ICE Russell 2000 Mini Future December 2015


Trading Metrics calculated at close of trading on 12-Aug-2015
Day Change Summary
Previous Current
11-Aug-2015 12-Aug-2015 Change Change % Previous Week
Open 1,212.6 1,206.0 -6.6 -0.5% 1,223.1
High 1,213.0 1,206.0 -7.0 -0.6% 1,236.5
Low 1,199.0 1,183.7 -15.3 -1.3% 1,193.2
Close 1,203.5 1,201.5 -2.0 -0.2% 1,199.6
Range 14.0 22.3 8.3 59.3% 43.3
ATR 12.1 12.8 0.7 6.1% 0.0
Volume 28 255 227 810.7% 98
Daily Pivots for day following 12-Aug-2015
Classic Woodie Camarilla DeMark
R4 1,264.0 1,255.0 1,213.8
R3 1,241.8 1,232.8 1,207.8
R2 1,219.3 1,219.3 1,205.5
R1 1,210.5 1,210.5 1,203.5 1,203.8
PP 1,197.0 1,197.0 1,197.0 1,193.8
S1 1,188.3 1,188.3 1,199.5 1,181.5
S2 1,174.8 1,174.8 1,197.5
S3 1,152.5 1,165.8 1,195.3
S4 1,130.3 1,143.5 1,189.3
Weekly Pivots for week ending 07-Aug-2015
Classic Woodie Camarilla DeMark
R4 1,339.8 1,313.0 1,223.5
R3 1,296.3 1,269.8 1,211.5
R2 1,253.0 1,253.0 1,207.5
R1 1,226.3 1,226.3 1,203.5 1,218.0
PP 1,209.8 1,209.8 1,209.8 1,205.5
S1 1,183.0 1,183.0 1,195.8 1,174.8
S2 1,166.5 1,166.5 1,191.8
S3 1,123.3 1,139.8 1,187.8
S4 1,079.8 1,096.5 1,175.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,222.8 1,183.7 39.1 3.3% 16.8 1.4% 46% False True 124
10 1,237.6 1,183.7 53.9 4.5% 11.8 1.0% 33% False True 83
20 1,264.7 1,183.7 81.0 6.7% 9.5 0.8% 22% False True 45
40 1,288.0 1,183.7 104.3 8.7% 5.8 0.5% 17% False True 24
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 0.9
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1,300.8
2.618 1,264.5
1.618 1,242.0
1.000 1,228.3
0.618 1,219.8
HIGH 1,206.0
0.618 1,197.5
0.500 1,194.8
0.382 1,192.3
LOW 1,183.8
0.618 1,170.0
1.000 1,161.5
1.618 1,147.5
2.618 1,125.3
4.250 1,089.0
Fisher Pivots for day following 12-Aug-2015
Pivot 1 day 3 day
R1 1,199.3 1,201.0
PP 1,197.0 1,200.3
S1 1,194.8 1,199.8

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

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