ICE Russell 2000 Mini Future June 2009


Trading Metrics calculated at close of trading on 04-Mar-2009
Day Change Summary
Previous Current
03-Mar-2009 04-Mar-2009 Change Change % Previous Week
Open 372.5 360.8 -11.7 -3.1% 413.7
High 373.0 372.5 -0.5 -0.1% 413.7
Low 351.8 359.9 8.1 2.3% 379.7
Close 354.9 364.3 9.4 2.6% 385.9
Range 21.2 12.6 -8.6 -40.6% 34.0
ATR 13.5 13.8 0.3 2.2% 0.0
Volume 228 914 686 300.9% 921
Daily Pivots for day following 04-Mar-2009
Classic Woodie Camarilla DeMark
R4 403.3 396.5 371.3
R3 390.8 383.8 367.8
R2 378.3 378.3 366.5
R1 371.3 371.3 365.5 374.8
PP 365.5 365.5 365.5 367.3
S1 358.8 358.8 363.3 362.0
S2 353.0 353.0 362.0
S3 340.3 346.0 360.8
S4 327.8 333.5 357.3
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
5 401.5 351.8 49.7 13.6% 15.0 4.1% 25% False False 288
10 424.6 351.8 72.8 20.0% 14.0 3.8% 17% False False 224
20 468.5 351.8 116.7 32.0% 11.5 3.1% 11% False False 152
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.8
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 426.0
2.618 405.5
1.618 393.0
1.000 385.0
0.618 380.3
HIGH 372.5
0.618 367.8
0.500 366.3
0.382 364.8
LOW 360.0
0.618 352.0
1.000 347.3
1.618 339.5
2.618 327.0
4.250 306.3
Fisher Pivots for day following 04-Mar-2009
Pivot 1 day 3 day
R1 366.3 365.5
PP 365.5 365.0
S1 365.0 364.8

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

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