ICE Russell 2000 Mini Future March 2009


Trading Metrics calculated at close of trading on 30-Oct-2008
Day Change Summary
Previous Current
29-Oct-2008 30-Oct-2008 Change Change % Previous Week
Open 478.2 497.1 18.9 4.0% 532.4
High 499.1 514.2 15.1 3.0% 535.1
Low 478.2 497.1 18.9 4.0% 460.7
Close 484.5 514.7 30.2 6.2% 460.7
Range 20.9 17.1 -3.8 -18.2% 74.4
ATR 23.9 24.3 0.4 1.7% 0.0
Volume 1 8 7 700.0% 4
Daily Pivots for day following 30-Oct-2008
Classic Woodie Camarilla DeMark
R4 560.0 554.5 524.0
R3 542.8 537.3 519.5
R2 525.8 525.8 517.8
R1 520.3 520.3 516.3 523.0
PP 508.8 508.8 508.8 510.0
S1 503.3 503.3 513.3 506.0
S2 491.5 491.5 511.5
S3 474.5 486.0 510.0
S4 457.3 469.0 505.3
Weekly Pivots for week ending 24-Oct-2008
Classic Woodie Camarilla DeMark
R4 708.8 659.0 501.5
R3 634.3 584.8 481.3
R2 560.0 560.0 474.3
R1 510.3 510.3 467.5 498.0
PP 485.5 485.5 485.5 479.3
S1 436.0 436.0 454.0 423.5
S2 411.0 411.0 447.0
S3 336.8 361.5 440.3
S4 262.3 287.0 419.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 514.2 439.1 75.1 14.6% 7.5 1.5% 101% True False 9
10 535.1 439.1 96.0 18.7% 5.0 1.0% 79% False False 4
20 652.8 439.1 213.7 41.5% 13.8 2.7% 35% False False 11
Crabel Price Patterns
NR True
NR4 False
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 0.3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 587.0
2.618 559.0
1.618 541.8
1.000 531.3
0.618 524.8
HIGH 514.3
0.618 507.8
0.500 505.8
0.382 503.8
LOW 497.0
0.618 486.5
1.000 480.0
1.618 469.5
2.618 452.3
4.250 424.5
Fisher Pivots for day following 30-Oct-2008
Pivot 1 day 3 day
R1 511.8 502.8
PP 508.8 491.0
S1 505.8 479.3

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

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