ICE Russell 2000 Mini Future September 2015


Trading Metrics calculated at close of trading on 21-Jul-2015
Day Change Summary
Previous Current
20-Jul-2015 21-Jul-2015 Change Change % Previous Week
Open 1,262.6 1,257.3 -5.3 -0.4% 1,236.2
High 1,266.5 1,264.3 -2.2 -0.2% 1,274.2
Low 1,253.8 1,247.1 -6.7 -0.5% 1,233.0
Close 1,258.1 1,251.6 -6.5 -0.5% 1,263.0
Range 12.7 17.2 4.5 35.4% 41.2
ATR 16.8 16.9 0.0 0.2% 0.0
Volume 68,899 79,786 10,887 15.8% 321,538
Daily Pivots for day following 21-Jul-2015
Classic Woodie Camarilla DeMark
R4 1,306.0 1,296.0 1,261.0
R3 1,288.8 1,278.8 1,256.3
R2 1,271.5 1,271.5 1,254.8
R1 1,261.5 1,261.5 1,253.3 1,258.0
PP 1,254.3 1,254.3 1,254.3 1,252.5
S1 1,244.3 1,244.3 1,250.0 1,240.8
S2 1,237.3 1,237.3 1,248.5
S3 1,220.0 1,227.3 1,246.8
S4 1,202.8 1,210.0 1,242.3
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 1,247.1 27.1 2.2% 13.3 1.0% 17% False True 68,521
10 1,274.2 1,218.1 56.1 4.5% 16.3 1.3% 60% False False 78,959
20 1,292.3 1,218.1 74.2 5.9% 17.5 1.4% 45% False False 86,710
40 1,292.3 1,218.1 74.2 5.9% 15.8 1.3% 45% False False 67,428
60 1,292.3 1,201.0 91.3 7.3% 13.0 1.0% 55% False False 44,958
80 1,292.3 1,201.0 91.3 7.3% 10.3 0.8% 55% False False 33,721
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 2.8
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1,337.5
2.618 1,309.3
1.618 1,292.3
1.000 1,281.5
0.618 1,275.0
HIGH 1,264.3
0.618 1,257.8
0.500 1,255.8
0.382 1,253.8
LOW 1,247.0
0.618 1,236.5
1.000 1,230.0
1.618 1,219.3
2.618 1,202.0
4.250 1,174.0
Fisher Pivots for day following 21-Jul-2015
Pivot 1 day 3 day
R1 1,255.8 1,259.8
PP 1,254.3 1,257.0
S1 1,253.0 1,254.3

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

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