ICE Russell 2000 Mini Future March 2009


Trading Metrics calculated at close of trading on 02-Mar-2009
Day Change Summary
Previous Current
27-Feb-2009 02-Mar-2009 Change Change % Previous Week
Open 393.9 385.6 -8.3 -2.1% 409.9
High 398.2 386.2 -12.0 -3.0% 418.2
Low 383.4 366.5 -16.9 -4.4% 383.4
Close 388.5 370.3 -18.2 -4.7% 388.5
Range 14.8 19.7 4.9 33.1% 34.8
ATR 18.2 18.5 0.3 1.5% 0.0
Volume 136,696 178,088 41,392 30.3% 801,070
Daily Pivots for day following 02-Mar-2009
Classic Woodie Camarilla DeMark
R4 433.5 421.5 381.3
R3 413.8 401.8 375.8
R2 394.0 394.0 374.0
R1 382.3 382.3 372.0 378.3
PP 374.3 374.3 374.3 372.5
S1 362.5 362.5 368.5 358.5
S2 354.8 354.8 366.8
S3 335.0 342.8 365.0
S4 315.3 323.0 359.5
Weekly Pivots for week ending 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 501.0 479.5 407.8
R3 466.3 444.8 398.0
R2 431.5 431.5 395.0
R1 410.0 410.0 391.8 403.3
PP 396.8 396.8 396.8 393.5
S1 375.3 375.3 385.3 368.5
S2 362.0 362.0 382.0
S3 327.0 340.5 379.0
S4 292.3 305.5 369.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 413.1 366.5 46.6 12.6% 17.0 4.6% 8% False True 161,893
10 437.9 366.5 71.4 19.3% 16.8 4.5% 5% False True 142,594
20 471.1 366.5 104.6 28.2% 16.8 4.5% 4% False True 136,729
40 518.6 366.5 152.1 41.1% 19.0 5.1% 2% False True 123,278
60 518.6 366.5 152.1 41.1% 20.8 5.6% 2% False True 112,277
80 554.2 366.5 187.7 50.7% 18.3 5.0% 2% False True 84,210
100 595.0 366.5 228.5 61.7% 17.0 4.6% 2% False True 67,370
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.8
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 470.0
2.618 437.8
1.618 418.0
1.000 406.0
0.618 398.3
HIGH 386.3
0.618 378.8
0.500 376.3
0.382 374.0
LOW 366.5
0.618 354.3
1.000 346.8
1.618 334.8
2.618 315.0
4.250 282.8
Fisher Pivots for day following 02-Mar-2009
Pivot 1 day 3 day
R1 376.3 386.8
PP 374.3 381.3
S1 372.3 375.8

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

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