ICE Russell 2000 Mini Future December 2015


Trading Metrics calculated at close of trading on 27-Aug-2015
Day Change Summary
Previous Current
26-Aug-2015 27-Aug-2015 Change Change % Previous Week
Open 1,104.2 1,125.0 20.8 1.9% 1,203.8
High 1,125.0 1,150.0 25.0 2.2% 1,216.0
Low 1,095.0 1,123.5 28.5 2.6% 1,144.6
Close 1,124.3 1,148.2 23.9 2.1% 1,150.5
Range 30.0 26.5 -3.5 -11.7% 71.4
ATR 22.2 22.5 0.3 1.4% 0.0
Volume 163 72 -91 -55.8% 1,942
Daily Pivots for day following 27-Aug-2015
Classic Woodie Camarilla DeMark
R4 1,220.0 1,210.8 1,162.8
R3 1,193.5 1,184.3 1,155.5
R2 1,167.0 1,167.0 1,153.0
R1 1,157.8 1,157.8 1,150.8 1,162.3
PP 1,140.5 1,140.5 1,140.5 1,143.0
S1 1,131.3 1,131.3 1,145.8 1,135.8
S2 1,114.0 1,114.0 1,143.3
S3 1,087.5 1,104.8 1,141.0
S4 1,061.0 1,078.3 1,133.5
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 1,165.2 1,077.0 88.2 7.7% 39.0 3.4% 81% False False 259
10 1,216.0 1,077.0 139.0 12.1% 27.8 2.4% 51% False False 313
20 1,237.6 1,077.0 160.6 14.0% 20.3 1.8% 44% False False 207
40 1,264.7 1,077.0 187.7 16.3% 12.0 1.0% 38% False False 108
Crabel Price Patterns
NR True
NR4 True
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 5.2
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,262.5
2.618 1,219.5
1.618 1,193.0
1.000 1,176.5
0.618 1,166.5
HIGH 1,150.0
0.618 1,140.0
0.500 1,136.8
0.382 1,133.5
LOW 1,123.5
0.618 1,107.0
1.000 1,097.0
1.618 1,080.5
2.618 1,054.0
4.250 1,011.0
Fisher Pivots for day following 27-Aug-2015
Pivot 1 day 3 day
R1 1,144.5 1,139.8
PP 1,140.5 1,131.0
S1 1,136.8 1,122.5

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

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