 1,266.8 1,289.3
PP 1,256.8 1,256.8 1,256.8 1,261.0
S1 1,239.3 1,239.3 1,259.3 1,248.0
S2 1,215.5 1,215.5 1,255.5
S3 1,174.3 1,198.0 1,251.8
S4 1,133.3 1,156.8 1,240.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,274.2 1,233.0 41.2 3.3% 15.5 1.2% 73% False False 64,307
10 1,274.2 1,218.1 56.1 4.4% 19.5 1.5% 80% False False 78,600
20 1,292.3 1,218.1 74.2 5.9% 17.0 1.3% 61% False False 86,014
40 1,292.3 1,218.1 74.2 5.9% 15.3 1.2% 61% False False 63,711
60 1,292.3 1,201.0 91.3 7.2% 12.5 1.0% 68% False False 42,480
80 1,292.3 1,201.0 91.3 7.2% 10.0 0.8% 68% False False 31,863
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.9
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,326.0
2.618 1,305.5
1.618 1,293.0
1.000 1,285.0
0.618 1,280.3
HIGH 1,272.5
0.618 1,267.8
0.500 1,266.3
0.382 1,264.8
LOW 1,260.0
0.618 1,252.0
1.000 1,247.3
1.618 1,239.5
2.618 1,227.0
4.250 1,206.3
Fisher Pivots for day following 17-Jul-2015
Pivot 1 day 3 day
R1 1,266.3 1,266.8
PP 1,265.3 1,265.5
S1 1,264.0 1,264.3

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

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