ICE Russell 2000 Mini Future December 2015


Trading Metrics calculated at close of trading on 18-Aug-2015
Day Change Summary
Previous Current
17-Aug-2015 18-Aug-2015 Change Change % Previous Week
Open 1,203.8 1,212.1 8.3 0.7% 1,201.4
High 1,216.0 1,215.0 -1.0 -0.1% 1,215.9
Low 1,197.5 1,206.5 9.0 0.8% 1,183.7
Close 1,217.7 1,206.8 -10.9 -0.9% 1,205.3
Range 18.5 8.5 -10.0 -54.1% 32.2
ATR 13.1 13.0 -0.1 -1.0% 0.0
Volume 582 16 -566 -97.3% 1,102
Daily Pivots for day following 18-Aug-2015
Classic Woodie Camarilla DeMark
R4 1,235.0 1,229.3 1,211.5
R3 1,226.5 1,220.8 1,209.3
R2 1,218.0 1,218.0 1,208.3
R1 1,212.3 1,212.3 1,207.5 1,211.0
PP 1,209.5 1,209.5 1,209.5 1,208.8
S1 1,203.8 1,203.8 1,206.0 1,202.5
S2 1,201.0 1,201.0 1,205.3
S3 1,192.5 1,195.3 1,204.5
S4 1,184.0 1,186.8 1,202.0
Weekly Pivots for week ending 14-Aug-2015
Classic Woodie Camarilla DeMark
R4 1,298.3 1,284.0 1,223.0
R3 1,266.0 1,251.8 1,214.3
R2 1,233.8 1,233.8 1,211.3
R1 1,219.5 1,219.5 1,208.3 1,226.8
PP 1,201.8 1,201.8 1,201.8 1,205.3
S1 1,187.3 1,187.3 1,202.3 1,194.5
S2 1,169.5 1,169.5 1,199.5
S3 1,137.3 1,155.3 1,196.5
S4 1,105.0 1,123.0 1,187.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,216.0 1,183.7 32.3 2.7% 14.8 1.2% 72% False False 277
10 1,236.5 1,183.7 52.8 4.4% 14.8 1.2% 44% False False 177
20 1,254.5 1,183.7 70.8 5.9% 11.8 1.0% 33% False False 101
40 1,275.8 1,183.7 92.1 7.6% 6.8 0.6% 25% False False 52
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 2.8
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1,251.0
2.618 1,237.3
1.618 1,228.8
1.000 1,223.5
0.618 1,220.3
HIGH 1,215.0
0.618 1,211.8
0.500 1,210.8
0.382 1,209.8
LOW 1,206.5
0.618 1,201.3
1.000 1,198.0
1.618 1,192.8
2.618 1,184.3
4.250 1,170.5
Fisher Pivots for day following 18-Aug-2015
Pivot 1 day 3 day
R1 1,210.8 1,206.0
PP 1,209.5 1,205.5
S1 1,208.0 1,204.8

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

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