ICE Russell 2000 Mini Future June 2009


Trading Metrics calculated at close of trading on 25-Mar-2009
Day Change Summary
Previous Current
24-Mar-2009 25-Mar-2009 Change Change % Previous Week
Open 428.8 416.4 -12.4 -2.9% 390.0
High 430.5 431.5 1.0 0.2% 422.1
Low 413.0 406.6 -6.4 -1.5% 380.7
Close 416.1 424.0 7.9 1.9% 397.4
Range 17.5 24.9 7.4 42.3% 41.4
ATR 18.5 18.9 0.5 2.5% 0.0
Volume 179,962 134,381 -45,581 -25.3% 1,086,691
Daily Pivots for day following 25-Mar-2009
Classic Woodie Camarilla DeMark
R4 495.5 484.5 437.8
R3 470.5 459.8 430.8
R2 445.5 445.5 428.5
R1 434.8 434.8 426.3 440.3
PP 420.8 420.8 420.8 423.5
S1 410.0 410.0 421.8 415.3
S2 395.8 395.8 419.5
S3 371.0 385.0 417.3
S4 346.0 360.0 410.3
Weekly Pivots for week ending 20-Mar-2009
Classic Woodie Camarilla DeMark
R4 524.3 502.3 420.3
R3 482.8 460.8 408.8
R2 441.5 441.5 405.0
R1 419.5 419.5 401.3 430.5
PP 400.0 400.0 400.0 405.5
S1 378.0 378.0 393.5 389.0
S2 358.8 358.8 389.8
S3 317.3 336.8 386.0
S4 275.8 295.3 374.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 434.7 395.6 39.1 9.2% 22.5 5.3% 73% False False 176,215
10 434.7 356.9 77.8 18.3% 21.8 5.2% 86% False False 181,403
20 434.7 339.5 95.2 22.5% 18.0 4.3% 89% False False 91,622
40 468.5 339.5 129.0 30.4% 13.5 3.2% 66% False False 45,869
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 5.4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 537.3
2.618 496.8
1.618 471.8
1.000 456.5
0.618 447.0
HIGH 431.5
0.618 422.0
0.500 419.0
0.382 416.0
LOW 406.5
0.618 391.3
1.000 381.8
1.618 366.3
2.618 341.5
4.250 300.8
Fisher Pivots for day following 25-Mar-2009
Pivot 1 day 3 day
R1 422.3 421.8
PP 420.8 419.3
S1 419.0 417.0

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

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