ICE Russell 2000 Mini Future September 2009


Trading Metrics calculated at close of trading on 13-Apr-2009
Day Change Summary
Previous Current
09-Apr-2009 13-Apr-2009 Change Change % Previous Week
Open 440.3 455.0 14.7 3.3% 449.0
High 464.0 465.1 1.1 0.2% 464.0
Low 440.3 454.0 13.7 3.1% 431.9
Close 463.1 461.3 -1.8 -0.4% 463.1
Range 23.7 11.1 -12.6 -53.2% 32.1
ATR 0.0 14.9 14.9 0.0
Volume 10 10 0 0.0% 36
Daily Pivots for day following 13-Apr-2009
Classic Woodie Camarilla DeMark
R4 493.5 488.5 467.5
R3 482.3 477.3 464.3
R2 471.3 471.3 463.3
R1 466.3 466.3 462.3 468.8
PP 460.3 460.3 460.3 461.5
S1 455.3 455.3 460.3 457.8
S2 449.0 449.0 459.3
S3 438.0 444.0 458.3
S4 426.8 433.0 455.3
Weekly Pivots for week ending 10-Apr-2009
Classic Woodie Camarilla DeMark
R4 549.3 538.3 480.8
R3 517.3 506.3 472.0
R2 485.0 485.0 469.0
R1 474.0 474.0 466.0 479.5
PP 453.0 453.0 453.0 455.8
S1 442.0 442.0 460.3 447.5
S2 421.0 421.0 457.3
S3 388.8 410.0 454.3
S4 356.8 377.8 445.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 465.1 431.9 33.2 7.2% 11.5 2.5% 89% True False 9
10 465.1 407.0 58.1 12.6% 10.0 2.2% 93% True False 142
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 False
Bull Hook False
Stretch 0.8
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 512.3
2.618 494.3
1.618 483.0
1.000 476.3
0.618 472.0
HIGH 465.0
0.618 460.8
0.500 459.5
0.382 458.3
LOW 454.0
0.618 447.3
1.000 443.0
1.618 436.0
2.618 425.0
4.250 406.8
Fisher Pivots for day following 13-Apr-2009
Pivot 1 day 3 day
R1 460.8 457.3
PP 460.3 453.3
S1 459.5 449.5

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

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