ICE Russell 2000 Mini Future September 2015


Trading Metrics calculated at close of trading on 27-Jul-2015
Day Change Summary
Previous Current
24-Jul-2015 27-Jul-2015 Change Change % Previous Week
Open 1,243.4 1,223.6 -19.8 -1.6% 1,262.6
High 1,245.7 1,225.3 -20.4 -1.6% 1,266.5
Low 1,220.7 1,208.4 -12.3 -1.0% 1,220.7
Close 1,223.5 1,212.0 -11.5 -0.9% 1,223.5
Range 25.0 16.9 -8.1 -32.4% 45.8
ATR 17.6 17.6 -0.1 -0.3% 0.0
Volume 100,121 102,609 2,488 2.5% 414,435
Daily Pivots for day following 27-Jul-2015
Classic Woodie Camarilla DeMark
R4 1,266.0 1,255.8 1,221.3
R3 1,249.0 1,239.0 1,216.8
R2 1,232.3 1,232.3 1,215.0
R1 1,222.0 1,222.0 1,213.5 1,218.8
PP 1,215.3 1,215.3 1,215.3 1,213.5
S1 1,205.3 1,205.3 1,210.5 1,201.8
S2 1,198.3 1,198.3 1,209.0
S3 1,181.5 1,188.3 1,207.3
S4 1,164.5 1,171.3 1,202.8
Weekly Pivots for week ending 24-Jul-2015
Classic Woodie Camarilla DeMark
R4 1,374.3 1,344.8 1,248.8
R3 1,328.5 1,299.0 1,236.0
R2 1,282.8 1,282.8 1,232.0
R1 1,253.0 1,253.0 1,227.8 1,245.0
PP 1,237.0 1,237.0 1,237.0 1,232.8
S1 1,207.3 1,207.3 1,219.3 1,199.3
S2 1,191.0 1,191.0 1,215.0
S3 1,145.3 1,161.5 1,211.0
S4 1,099.5 1,115.8 1,198.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,264.3 1,208.4 55.9 4.6% 19.0 1.6% 6% False True 89,629
10 1,274.2 1,208.4 65.8 5.4% 15.5 1.3% 5% False True 76,833
20 1,274.2 1,208.4 65.8 5.4% 19.0 1.6% 5% False True 87,712
40 1,292.3 1,208.4 83.9 6.9% 16.8 1.4% 4% False True 76,636
60 1,292.3 1,201.0 91.3 7.5% 13.3 1.1% 12% False False 51,095
80 1,292.3 1,201.0 91.3 7.5% 11.3 0.9% 12% False False 38,325
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
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 2.8
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,297.0
2.618 1,269.5
1.618 1,252.8
1.000 1,242.3
0.618 1,235.8
HIGH 1,225.3
0.618 1,218.8
0.500 1,216.8
0.382 1,214.8
LOW 1,208.5
0.618 1,198.0
1.000 1,191.5
1.618 1,181.0
2.618 1,164.3
4.250 1,136.5
Fisher Pivots for day following 27-Jul-2015
Pivot 1 day 3 day
R1 1,216.8 1,234.5
PP 1,215.3 1,227.0
S1 1,213.5 1,219.5

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

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