ICE Russell 2000 Mini Future December 2009


Trading Metrics calculated at close of trading on 16-Jul-2009
Day Change Summary
Previous Current
15-Jul-2009 16-Jul-2009 Change Change % Previous Week
Open 500.3 509.7 9.4 1.9% 492.5
High 510.7 519.8 9.1 1.8% 492.5
Low 500.3 509.1 8.8 1.8% 471.4
Close 509.9 516.8 6.9 1.4% 476.0
Range 10.4 10.7 0.3 2.9% 21.1
ATR 9.3 9.4 0.1 1.0% 0.0
Volume 84 19 -65 -77.4% 488
Daily Pivots for day following 16-Jul-2009
Classic Woodie Camarilla DeMark
R4 547.3 542.8 522.8
R3 536.8 532.0 519.8
R2 526.0 526.0 518.8
R1 521.3 521.3 517.8 523.8
PP 515.3 515.3 515.3 516.5
S1 510.8 510.8 515.8 513.0
S2 504.5 504.5 514.8
S3 493.8 500.0 513.8
S4 483.3 489.3 511.0
Weekly Pivots for week ending 10-Jul-2009
Classic Woodie Camarilla DeMark
R4 543.3 530.8 487.5
R3 522.3 509.8 481.8
R2 501.0 501.0 479.8
R1 488.5 488.5 478.0 484.3
PP 480.0 480.0 480.0 477.8
S1 467.5 467.5 474.0 463.3
S2 458.8 458.8 472.3
S3 437.8 446.3 470.3
S4 416.8 425.3 464.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 519.8 471.2 48.6 9.4% 8.8 1.7% 94% True False 130
10 519.8 471.2 48.6 9.4% 8.3 1.6% 94% True False 112
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 0.6
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 565.3
2.618 547.8
1.618 537.0
1.000 530.5
0.618 526.5
HIGH 519.8
0.618 515.8
0.500 514.5
0.382 513.3
LOW 509.0
0.618 502.5
1.000 498.5
1.618 491.8
2.618 481.0
4.250 463.5
Fisher Pivots for day following 16-Jul-2009
Pivot 1 day 3 day
R1 516.0 513.0
PP 515.3 509.3
S1 514.5 505.3

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

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