ICE Russell 2000 Mini Future September 2015


Trading Metrics calculated at close of trading on 15-Sep-2015
Day Change Summary
Previous Current
14-Sep-2015 15-Sep-2015 Change Change % Previous Week
Open 1,162.3 1,153.8 -8.5 -0.7% 1,143.5
High 1,167.4 1,168.7 1.3 0.1% 1,171.8
Low 1,150.3 1,147.7 -2.6 -0.2% 1,139.4
Close 1,153.2 1,167.4 14.2 1.2% 1,160.4
Range 17.1 21.0 3.9 22.8% 32.4
ATR 24.0 23.8 -0.2 -0.9% 0.0
Volume 107,318 93,922 -13,396 -12.5% 545,923
Daily Pivots for day following 15-Sep-2015
Classic Woodie Camarilla DeMark
R4 1,224.3 1,216.8 1,179.0
R3 1,203.3 1,195.8 1,173.3
R2 1,182.3 1,182.3 1,171.3
R1 1,174.8 1,174.8 1,169.3 1,178.5
PP 1,161.3 1,161.3 1,161.3 1,163.0
S1 1,153.8 1,153.8 1,165.5 1,157.5
S2 1,140.3 1,140.3 1,163.5
S3 1,119.3 1,132.8 1,161.5
S4 1,098.3 1,111.8 1,155.8
Weekly Pivots for week ending 11-Sep-2015
Classic Woodie Camarilla DeMark
R4 1,254.5 1,239.8 1,178.3
R3 1,222.0 1,207.5 1,169.3
R2 1,189.5 1,189.5 1,166.3
R1 1,175.0 1,175.0 1,163.3 1,182.3
PP 1,157.3 1,157.3 1,157.3 1,160.8
S1 1,142.5 1,142.5 1,157.5 1,150.0
S2 1,124.8 1,124.8 1,154.5
S3 1,092.5 1,110.3 1,151.5
S4 1,060.0 1,077.8 1,142.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,171.8 1,139.4 32.4 2.8% 21.0 1.8% 86% False False 128,349
10 1,171.8 1,121.5 50.3 4.3% 20.8 1.8% 91% False False 130,288
20 1,224.8 1,071.6 153.2 13.1% 27.3 2.3% 63% False False 149,727
40 1,264.3 1,071.6 192.7 16.5% 23.0 2.0% 50% False False 122,493
60 1,292.3 1,071.6 220.7 18.9% 21.0 1.8% 43% False False 110,462
80 1,292.3 1,071.6 220.7 18.9% 19.3 1.7% 43% False False 93,963
100 1,292.3 1,071.6 220.7 18.9% 16.8 1.4% 43% False False 75,174
120 1,292.3 1,071.6 220.7 18.9% 14.5 1.2% 43% False False 62,647
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.3
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,258.0
2.618 1,223.8
1.618 1,202.8
1.000 1,189.8
0.618 1,181.8
HIGH 1,168.8
0.618 1,160.8
0.500 1,158.3
0.382 1,155.8
LOW 1,147.8
0.618 1,134.8
1.000 1,126.8
1.618 1,113.8
2.618 1,092.8
4.250 1,058.5
Fisher Pivots for day following 15-Sep-2015
Pivot 1 day 3 day
R1 1,164.3 1,163.5
PP 1,161.3 1,159.5
S1 1,158.3 1,155.5

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

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