ICE Russell 2000 Mini Future September 2009


Trading Metrics calculated at close of trading on 04-May-2009
Day Change Summary
Previous Current
01-May-2009 04-May-2009 Change Change % Previous Week
Open 482.9 487.0 4.1 0.8% 467.2
High 486.5 502.0 15.5 3.2% 496.9
Low 480.4 487.0 6.6 1.4% 460.7
Close 483.4 501.2 17.8 3.7% 483.4
Range 6.1 15.0 8.9 145.9% 36.2
ATR 14.5 14.8 0.3 2.0% 0.0
Volume 66 66 0 0.0% 448
Daily Pivots for day following 04-May-2009
Classic Woodie Camarilla DeMark
R4 541.8 536.5 509.5
R3 526.8 521.5 505.3
R2 511.8 511.8 504.0
R1 506.5 506.5 502.5 509.0
PP 496.8 496.8 496.8 498.0
S1 491.5 491.5 499.8 494.0
S2 481.8 481.8 498.5
S3 466.8 476.5 497.0
S4 451.8 461.5 493.0
Weekly Pivots for week ending 01-May-2009
Classic Woodie Camarilla DeMark
R4 589.0 572.3 503.3
R3 552.8 536.3 493.3
R2 516.5 516.5 490.0
R1 500.0 500.0 486.8 508.3
PP 480.3 480.3 480.3 484.5
S1 463.8 463.8 480.0 472.0
S2 444.3 444.3 476.8
S3 408.0 427.5 473.5
S4 371.8 391.3 463.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 502.0 460.7 41.3 8.2% 11.0 2.2% 98% True False 100
10 502.0 447.2 54.8 10.9% 13.3 2.7% 99% True False 72
20 502.0 431.9 70.1 14.0% 13.0 2.6% 99% True False 117
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.1
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 565.8
2.618 541.3
1.618 526.3
1.000 517.0
0.618 511.3
HIGH 502.0
0.618 496.3
0.500 494.5
0.382 492.8
LOW 487.0
0.618 477.8
1.000 472.0
1.618 462.8
2.618 447.8
4.250 423.3
Fisher Pivots for day following 04-May-2009
Pivot 1 day 3 day
R1 499.0 497.8
PP 496.8 494.5
S1 494.5 491.3

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

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