ICE Russell 2000 Mini Future June 2009

Trading Metrics calculated at close of trading on 03-Apr-2009

Day Change Summary
	Previous	Current
	02-Apr-2009	03-Apr-2009	Change	Change %	Previous Week
Open	427.5	449.7	22.2	5.2%	427.2
High	454.2	457.6	3.4	0.7%	457.6
Low	426.7	442.0	15.3	3.6%	406.1
Close	450.2	456.4	6.2	1.4%	456.4
Range	27.5	15.6	-11.9	-43.3%	51.5
ATR	19.6	19.3	-0.3	-1.5%	0.0
Volume	148,368	188,599	40,231	27.1%	772,232

Daily Pivots for day following 03-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	498.8	493.3	465.0
R3	483.3	477.5	460.8
R2	467.5	467.5	459.3
R1	462.0	462.0	457.8	464.8
PP	452.0	452.0	452.0	453.5
S1	446.5	446.5	455.0	449.3
S2	436.5	436.5	453.5
S3	420.8	430.8	452.0
S4	405.3	415.3	447.8

Weekly Pivots for week ending 03-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	594.5	577.0	484.8
R3	543.0	525.5	470.5
R2	491.5	491.5	465.8
R1	474.0	474.0	461.0	482.8
PP	440.0	440.0	440.0	444.5
S1	422.5	422.5	451.8	431.3
S2	388.5	388.5	447.0
S3	337.0	371.0	442.3
S4	285.5	319.5	428.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	457.6	406.1	51.5	11.3%	20.5	4.5%	98%	True	False	154,446
10	457.6	399.2	58.4	12.8%	21.5	4.7%	98%	True	False	160,659
20	457.6	339.5	118.1	25.9%	19.8	4.3%	99%	True	False	148,754
40	468.5	339.5	129.0	28.3%	16.0	3.5%	91%	False	False	74,495

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	3.1
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	524.0
2.618	498.5
1.618	482.8
1.000	473.3
0.618	467.3
HIGH	457.5
0.618	451.8
0.500	449.8
0.382	448.0
LOW	442.0
0.618	432.3
1.000	426.5
1.618	416.8
2.618	401.3
4.250	375.8

Fisher Pivots for day following 03-Apr-2009
Pivot	1 day	3 day
R1	454.3	448.8
PP	452.0	441.3
S1	449.8	433.8

Download as Excel Spreadsheet

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

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