ICE Russell 2000 Mini Future September 2015


Trading Metrics calculated at close of trading on 14-Aug-2015
Day Change Summary
Previous Current
13-Aug-2015 14-Aug-2015 Change Change % Previous Week
Open 1,204.9 1,199.8 -5.1 -0.4% 1,203.1
High 1,212.5 1,212.0 -0.5 0.0% 1,221.2
Low 1,199.6 1,195.9 -3.7 -0.3% 1,185.2
Close 1,201.7 1,210.1 8.4 0.7% 1,210.1
Range 12.9 16.1 3.2 24.8% 36.0
ATR 18.3 18.2 -0.2 -0.9% 0.0
Volume 91,805 71,831 -19,974 -21.8% 483,620
Daily Pivots for day following 14-Aug-2015
Classic Woodie Camarilla DeMark
R4 1,254.3 1,248.3 1,219.0
R3 1,238.3 1,232.3 1,214.5
R2 1,222.0 1,222.0 1,213.0
R1 1,216.0 1,216.0 1,211.5 1,219.0
PP 1,206.0 1,206.0 1,206.0 1,207.5
S1 1,200.0 1,200.0 1,208.5 1,203.0
S2 1,190.0 1,190.0 1,207.3
S3 1,173.8 1,184.0 1,205.8
S4 1,157.8 1,167.8 1,201.3
Weekly Pivots for week ending 14-Aug-2015
Classic Woodie Camarilla DeMark
R4 1,313.5 1,297.8 1,230.0
R3 1,277.5 1,261.8 1,220.0
R2 1,241.5 1,241.5 1,216.8
R1 1,225.8 1,225.8 1,213.5 1,233.8
PP 1,205.5 1,205.5 1,205.5 1,209.5
S1 1,189.8 1,189.8 1,206.8 1,197.8
S2 1,169.5 1,169.5 1,203.5
S3 1,133.5 1,153.8 1,200.3
S4 1,097.5 1,117.8 1,190.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,221.2 1,185.2 36.0 3.0% 18.3 1.5% 69% False False 96,724
10 1,241.7 1,185.2 56.5 4.7% 18.8 1.6% 44% False False 96,368
20 1,266.5 1,185.2 81.3 6.7% 18.5 1.5% 31% False False 94,786
40 1,292.3 1,185.2 107.1 8.9% 17.8 1.5% 23% False False 90,400
60 1,292.3 1,185.2 107.1 8.9% 16.3 1.4% 23% False False 74,070
80 1,292.3 1,185.2 107.1 8.9% 14.0 1.2% 23% False False 55,556
100 1,292.3 1,185.2 107.1 8.9% 11.8 1.0% 23% False False 44,448
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 2.9
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,280.5
2.618 1,254.3
1.618 1,238.0
1.000 1,228.0
0.618 1,222.0
HIGH 1,212.0
0.618 1,205.8
0.500 1,204.0
0.382 1,202.0
LOW 1,196.0
0.618 1,186.0
1.000 1,179.8
1.618 1,169.8
2.618 1,153.8
4.250 1,127.5
Fisher Pivots for day following 14-Aug-2015
Pivot 1 day 3 day
R1 1,208.0 1,206.3
PP 1,206.0 1,202.5
S1 1,204.0 1,198.8

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

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