ICE Russell 2000 Mini Future June 2009


Trading Metrics calculated at close of trading on 09-Mar-2009
Day Change Summary
Previous Current
06-Mar-2009 09-Mar-2009 Change Change % Previous Week
Open 348.0 349.6 1.6 0.5% 379.2
High 354.6 351.9 -2.7 -0.8% 379.2
Low 340.4 339.5 -0.9 -0.3% 340.4
Close 351.8 342.2 -9.6 -2.7% 351.8
Range 14.2 12.4 -1.8 -12.7% 38.8
ATR 14.1 14.0 -0.1 -0.9% 0.0
Volume 720 1,298 578 80.3% 3,687
Daily Pivots for day following 09-Mar-2009
Classic Woodie Camarilla DeMark
R4 381.8 374.3 349.0
R3 369.3 362.0 345.5
R2 357.0 357.0 344.5
R1 349.5 349.5 343.3 347.0
PP 344.5 344.5 344.5 343.3
S1 337.3 337.3 341.0 334.8
S2 332.3 332.3 340.0
S3 319.8 324.8 338.8
S4 307.3 312.3 335.5
Weekly Pivots for week ending 06-Mar-2009
Classic Woodie Camarilla DeMark
R4 473.5 451.5 373.3
R3 434.8 412.8 362.5
R2 396.0 396.0 359.0
R1 373.8 373.8 355.3 365.5
PP 357.3 357.3 357.3 353.0
S1 335.0 335.0 348.3 326.8
S2 318.3 318.3 344.8
S3 279.5 296.3 341.3
S4 240.8 257.5 330.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 373.0 339.5 33.5 9.8% 15.5 4.5% 8% False True 970
10 409.3 339.5 69.8 20.4% 14.5 4.2% 4% False True 588
20 467.1 339.5 127.6 37.3% 12.5 3.7% 2% False True 337
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.6
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 404.5
2.618 384.3
1.618 372.0
1.000 364.3
0.618 359.5
HIGH 352.0
0.618 347.3
0.500 345.8
0.382 344.3
LOW 339.5
0.618 331.8
1.000 327.0
1.618 319.5
2.618 307.0
4.250 286.8
Fisher Pivots for day following 09-Mar-2009
Pivot 1 day 3 day
R1 345.8 351.3
PP 344.5 348.3
S1 343.3 345.3

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

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