ICE Russell 2000 Mini Future June 2009


Trading Metrics calculated at close of trading on 08-Apr-2009
Day Change Summary
Previous Current
07-Apr-2009 08-Apr-2009 Change Change % Previous Week
Open 447.0 426.9 -20.1 -4.5% 427.2
High 448.8 441.1 -7.7 -1.7% 457.6
Low 429.6 424.4 -5.2 -1.2% 406.1
Close 431.9 438.7 6.8 1.6% 456.4
Range 19.2 16.7 -2.5 -13.0% 51.5
ATR 19.6 19.4 -0.2 -1.1% 0.0
Volume 129,566 130,696 1,130 0.9% 772,232
Daily Pivots for day following 08-Apr-2009
Classic Woodie Camarilla DeMark
R4 484.8 478.5 448.0
R3 468.3 461.8 443.3
R2 451.5 451.5 441.8
R1 445.0 445.0 440.3 448.3
PP 434.8 434.8 434.8 436.3
S1 428.3 428.3 437.3 431.5
S2 418.0 418.0 435.8
S3 401.3 411.8 434.0
S4 384.8 395.0 429.5
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
5 462.0 424.4 37.6 8.6% 20.5 4.7% 38% False True 144,897
10 462.0 406.1 55.9 12.7% 19.8 4.5% 58% False False 153,333
20 462.0 356.9 105.1 24.0% 20.8 4.7% 78% False False 167,368
40 462.0 339.5 122.5 27.9% 16.5 3.7% 81% False False 84,182
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 3.0
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 512.0
2.618 484.8
1.618 468.0
1.000 457.8
0.618 451.5
HIGH 441.0
0.618 434.8
0.500 432.8
0.382 430.8
LOW 424.5
0.618 414.0
1.000 407.8
1.618 397.5
2.618 380.8
4.250 353.5
Fisher Pivots for day following 08-Apr-2009
Pivot 1 day 3 day
R1 436.8 443.3
PP 434.8 441.8
S1 432.8 440.3

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

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