ICE Russell 2000 Mini Future September 2009


Trading Metrics calculated at close of trading on 27-Apr-2009
Day Change Summary
Previous Current
24-Apr-2009 27-Apr-2009 Change Change % Previous Week
Open 460.9 467.2 6.3 1.4% 467.0
High 478.0 473.0 -5.0 -1.0% 478.0
Low 460.9 463.5 2.6 0.6% 447.2
Close 475.5 468.4 -7.1 -1.5% 475.5
Range 17.1 9.5 -7.6 -44.4% 30.8
ATR 15.7 15.4 -0.3 -1.7% 0.0
Volume 12 12 0 0.0% 244
Daily Pivots for day following 27-Apr-2009
Classic Woodie Camarilla DeMark
R4 496.8 492.0 473.5
R3 487.3 482.5 471.0
R2 477.8 477.8 470.3
R1 473.0 473.0 469.3 475.5
PP 468.3 468.3 468.3 469.5
S1 463.5 463.5 467.5 466.0
S2 458.8 458.8 466.8
S3 449.3 454.0 465.8
S4 439.8 444.5 463.3
Weekly Pivots for week ending 24-Apr-2009
Classic Woodie Camarilla DeMark
R4 559.3 548.3 492.5
R3 528.5 517.5 484.0
R2 497.8 497.8 481.3
R1 486.5 486.5 478.3 492.3
PP 467.0 467.0 467.0 469.8
S1 455.8 455.8 472.8 461.3
S2 436.0 436.0 469.8
S3 405.3 425.0 467.0
S4 374.5 394.3 458.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 478.0 447.2 30.8 6.6% 15.5 3.3% 69% False False 43
10 478.0 447.2 30.8 6.6% 15.0 3.2% 69% False False 180
20 478.0 407.0 71.0 15.2% 12.5 2.7% 86% False False 161
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.0
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 513.5
2.618 497.8
1.618 488.3
1.000 482.5
0.618 478.8
HIGH 473.0
0.618 469.3
0.500 468.3
0.382 467.3
LOW 463.5
0.618 457.8
1.000 454.0
1.618 448.3
2.618 438.8
4.250 423.0
Fisher Pivots for day following 27-Apr-2009
Pivot 1 day 3 day
R1 468.3 468.0
PP 468.3 467.8
S1 468.3 467.3

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

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