ICE Russell 2000 Mini Future December 2015


Trading Metrics calculated at close of trading on 25-Sep-2015
Day Change Summary
Previous Current
24-Sep-2015 25-Sep-2015 Change Change % Previous Week
Open 1,134.4 1,136.4 2.0 0.2% 1,161.0
High 1,138.3 1,149.3 11.0 1.0% 1,173.7
Low 1,119.1 1,112.9 -6.2 -0.6% 1,112.9
Close 1,131.6 1,115.0 -16.6 -1.5% 1,115.0
Range 19.2 36.4 17.2 89.6% 60.8
ATR 21.2 22.3 1.1 5.1% 0.0
Volume 115,125 112,005 -3,120 -2.7% 513,119
Daily Pivots for day following 25-Sep-2015
Classic Woodie Camarilla DeMark
R4 1,235.0 1,211.3 1,135.0
R3 1,198.5 1,175.0 1,125.0
R2 1,162.3 1,162.3 1,121.8
R1 1,138.5 1,138.5 1,118.3 1,132.3
PP 1,125.8 1,125.8 1,125.8 1,122.5
S1 1,102.3 1,102.3 1,111.8 1,095.8
S2 1,089.3 1,089.3 1,108.3
S3 1,053.0 1,065.8 1,105.0
S4 1,016.5 1,029.3 1,095.0
Weekly Pivots for week ending 25-Sep-2015
Classic Woodie Camarilla DeMark
R4 1,316.3 1,276.5 1,148.5
R3 1,255.5 1,215.8 1,131.8
R2 1,194.8 1,194.8 1,126.3
R1 1,154.8 1,154.8 1,120.5 1,144.3
PP 1,133.8 1,133.8 1,133.8 1,128.5
S1 1,094.0 1,094.0 1,109.5 1,083.5
S2 1,073.0 1,073.0 1,103.8
S3 1,012.3 1,033.3 1,098.3
S4 951.5 972.5 1,081.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,173.7 1,112.9 60.8 5.5% 25.0 2.2% 3% False True 102,623
10 1,190.0 1,112.9 77.1 6.9% 22.3 2.0% 3% False True 121,715
20 1,190.0 1,112.9 77.1 6.9% 20.3 1.8% 3% False True 74,450
40 1,237.6 1,077.0 160.6 14.4% 20.3 1.8% 24% False False 37,329
60 1,264.7 1,077.0 187.7 16.8% 14.8 1.3% 20% False False 24,889
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.7
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 1,304.0
2.618 1,244.5
1.618 1,208.3
1.000 1,185.8
0.618 1,171.8
HIGH 1,149.3
0.618 1,135.5
0.500 1,131.0
0.382 1,126.8
LOW 1,113.0
0.618 1,090.5
1.000 1,076.5
1.618 1,054.0
2.618 1,017.5
4.250 958.3
Fisher Pivots for day following 25-Sep-2015
Pivot 1 day 3 day
R1 1,131.0 1,131.0
PP 1,125.8 1,125.8
S1 1,120.3 1,120.3

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

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