ICE Russell 2000 Mini Future March 2009


Trading Metrics calculated at close of trading on 10-Mar-2009
Day Change Summary
Previous Current
09-Mar-2009 10-Mar-2009 Change Change % Previous Week
Open 355.1 343.9 -11.2 -3.2% 385.6
High 356.8 369.6 12.8 3.6% 386.2
Low 341.6 343.1 1.5 0.4% 342.0
Close 344.6 365.2 20.6 6.0% 354.5
Range 15.2 26.5 11.3 74.3% 44.2
ATR 18.5 19.1 0.6 3.1% 0.0
Volume 162,813 172,880 10,067 6.2% 890,372
Daily Pivots for day following 10-Mar-2009
Classic Woodie Camarilla DeMark
R4 438.8 428.5 379.8
R3 412.3 402.0 372.5
R2 385.8 385.8 370.0
R1 375.5 375.5 367.8 380.8
PP 359.3 359.3 359.3 362.0
S1 349.0 349.0 362.8 354.3
S2 332.8 332.8 360.3
S3 306.3 322.5 358.0
S4 279.8 296.0 350.5
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
5 375.6 341.6 34.0 9.3% 19.8 5.4% 69% False False 175,629
10 411.4 341.6 69.8 19.1% 18.8 5.2% 34% False False 170,141
20 470.2 341.6 128.6 35.2% 18.0 4.9% 18% False False 150,663
40 480.6 341.6 139.0 38.1% 19.3 5.3% 17% False False 135,113
60 518.6 341.6 177.0 48.5% 20.3 5.5% 13% False False 129,278
80 518.6 341.6 177.0 48.5% 19.5 5.3% 13% False False 97,309
100 554.2 341.6 212.6 58.2% 16.8 4.6% 11% False False 77,848
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.9
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 482.3
2.618 439.0
1.618 412.5
1.000 396.0
0.618 386.0
HIGH 369.5
0.618 359.5
0.500 356.3
0.382 353.3
LOW 343.0
0.618 326.8
1.000 316.5
1.618 300.3
2.618 273.8
4.250 230.5
Fisher Pivots for day following 10-Mar-2009
Pivot 1 day 3 day
R1 362.3 362.0
PP 359.3 358.8
S1 356.3 355.5

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

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