ICE Russell 2000 Mini Future June 2009


Trading Metrics calculated at close of trading on 12-Feb-2009
Day Change Summary
Previous Current
11-Feb-2009 12-Feb-2009 Change Change % Previous Week
Open 444.0 436.5 -7.5 -1.7% 444.0
High 445.3 447.0 1.7 0.4% 468.5
Low 439.2 431.5 -7.7 -1.8% 443.0
Close 445.1 451.2 6.1 1.4% 467.1
Range 6.1 15.5 9.4 154.1% 25.5
ATR 11.9 12.1 0.3 2.2% 0.0
Volume 514 24 -490 -95.3% 771
Daily Pivots for day following 12-Feb-2009
Classic Woodie Camarilla DeMark
R4 489.8 486.0 459.8
R3 474.3 470.5 455.5
R2 458.8 458.8 454.0
R1 455.0 455.0 452.5 456.8
PP 443.3 443.3 443.3 444.3
S1 439.5 439.5 449.8 441.3
S2 427.8 427.8 448.3
S3 412.3 424.0 447.0
S4 396.8 408.5 442.8
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
5 468.5 431.5 37.0 8.2% 12.8 2.8% 53% False True 117
10 468.5 431.5 37.0 8.2% 9.0 2.0% 53% False True 137
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 1.3
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 513.0
2.618 487.5
1.618 472.0
1.000 462.5
0.618 456.5
HIGH 447.0
0.618 441.0
0.500 439.3
0.382 437.5
LOW 431.5
0.618 422.0
1.000 416.0
1.618 406.5
2.618 391.0
4.250 365.5
Fisher Pivots for day following 12-Feb-2009
Pivot 1 day 3 day
R1 447.3 450.5
PP 443.3 450.0
S1 439.3 449.3

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

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