ICE Russell 2000 Mini Future December 2015


Trading Metrics calculated at close of trading on 28-Sep-2015
Day Change Summary
Previous Current
25-Sep-2015 28-Sep-2015 Change Change % Previous Week
Open 1,136.4 1,115.0 -21.4 -1.9% 1,161.0
High 1,149.3 1,120.6 -28.7 -2.5% 1,173.7
Low 1,112.9 1,082.3 -30.6 -2.7% 1,112.9
Close 1,115.0 1,085.3 -29.7 -2.7% 1,115.0
Range 36.4 38.3 1.9 5.2% 60.8
ATR 22.3 23.4 1.1 5.1% 0.0
Volume 112,005 149,873 37,868 33.8% 513,119
Daily Pivots for day following 28-Sep-2015
Classic Woodie Camarilla DeMark
R4 1,211.0 1,186.5 1,106.3
R3 1,172.8 1,148.3 1,095.8
R2 1,134.3 1,134.3 1,092.3
R1 1,109.8 1,109.8 1,088.8 1,103.0
PP 1,096.0 1,096.0 1,096.0 1,092.5
S1 1,071.5 1,071.5 1,081.8 1,064.8
S2 1,057.8 1,057.8 1,078.3
S3 1,019.5 1,033.3 1,074.8
S4 981.3 995.0 1,064.3
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 1,159.9 1,082.3 77.6 7.2% 28.0 2.6% 4% False True 112,582
10 1,190.0 1,082.3 107.7 9.9% 24.3 2.2% 3% False True 121,605
20 1,190.0 1,082.3 107.7 9.9% 21.3 1.9% 3% False True 81,941
40 1,236.5 1,077.0 159.5 14.7% 21.0 1.9% 5% False False 41,074
60 1,264.7 1,077.0 187.7 17.3% 15.3 1.4% 4% False False 27,387
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.6
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 1,283.5
2.618 1,220.8
1.618 1,182.5
1.000 1,159.0
0.618 1,144.3
HIGH 1,120.5
0.618 1,106.0
0.500 1,101.5
0.382 1,097.0
LOW 1,082.3
0.618 1,058.8
1.000 1,044.0
1.618 1,020.3
2.618 982.0
4.250 919.5
Fisher Pivots for day following 28-Sep-2015
Pivot 1 day 3 day
R1 1,101.5 1,115.8
PP 1,096.0 1,105.8
S1 1,090.8 1,095.5

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

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