ICE Russell 2000 Mini Future December 2015


Trading Metrics calculated at close of trading on 24-Sep-2015
Day Change Summary
Previous Current
23-Sep-2015 24-Sep-2015 Change Change % Previous Week
Open 1,137.7 1,134.4 -3.3 -0.3% 1,155.8
High 1,145.9 1,138.3 -7.6 -0.7% 1,190.0
Low 1,129.1 1,119.1 -10.0 -0.9% 1,141.5
Close 1,134.0 1,131.6 -2.4 -0.2% 1,162.1
Range 16.8 19.2 2.4 14.3% 48.5
ATR 21.4 21.2 -0.2 -0.7% 0.0
Volume 81,719 115,125 33,406 40.9% 704,032
Daily Pivots for day following 24-Sep-2015
Classic Woodie Camarilla DeMark
R4 1,187.3 1,178.8 1,142.3
R3 1,168.0 1,159.5 1,137.0
R2 1,148.8 1,148.8 1,135.0
R1 1,140.3 1,140.3 1,133.3 1,135.0
PP 1,129.8 1,129.8 1,129.8 1,127.0
S1 1,121.0 1,121.0 1,129.8 1,115.8
S2 1,110.5 1,110.5 1,128.0
S3 1,091.3 1,101.8 1,126.3
S4 1,072.0 1,082.8 1,121.0
Weekly Pivots for week ending 18-Sep-2015
Classic Woodie Camarilla DeMark
R4 1,310.0 1,284.5 1,188.8
R3 1,261.5 1,236.0 1,175.5
R2 1,213.0 1,213.0 1,171.0
R1 1,187.5 1,187.5 1,166.5 1,200.3
PP 1,164.5 1,164.5 1,164.5 1,171.0
S1 1,139.0 1,139.0 1,157.8 1,151.8
S2 1,116.0 1,116.0 1,153.3
S3 1,067.5 1,090.5 1,148.8
S4 1,019.0 1,042.0 1,135.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,176.4 1,119.1 57.3 5.1% 22.3 2.0% 22% False True 105,615
10 1,190.0 1,119.1 70.9 6.3% 20.8 1.8% 18% False True 125,272
20 1,190.0 1,119.0 71.0 6.3% 19.8 1.7% 18% False False 68,854
40 1,237.6 1,077.0 160.6 14.2% 19.3 1.7% 34% False False 34,531
60 1,264.7 1,077.0 187.7 16.6% 14.3 1.3% 29% False False 23,022
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,220.0
2.618 1,188.5
1.618 1,169.3
1.000 1,157.5
0.618 1,150.3
HIGH 1,138.3
0.618 1,131.0
0.500 1,128.8
0.382 1,126.5
LOW 1,119.0
0.618 1,107.3
1.000 1,100.0
1.618 1,088.0
2.618 1,068.8
4.250 1,037.5
Fisher Pivots for day following 24-Sep-2015
Pivot 1 day 3 day
R1 1,130.8 1,139.5
PP 1,129.8 1,136.8
S1 1,128.8 1,134.3

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

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