ICE Russell 2000 Mini Future September 2009


Trading Metrics calculated at close of trading on 22-Apr-2009
Day Change Summary
Previous Current
21-Apr-2009 22-Apr-2009 Change Change % Previous Week
Open 454.2 460.0 5.8 1.3% 455.0
High 466.6 477.4 10.8 2.3% 476.9
Low 447.2 459.5 12.3 2.8% 448.4
Close 465.2 463.2 -2.0 -0.4% 473.9
Range 19.4 17.9 -1.5 -7.7% 28.5
ATR 15.5 15.7 0.2 1.1% 0.0
Volume 16 58 42 262.5% 1,558
Daily Pivots for day following 22-Apr-2009
Classic Woodie Camarilla DeMark
R4 520.5 509.8 473.0
R3 502.5 491.8 468.0
R2 484.5 484.5 466.5
R1 474.0 474.0 464.8 479.3
PP 466.8 466.8 466.8 469.5
S1 456.0 456.0 461.5 461.3
S2 448.8 448.8 460.0
S3 431.0 438.0 458.3
S4 413.0 420.3 453.3
Weekly Pivots for week ending 17-Apr-2009
Classic Woodie Camarilla DeMark
R4 552.0 541.5 489.5
R3 523.5 513.0 481.8
R2 495.0 495.0 479.0
R1 484.5 484.5 476.5 489.8
PP 466.5 466.5 466.5 469.0
S1 456.0 456.0 471.3 461.3
S2 438.0 438.0 468.8
S3 409.5 427.5 466.0
S4 381.0 399.0 458.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 477.4 447.2 30.2 6.5% 17.0 3.7% 53% True False 32
10 477.4 433.7 43.7 9.4% 14.5 3.2% 68% True False 168
20 477.4 405.3 72.1 15.6% 12.5 2.7% 80% True False 268
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 1.7
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 553.5
2.618 524.3
1.618 506.3
1.000 495.3
0.618 488.5
HIGH 477.5
0.618 470.5
0.500 468.5
0.382 466.3
LOW 459.5
0.618 448.5
1.000 441.5
1.618 430.5
2.618 412.8
4.250 383.5
Fisher Pivots for day following 22-Apr-2009
Pivot 1 day 3 day
R1 468.5 463.0
PP 466.8 462.5
S1 465.0 462.3

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

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