ICE Russell 2000 Mini Future September 2009


Trading Metrics calculated at close of trading on 15-Apr-2009
Day Change Summary
Previous Current
14-Apr-2009 15-Apr-2009 Change Change % Previous Week
Open 461.4 448.4 -13.0 -2.8% 449.0
High 463.5 457.1 -6.4 -1.4% 464.0
Low 448.7 448.4 -0.3 -0.1% 431.9
Close 450.9 455.7 4.8 1.1% 463.1
Range 14.8 8.7 -6.1 -41.2% 32.1
ATR 14.9 14.5 -0.4 -3.0% 0.0
Volume 770 726 -44 -5.7% 36
Daily Pivots for day following 15-Apr-2009
Classic Woodie Camarilla DeMark
R4 479.8 476.5 460.5
R3 471.3 467.8 458.0
R2 462.5 462.5 457.3
R1 459.0 459.0 456.5 460.8
PP 453.8 453.8 453.8 454.5
S1 450.3 450.3 455.0 452.0
S2 445.0 445.0 454.0
S3 436.3 441.8 453.3
S4 427.8 433.0 451.0
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
5 465.1 433.7 31.4 6.9% 12.3 2.7% 70% False False 304
10 465.1 418.0 47.1 10.3% 11.3 2.5% 80% False False 256
Crabel Price Patterns
NR True
NR4 True
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 1.0
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 494.0
2.618 480.0
1.618 471.3
1.000 465.8
0.618 462.5
HIGH 457.0
0.618 453.8
0.500 452.8
0.382 451.8
LOW 448.5
0.618 443.0
1.000 439.8
1.618 434.3
2.618 425.5
4.250 411.5
Fisher Pivots for day following 15-Apr-2009
Pivot 1 day 3 day
R1 454.8 456.8
PP 453.8 456.5
S1 452.8 456.0

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

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