ICE Russell 2000 Mini Future March 2009


Trading Metrics calculated at close of trading on 17-Feb-2009
Day Change Summary
Previous Current
13-Feb-2009 17-Feb-2009 Change Change % Previous Week
Open 451.7 437.0 -14.7 -3.3% 467.5
High 456.2 437.9 -18.3 -4.0% 470.4
Low 442.4 425.3 -17.1 -3.9% 433.5
Close 443.7 426.4 -17.3 -3.9% 443.7
Range 13.8 12.6 -1.2 -8.7% 36.9
ATR 19.4 19.3 -0.1 -0.4% 0.0
Volume 156,450 1,691 -154,759 -98.9% 663,876
Daily Pivots for day following 17-Feb-2009
Classic Woodie Camarilla DeMark
R4 467.8 459.8 433.3
R3 455.0 447.0 429.8
R2 442.5 442.5 428.8
R1 434.5 434.5 427.5 432.3
PP 429.8 429.8 429.8 428.8
S1 421.8 421.8 425.3 419.5
S2 417.3 417.3 424.0
S3 404.8 409.3 423.0
S4 392.0 396.8 419.5
Weekly Pivots for week ending 13-Feb-2009
Classic Woodie Camarilla DeMark
R4 560.0 538.8 464.0
R3 523.0 501.8 453.8
R2 486.0 486.0 450.5
R1 465.0 465.0 447.0 457.0
PP 449.3 449.3 449.3 445.3
S1 428.0 428.0 440.3 420.3
S2 412.3 412.3 437.0
S3 375.5 391.0 433.5
S4 338.5 354.3 423.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 470.2 425.3 44.9 10.5% 17.0 4.0% 2% False True 108,209
10 471.1 425.3 45.8 10.7% 16.3 3.8% 2% False True 118,499
20 474.2 425.3 48.9 11.5% 19.5 4.6% 2% False True 115,371
40 518.6 425.3 93.3 21.9% 19.3 4.5% 1% False True 108,893
60 518.6 374.9 143.7 33.7% 20.5 4.8% 36% False False 88,542
80 554.2 374.9 179.3 42.0% 17.0 4.0% 29% False False 66,408
100 712.5 374.9 337.6 79.2% 16.8 3.9% 15% False False 53,138
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 4.1
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 491.5
2.618 471.0
1.618 458.3
1.000 450.5
0.618 445.8
HIGH 438.0
0.618 433.0
0.500 431.5
0.382 430.0
LOW 425.3
0.618 417.5
1.000 412.8
1.618 405.0
2.618 392.3
4.250 371.8
Fisher Pivots for day following 17-Feb-2009
Pivot 1 day 3 day
R1 431.5 440.8
PP 429.8 436.0
S1 428.3 431.3

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

View Archives - Comment on this page... - Back to Index of Symbols