ICE Russell 2000 Mini Future December 2015


Trading Metrics calculated at close of trading on 26-Aug-2015
Day Change Summary
Previous Current
25-Aug-2015 26-Aug-2015 Change Change % Previous Week
Open 1,111.3 1,104.2 -7.1 -0.6% 1,203.8
High 1,145.0 1,125.0 -20.0 -1.7% 1,216.0
Low 1,096.3 1,095.0 -1.3 -0.1% 1,144.6
Close 1,104.1 1,124.3 20.2 1.8% 1,150.5
Range 48.7 30.0 -18.7 -38.4% 71.4
ATR 21.5 22.2 0.6 2.8% 0.0
Volume 458 163 -295 -64.4% 1,942
Daily Pivots for day following 26-Aug-2015
Classic Woodie Camarilla DeMark
R4 1,204.8 1,194.5 1,140.8
R3 1,174.8 1,164.5 1,132.5
R2 1,144.8 1,144.8 1,129.8
R1 1,134.5 1,134.5 1,127.0 1,139.8
PP 1,114.8 1,114.8 1,114.8 1,117.3
S1 1,104.5 1,104.5 1,121.5 1,109.8
S2 1,084.8 1,084.8 1,118.8
S3 1,054.8 1,074.5 1,116.0
S4 1,024.8 1,044.5 1,107.8
Weekly Pivots for week ending 21-Aug-2015
Classic Woodie Camarilla DeMark
R4 1,384.5 1,339.0 1,189.8
R3 1,313.3 1,267.5 1,170.3
R2 1,241.8 1,241.8 1,163.5
R1 1,196.3 1,196.3 1,157.0 1,183.3
PP 1,170.3 1,170.3 1,170.3 1,164.0
S1 1,124.8 1,124.8 1,144.0 1,111.8
S2 1,099.0 1,099.0 1,137.5
S3 1,027.5 1,053.3 1,130.8
S4 956.3 982.0 1,111.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,187.0 1,077.0 110.0 9.8% 39.3 3.5% 43% False False 319
10 1,216.0 1,077.0 139.0 12.4% 26.3 2.3% 34% False False 333
20 1,237.6 1,077.0 160.6 14.3% 19.0 1.7% 29% False False 208
40 1,264.7 1,077.0 187.7 16.7% 11.5 1.0% 25% False False 106
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.6
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,252.5
2.618 1,203.5
1.618 1,173.5
1.000 1,155.0
0.618 1,143.5
HIGH 1,125.0
0.618 1,113.5
0.500 1,110.0
0.382 1,106.5
LOW 1,095.0
0.618 1,076.5
1.000 1,065.0
1.618 1,046.5
2.618 1,016.5
4.250 967.5
Fisher Pivots for day following 26-Aug-2015
Pivot 1 day 3 day
R1 1,119.5 1,120.0
PP 1,114.8 1,116.0
S1 1,110.0 1,111.8

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

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