ICE Russell 2000 Mini Future September 2015


Trading Metrics calculated at close of trading on 30-Jul-2015
Day Change Summary
Previous Current
29-Jul-2015 30-Jul-2015 Change Change % Previous Week
Open 1,221.4 1,222.3 0.9 0.1% 1,262.6
High 1,229.0 1,230.2 1.2 0.1% 1,266.5
Low 1,215.2 1,215.7 0.5 0.0% 1,220.7
Close 1,224.4 1,229.8 5.4 0.4% 1,223.5
Range 13.8 14.5 0.7 5.1% 45.8
ATR 17.8 17.6 -0.2 -1.3% 0.0
Volume 85,141 79,439 -5,702 -6.7% 414,435
Daily Pivots for day following 30-Jul-2015
Classic Woodie Camarilla DeMark
R4 1,268.8 1,263.8 1,237.8
R3 1,254.3 1,249.3 1,233.8
R2 1,239.8 1,239.8 1,232.5
R1 1,234.8 1,234.8 1,231.3 1,237.3
PP 1,225.3 1,225.3 1,225.3 1,226.5
S1 1,220.3 1,220.3 1,228.5 1,222.8
S2 1,210.8 1,210.8 1,227.3
S3 1,196.3 1,205.8 1,225.8
S4 1,181.8 1,191.3 1,221.8
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 1,245.7 1,198.7 47.0 3.8% 19.0 1.5% 66% False False 101,627
10 1,272.5 1,198.7 73.8 6.0% 17.5 1.4% 42% False False 88,424
20 1,274.2 1,198.7 75.5 6.1% 18.5 1.5% 41% False False 84,898
40 1,292.3 1,198.7 93.6 7.6% 16.8 1.4% 33% False False 84,248
60 1,292.3 1,198.7 93.6 7.6% 14.0 1.1% 33% False False 56,184
80 1,292.3 1,198.7 93.6 7.6% 12.0 1.0% 33% False False 42,143
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,291.8
2.618 1,268.3
1.618 1,253.8
1.000 1,244.8
0.618 1,239.3
HIGH 1,230.3
0.618 1,224.8
0.500 1,223.0
0.382 1,221.3
LOW 1,215.8
0.618 1,206.8
1.000 1,201.3
1.618 1,192.3
2.618 1,177.8
4.250 1,154.0
Fisher Pivots for day following 30-Jul-2015
Pivot 1 day 3 day
R1 1,227.5 1,224.8
PP 1,225.3 1,219.5
S1 1,223.0 1,214.5

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

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