ICE Russell 2000 Mini Future March 2009


Trading Metrics calculated at close of trading on 17-Mar-2009
Day Change Summary
Previous Current
16-Mar-2009 17-Mar-2009 Change Change % Previous Week
Open 391.9 387.5 -4.4 -1.1% 355.1
High 401.4 407.0 5.6 1.4% 396.4
Low 384.5 383.3 -1.2 -0.3% 341.6
Close 388.6 405.6 17.0 4.4% 394.0
Range 16.9 23.7 6.8 40.2% 54.8
ATR 18.9 19.3 0.3 1.8% 0.0
Volume 78,980 110,413 31,433 39.8% 934,815
Daily Pivots for day following 17-Mar-2009
Classic Woodie Camarilla DeMark
R4 469.8 461.3 418.8
R3 446.0 437.8 412.0
R2 422.3 422.3 410.0
R1 414.0 414.0 407.8 418.3
PP 398.8 398.8 398.8 400.8
S1 390.3 390.3 403.5 394.5
S2 375.0 375.0 401.3
S3 351.3 366.5 399.0
S4 327.5 342.8 392.5
Weekly Pivots for week ending 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 541.8 522.8 424.3
R3 487.0 467.8 409.0
R2 432.3 432.3 404.0
R1 413.0 413.0 399.0 422.5
PP 377.3 377.3 377.3 382.0
S1 358.3 358.3 389.0 367.8
S2 322.5 322.5 384.0
S3 267.8 303.5 379.0
S4 213.0 248.8 363.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 407.0 359.6 47.4 11.7% 19.5 4.8% 97% True False 157,703
10 407.0 341.6 65.4 16.1% 19.5 4.8% 98% True False 166,666
20 434.2 341.6 92.6 22.8% 18.8 4.6% 69% False False 163,037
40 474.2 341.6 132.6 32.7% 19.0 4.7% 48% False False 139,204
60 518.6 341.6 177.0 43.6% 19.0 4.7% 36% False False 126,941
80 518.6 341.6 177.0 43.6% 20.0 4.9% 36% False False 107,166
100 554.2 341.6 212.6 52.4% 17.5 4.3% 30% False False 85,733
120 712.5 341.6 370.9 91.4% 17.0 4.2% 17% False False 71,455
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.4
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 507.8
2.618 469.0
1.618 445.3
1.000 430.8
0.618 421.8
HIGH 407.0
0.618 398.0
0.500 395.3
0.382 392.3
LOW 383.3
0.618 368.8
1.000 359.5
1.618 345.0
2.618 321.3
4.250 282.5
Fisher Pivots for day following 17-Mar-2009
Pivot 1 day 3 day
R1 402.0 402.0
PP 398.8 398.8
S1 395.3 395.3

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

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