ICE Russell 2000 Mini Future March 2009


Trading Metrics calculated at close of trading on 09-Mar-2009
Day Change Summary
Previous Current
06-Mar-2009 09-Mar-2009 Change Change % Previous Week
Open 352.1 355.1 3.0 0.9% 385.6
High 357.9 356.8 -1.1 -0.3% 386.2
Low 342.0 341.6 -0.4 -0.1% 342.0
Close 354.5 344.6 -9.9 -2.8% 354.5
Range 15.9 15.2 -0.7 -4.4% 44.2
ATR 18.8 18.5 -0.3 -1.4% 0.0
Volume 176,958 162,813 -14,145 -8.0% 890,372
Daily Pivots for day following 09-Mar-2009
Classic Woodie Camarilla DeMark
R4 393.3 384.3 353.0
R3 378.0 369.0 348.8
R2 362.8 362.8 347.5
R1 353.8 353.8 346.0 350.8
PP 347.8 347.8 347.8 346.3
S1 338.5 338.5 343.3 335.5
S2 332.5 332.5 341.8
S3 317.3 323.3 340.5
S4 302.0 308.3 336.3
Weekly Pivots for week ending 06-Mar-2009
Classic Woodie Camarilla DeMark
R4 493.5 468.3 378.8
R3 449.3 424.0 366.8
R2 405.0 405.0 362.5
R1 379.8 379.8 358.5 370.3
PP 361.0 361.0 361.0 356.3
S1 335.5 335.5 350.5 326.3
S2 316.8 316.8 346.5
S3 272.5 291.5 342.3
S4 228.3 247.3 330.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 376.3 341.6 34.7 10.1% 18.8 5.5% 9% False True 175,019
10 413.1 341.6 71.5 20.7% 18.0 5.2% 4% False True 168,456
20 470.4 341.6 128.8 37.4% 17.3 5.0% 2% False True 148,245
40 503.5 341.6 161.9 47.0% 19.3 5.6% 2% False True 133,097
60 518.6 341.6 177.0 51.4% 20.0 5.8% 2% False True 126,764
80 518.6 341.6 177.0 51.4% 19.3 5.6% 2% False True 95,148
100 573.6 341.6 232.0 67.3% 16.8 4.8% 1% False True 76,120
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.2
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 421.5
2.618 396.5
1.618 381.5
1.000 372.0
0.618 366.3
HIGH 356.8
0.618 351.0
0.500 349.3
0.382 347.5
LOW 341.5
0.618 332.3
1.000 326.5
1.618 317.0
2.618 301.8
4.250 277.0
Fisher Pivots for day following 09-Mar-2009
Pivot 1 day 3 day
R1 349.3 355.3
PP 347.8 351.8
S1 346.3 348.3

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

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