ICE Russell 2000 Mini Future June 2009


Trading Metrics calculated at close of trading on 09-Feb-2009
Day Change Summary
Previous Current
06-Feb-2009 09-Feb-2009 Change Change % Previous Week
Open 459.1 463.4 4.3 0.9% 444.0
High 468.5 467.9 -0.6 -0.1% 468.5
Low 459.1 459.6 0.5 0.1% 443.0
Close 467.1 464.3 -2.8 -0.6% 467.1
Range 9.4 8.3 -1.1 -11.7% 25.5
ATR
Volume 2 2 0 0.0% 771
Daily Pivots for day following 09-Feb-2009
Classic Woodie Camarilla DeMark
R4 488.8 484.8 468.8
R3 480.5 476.5 466.5
R2 472.3 472.3 465.8
R1 468.3 468.3 465.0 470.3
PP 464.0 464.0 464.0 465.0
S1 460.0 460.0 463.5 462.0
S2 455.8 455.8 462.8
S3 447.3 451.8 462.0
S4 439.0 443.3 459.8
Weekly Pivots for week ending 06-Feb-2009
Classic Woodie Camarilla DeMark
R4 536.0 527.0 481.0
R3 510.5 501.5 474.0
R2 485.0 485.0 471.8
R1 476.0 476.0 469.5 480.5
PP 459.5 459.5 459.5 461.8
S1 450.5 450.5 464.8 455.0
S2 434.0 434.0 462.5
S3 408.5 425.0 460.0
S4 383.0 399.5 453.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 468.5 443.5 25.0 5.4% 7.0 1.5% 83% False False 151
10 468.5 443.0 25.5 5.5% 5.8 1.2% 84% False False 81
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.8
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 503.3
2.618 489.8
1.618 481.3
1.000 476.3
0.618 473.0
HIGH 468.0
0.618 464.8
0.500 463.8
0.382 462.8
LOW 459.5
0.618 454.5
1.000 451.3
1.618 446.3
2.618 437.8
4.250 424.3
Fisher Pivots for day following 09-Feb-2009
Pivot 1 day 3 day
R1 464.0 462.8
PP 464.0 461.3
S1 463.8 459.5

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

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