ICE Russell 2000 Mini Future December 2015


Trading Metrics calculated at close of trading on 30-Jul-2015
Day Change Summary
Previous Current
29-Jul-2015 30-Jul-2015 Change Change % Previous Week
Open 1,218.0 1,221.0 3.0 0.2% 1,253.9
High 1,222.5 1,222.2 -0.3 0.0% 1,254.5
Low 1,218.0 1,221.0 3.0 0.2% 1,217.0
Close 1,219.9 1,225.3 5.4 0.4% 1,218.7
Range 4.5 1.2 -3.3 -73.3% 37.5
ATR 10.1 9.5 -0.6 -5.5% 0.0
Volume 15 87 72 480.0% 34
Daily Pivots for day following 30-Jul-2015
Classic Woodie Camarilla DeMark
R4 1,226.5 1,227.0 1,226.0
R3 1,225.3 1,225.8 1,225.8
R2 1,224.0 1,224.0 1,225.5
R1 1,224.8 1,224.8 1,225.5 1,224.3
PP 1,222.8 1,222.8 1,222.8 1,222.8
S1 1,223.5 1,223.5 1,225.3 1,223.3
S2 1,221.8 1,221.8 1,225.0
S3 1,220.5 1,222.3 1,225.0
S4 1,219.3 1,221.0 1,224.8
Weekly Pivots for week ending 24-Jul-2015
Classic Woodie Camarilla DeMark
R4 1,342.5 1,318.3 1,239.3
R3 1,305.0 1,280.8 1,229.0
R2 1,267.5 1,267.5 1,225.5
R1 1,243.3 1,243.3 1,222.3 1,236.5
PP 1,230.0 1,230.0 1,230.0 1,226.8
S1 1,205.8 1,205.8 1,215.3 1,199.0
S2 1,192.5 1,192.5 1,211.8
S3 1,155.0 1,168.3 1,208.5
S4 1,117.5 1,130.8 1,198.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,239.8 1,204.5 35.3 2.9% 9.5 0.8% 59% False False 27
10 1,260.4 1,204.5 55.9 4.6% 7.0 0.6% 37% False False 16
20 1,264.7 1,204.5 60.2 4.9% 3.5 0.3% 35% False False 8
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.4
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1,227.3
2.618 1,225.3
1.618 1,224.3
1.000 1,223.5
0.618 1,223.0
HIGH 1,222.3
0.618 1,221.8
0.500 1,221.5
0.382 1,221.5
LOW 1,221.0
0.618 1,220.3
1.000 1,219.8
1.618 1,219.0
2.618 1,217.8
4.250 1,216.0
Fisher Pivots for day following 30-Jul-2015
Pivot 1 day 3 day
R1 1,224.0 1,221.5
PP 1,222.8 1,217.5
S1 1,221.5 1,213.5

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

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