ICE Russell 2000 Mini Future June 2009


Trading Metrics calculated at close of trading on 03-Mar-2009
Day Change Summary
Previous Current
02-Mar-2009 03-Mar-2009 Change Change % Previous Week
Open 379.2 372.5 -6.7 -1.8% 413.7
High 379.2 373.0 -6.2 -1.6% 413.7
Low 365.0 351.8 -13.2 -3.6% 379.7
Close 367.7 354.9 -12.8 -3.5% 385.9
Range 14.2 21.2 7.0 49.3% 34.0
ATR 12.9 13.5 0.6 4.6% 0.0
Volume 132 228 96 72.7% 921
Daily Pivots for day following 03-Mar-2009
Classic Woodie Camarilla DeMark
R4 423.5 410.5 366.5
R3 402.3 389.3 360.8
R2 381.0 381.0 358.8
R1 368.0 368.0 356.8 364.0
PP 360.0 360.0 360.0 358.0
S1 346.8 346.8 353.0 342.8
S2 338.8 338.8 351.0
S3 317.5 325.5 349.0
S4 296.3 304.5 343.3
Weekly Pivots for week ending 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 495.0 474.5 404.5
R3 461.0 440.5 395.3
R2 427.0 427.0 392.3
R1 406.5 406.5 389.0 399.8
PP 393.0 393.0 393.0 389.8
S1 372.5 372.5 382.8 365.8
S2 359.0 359.0 379.8
S3 325.0 338.5 376.5
S4 291.0 304.5 367.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 404.3 351.8 52.5 14.8% 14.5 4.1% 6% False True 116
10 424.6 351.8 72.8 20.5% 13.3 3.7% 4% False True 143
20 468.5 351.8 116.7 32.9% 11.0 3.1% 3% False True 123
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.7
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 463.0
2.618 428.5
1.618 407.3
1.000 394.3
0.618 386.0
HIGH 373.0
0.618 365.0
0.500 362.5
0.382 360.0
LOW 351.8
0.618 338.8
1.000 330.5
1.618 317.5
2.618 296.3
4.250 261.8
Fisher Pivots for day following 03-Mar-2009
Pivot 1 day 3 day
R1 362.5 373.5
PP 360.0 367.3
S1 357.5 361.0

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

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