ICE Russell 2000 Mini Future September 2015


Trading Metrics calculated at close of trading on 24-Aug-2015
Day Change Summary
Previous Current
21-Aug-2015 24-Aug-2015 Change Change % Previous Week
Open 1,169.4 1,104.6 -64.8 -5.5% 1,211.3
High 1,172.5 1,155.3 -17.2 -1.5% 1,224.8
Low 1,149.3 1,071.6 -77.7 -6.8% 1,149.3
Close 1,155.9 1,099.4 -56.5 -4.9% 1,155.9
Range 23.2 83.7 60.5 260.8% 75.5
ATR 19.8 24.5 4.6 23.2% 0.0
Volume 229,043 258,887 29,844 13.0% 693,899
Daily Pivots for day following 24-Aug-2015
Classic Woodie Camarilla DeMark
R4 1,359.8 1,313.3 1,145.5
R3 1,276.3 1,229.8 1,122.5
R2 1,192.5 1,192.5 1,114.8
R1 1,146.0 1,146.0 1,107.0 1,127.3
PP 1,108.8 1,108.8 1,108.8 1,099.5
S1 1,062.3 1,062.3 1,091.8 1,043.8
S2 1,025.0 1,025.0 1,084.0
S3 941.3 978.5 1,076.5
S4 857.8 894.8 1,053.3
Weekly Pivots for week ending 21-Aug-2015
Classic Woodie Camarilla DeMark
R4 1,403.3 1,355.0 1,197.5
R3 1,327.8 1,279.5 1,176.8
R2 1,252.3 1,252.3 1,169.8
R1 1,204.0 1,204.0 1,162.8 1,190.3
PP 1,176.8 1,176.8 1,176.8 1,169.8
S1 1,128.5 1,128.5 1,149.0 1,114.8
S2 1,101.3 1,101.3 1,142.0
S3 1,025.8 1,053.0 1,135.3
S4 950.3 977.5 1,114.5
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 1,071.6 153.2 13.9% 35.5 3.2% 18% False True 174,884
10 1,224.8 1,071.6 153.2 13.9% 27.3 2.5% 18% False True 135,202
20 1,242.8 1,071.6 171.2 15.6% 23.0 2.1% 16% False True 116,574
40 1,274.2 1,071.6 202.6 18.4% 21.0 1.9% 14% False True 102,143
60 1,292.3 1,071.6 220.7 20.1% 18.8 1.7% 13% False True 89,949
80 1,292.3 1,071.6 220.7 20.1% 15.8 1.4% 13% False True 67,465
100 1,292.3 1,071.6 220.7 20.1% 13.5 1.2% 13% False True 53,975
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 6.3
Widest range in 109 trading days
Fibonacci Retracements and Extensions
4.250 1,511.0
2.618 1,374.5
1.618 1,290.8
1.000 1,239.0
0.618 1,207.0
HIGH 1,155.3
0.618 1,123.3
0.500 1,113.5
0.382 1,103.5
LOW 1,071.5
0.618 1,019.8
1.000 988.0
1.618 936.3
2.618 852.5
4.250 716.0
Fisher Pivots for day following 24-Aug-2015
Pivot 1 day 3 day
R1 1,113.5 1,136.0
PP 1,108.8 1,123.8
S1 1,104.0 1,111.5

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

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