ICE Russell 2000 Mini Future September 2015


Trading Metrics calculated at close of trading on 12-Aug-2015
Day Change Summary
Previous Current
11-Aug-2015 12-Aug-2015 Change Change % Previous Week
Open 1,218.8 1,210.0 -8.8 -0.7% 1,233.3
High 1,218.8 1,212.0 -6.8 -0.6% 1,241.7
Low 1,202.2 1,185.2 -17.0 -1.4% 1,196.3
Close 1,208.0 1,206.2 -1.8 -0.1% 1,204.0
Range 16.6 26.8 10.2 61.4% 45.4
ATR 18.1 18.8 0.6 3.4% 0.0
Volume 109,848 125,751 15,903 14.5% 480,066
Daily Pivots for day following 12-Aug-2015
Classic Woodie Camarilla DeMark
R4 1,281.5 1,270.8 1,221.0
R3 1,254.8 1,243.8 1,213.5
R2 1,228.0 1,228.0 1,211.0
R1 1,217.0 1,217.0 1,208.8 1,209.0
PP 1,201.3 1,201.3 1,201.3 1,197.3
S1 1,190.3 1,190.3 1,203.8 1,182.3
S2 1,174.3 1,174.3 1,201.3
S3 1,147.5 1,163.5 1,198.8
S4 1,120.8 1,136.8 1,191.5
Weekly Pivots for week ending 07-Aug-2015
Classic Woodie Camarilla DeMark
R4 1,350.3 1,322.5 1,229.0
R3 1,304.8 1,277.0 1,216.5
R2 1,259.5 1,259.5 1,212.3
R1 1,231.8 1,231.8 1,208.3 1,222.8
PP 1,214.0 1,214.0 1,214.0 1,209.5
S1 1,186.3 1,186.3 1,199.8 1,177.5
S2 1,168.5 1,168.5 1,195.8
S3 1,123.3 1,141.0 1,191.5
S4 1,077.8 1,095.5 1,179.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,232.8 1,185.2 47.6 3.9% 22.0 1.8% 44% False True 109,602
10 1,242.8 1,185.2 57.6 4.8% 19.3 1.6% 36% False True 98,909
20 1,274.2 1,185.2 89.0 7.4% 18.0 1.5% 24% False True 92,947
40 1,292.3 1,185.2 107.1 8.9% 17.8 1.5% 20% False True 92,227
60 1,292.3 1,185.2 107.1 8.9% 15.8 1.3% 20% False True 71,342
80 1,292.3 1,185.2 107.1 8.9% 13.8 1.1% 20% False True 53,511
100 1,292.3 1,185.2 107.1 8.9% 11.5 0.9% 20% False True 42,811
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 3.0
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,326.0
2.618 1,282.3
1.618 1,255.3
1.000 1,238.8
0.618 1,228.5
HIGH 1,212.0
0.618 1,201.8
0.500 1,198.5
0.382 1,195.5
LOW 1,185.3
0.618 1,168.8
1.000 1,158.5
1.618 1,141.8
2.618 1,115.0
4.250 1,071.3
Fisher Pivots for day following 12-Aug-2015
Pivot 1 day 3 day
R1 1,203.8 1,205.3
PP 1,201.3 1,204.3
S1 1,198.5 1,203.3

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

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