ICE Russell 2000 Mini Future September 2015


Trading Metrics calculated at close of trading on 29-Jul-2015
Day Change Summary
Previous Current
28-Jul-2015 29-Jul-2015 Change Change % Previous Week
Open 1,212.3 1,221.4 9.1 0.8% 1,262.6
High 1,223.8 1,229.0 5.2 0.4% 1,266.5
Low 1,198.7 1,215.2 16.5 1.4% 1,220.7
Close 1,220.3 1,224.4 4.1 0.3% 1,223.5
Range 25.1 13.8 -11.3 -45.0% 45.8
ATR 18.1 17.8 -0.3 -1.7% 0.0
Volume 140,825 85,141 -55,684 -39.5% 414,435
Daily Pivots for day following 29-Jul-2015
Classic Woodie Camarilla DeMark
R4 1,264.3 1,258.3 1,232.0
R3 1,250.5 1,244.3 1,228.3
R2 1,236.8 1,236.8 1,227.0
R1 1,230.5 1,230.5 1,225.8 1,233.5
PP 1,222.8 1,222.8 1,222.8 1,224.5
S1 1,216.8 1,216.8 1,223.3 1,219.8
S2 1,209.0 1,209.0 1,221.8
S3 1,195.3 1,203.0 1,220.5
S4 1,181.5 1,189.3 1,216.8
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 1,260.8 1,198.7 62.1 5.1% 20.5 1.7% 41% False False 106,092
10 1,274.2 1,198.7 75.5 6.2% 17.0 1.4% 34% False False 86,984
20 1,274.2 1,198.7 75.5 6.2% 18.8 1.5% 34% False False 85,681
40 1,292.3 1,198.7 93.6 7.6% 16.8 1.4% 27% False False 82,273
60 1,292.3 1,198.7 93.6 7.6% 14.0 1.1% 27% False False 54,860
80 1,292.3 1,198.7 93.6 7.6% 11.8 1.0% 27% False False 41,150
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 4.0
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1,287.8
2.618 1,265.3
1.618 1,251.3
1.000 1,242.8
0.618 1,237.5
HIGH 1,229.0
0.618 1,223.8
0.500 1,222.0
0.382 1,220.5
LOW 1,215.3
0.618 1,206.8
1.000 1,201.5
1.618 1,192.8
2.618 1,179.0
4.250 1,156.5
Fisher Pivots for day following 29-Jul-2015
Pivot 1 day 3 day
R1 1,223.8 1,221.0
PP 1,222.8 1,217.3
S1 1,222.0 1,213.8

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

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