ICE Russell 2000 Mini Future September 2015


Trading Metrics calculated at close of trading on 19-Aug-2015
Day Change Summary
Previous Current
18-Aug-2015 19-Aug-2015 Change Change % Previous Week
Open 1,222.5 1,211.4 -11.1 -0.9% 1,203.1
High 1,224.8 1,213.8 -11.0 -0.9% 1,221.2
Low 1,210.9 1,193.1 -17.8 -1.5% 1,185.2
Close 1,211.8 1,197.7 -14.1 -1.2% 1,210.1
Range 13.9 20.7 6.8 48.9% 36.0
ATR 18.1 18.3 0.2 1.0% 0.0
Volume 86,860 143,062 56,202 64.7% 483,620
Daily Pivots for day following 19-Aug-2015
Classic Woodie Camarilla DeMark
R4 1,263.8 1,251.3 1,209.0
R3 1,243.0 1,230.8 1,203.5
R2 1,222.3 1,222.3 1,201.5
R1 1,210.0 1,210.0 1,199.5 1,205.8
PP 1,201.5 1,201.5 1,201.5 1,199.5
S1 1,189.3 1,189.3 1,195.8 1,185.0
S2 1,180.8 1,180.8 1,194.0
S3 1,160.3 1,168.5 1,192.0
S4 1,139.5 1,147.8 1,186.3
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 1,224.8 1,193.1 31.7 2.6% 17.0 1.4% 15% False True 94,384
10 1,232.8 1,185.2 47.6 4.0% 19.5 1.6% 26% False False 101,993
20 1,260.8 1,185.2 75.6 6.3% 19.0 1.6% 17% False False 99,573
40 1,292.3 1,185.2 107.1 8.9% 18.5 1.5% 12% False False 93,127
60 1,292.3 1,185.2 107.1 8.9% 16.8 1.4% 12% False False 79,207
80 1,292.3 1,185.2 107.1 8.9% 14.5 1.2% 12% False False 59,410
100 1,292.3 1,185.2 107.1 8.9% 12.3 1.0% 12% False False 47,530
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 3.3
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,301.8
2.618 1,268.0
1.618 1,247.3
1.000 1,234.5
0.618 1,226.5
HIGH 1,213.8
0.618 1,206.0
0.500 1,203.5
0.382 1,201.0
LOW 1,193.0
0.618 1,180.3
1.000 1,172.5
1.618 1,159.5
2.618 1,139.0
4.250 1,105.0
Fisher Pivots for day following 19-Aug-2015
Pivot 1 day 3 day
R1 1,203.5 1,209.0
PP 1,201.5 1,205.3
S1 1,199.5 1,201.5

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

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