ICE Russell 2000 Mini Future September 2015


Trading Metrics calculated at close of trading on 20-Aug-2015
Day Change Summary
Previous Current
19-Aug-2015 20-Aug-2015 Change Change % Previous Week
Open 1,211.4 1,198.9 -12.5 -1.0% 1,203.1
High 1,213.8 1,200.5 -13.3 -1.1% 1,221.2
Low 1,193.1 1,164.1 -29.0 -2.4% 1,185.2
Close 1,197.7 1,166.7 -31.0 -2.6% 1,210.1
Range 20.7 36.4 15.7 75.8% 36.0
ATR 18.3 19.6 1.3 7.1% 0.0
Volume 143,062 156,569 13,507 9.4% 483,620
Daily Pivots for day following 20-Aug-2015
Classic Woodie Camarilla DeMark
R4 1,286.3 1,263.0 1,186.8
R3 1,250.0 1,226.5 1,176.8
R2 1,213.5 1,213.5 1,173.3
R1 1,190.0 1,190.0 1,170.0 1,183.5
PP 1,177.0 1,177.0 1,177.0 1,173.8
S1 1,153.8 1,153.8 1,163.3 1,147.3
S2 1,140.8 1,140.8 1,160.0
S3 1,104.3 1,117.3 1,156.8
S4 1,068.0 1,081.0 1,146.8
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 1,164.1 60.7 5.2% 21.8 1.9% 4% False True 107,337
10 1,224.8 1,164.1 60.7 5.2% 20.3 1.7% 4% False True 105,949
20 1,245.7 1,164.1 81.6 7.0% 19.8 1.7% 3% False True 102,314
40 1,287.8 1,164.1 123.7 10.6% 19.0 1.6% 2% False True 94,959
60 1,292.3 1,164.1 128.2 11.0% 17.3 1.5% 2% False True 81,817
80 1,292.3 1,164.1 128.2 11.0% 14.8 1.3% 2% False True 61,366
100 1,292.3 1,164.1 128.2 11.0% 12.5 1.1% 2% False True 49,096
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.1
Widest range in 107 trading days
Fibonacci Retracements and Extensions
4.250 1,355.3
2.618 1,295.8
1.618 1,259.5
1.000 1,237.0
0.618 1,223.0
HIGH 1,200.5
0.618 1,186.5
0.500 1,182.3
0.382 1,178.0
LOW 1,164.0
0.618 1,141.5
1.000 1,127.8
1.618 1,105.3
2.618 1,068.8
4.250 1,009.5
Fisher Pivots for day following 20-Aug-2015
Pivot 1 day 3 day
R1 1,182.3 1,194.5
PP 1,177.0 1,185.3
S1 1,172.0 1,176.0

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

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