ICE Russell 2000 Mini Future September 2009


Trading Metrics calculated at close of trading on 19-May-2009
Day Change Summary
Previous Current
18-May-2009 19-May-2009 Change Change % Previous Week
Open 479.0 490.7 11.7 2.4% 510.0
High 491.1 494.4 3.3 0.7% 502.9
Low 479.0 485.0 6.0 1.3% 468.5
Close 489.7 488.9 -0.8 -0.2% 473.1
Range 12.1 9.4 -2.7 -22.3% 34.4
ATR 14.7 14.3 -0.4 -2.6% 0.0
Volume 1,227 465 -762 -62.1% 17,310
Daily Pivots for day following 19-May-2009
Classic Woodie Camarilla DeMark
R4 517.8 512.8 494.0
R3 508.3 503.3 491.5
R2 498.8 498.8 490.5
R1 493.8 493.8 489.8 491.8
PP 489.5 489.5 489.5 488.3
S1 484.5 484.5 488.0 482.3
S2 480.0 480.0 487.3
S3 470.8 475.0 486.3
S4 461.3 465.8 483.8
Weekly Pivots for week ending 15-May-2009
Classic Woodie Camarilla DeMark
R4 584.8 563.3 492.0
R3 550.3 529.0 482.5
R2 516.0 516.0 479.5
R1 494.5 494.5 476.3 488.0
PP 481.5 481.5 481.5 478.3
S1 460.0 460.0 470.0 453.5
S2 447.0 447.0 466.8
S3 412.8 425.8 463.8
S4 378.3 391.3 454.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 494.4 468.5 25.9 5.3% 10.3 2.1% 79% True False 3,790
10 506.6 468.5 38.1 7.8% 11.5 2.3% 54% False False 2,254
20 506.6 456.6 50.0 10.2% 12.0 2.4% 65% False False 1,199
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 1.1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 534.3
2.618 519.0
1.618 509.5
1.000 503.8
0.618 500.3
HIGH 494.5
0.618 490.8
0.500 489.8
0.382 488.5
LOW 485.0
0.618 479.3
1.000 475.5
1.618 469.8
2.618 460.5
4.250 445.0
Fisher Pivots for day following 19-May-2009
Pivot 1 day 3 day
R1 489.8 486.5
PP 489.5 484.3
S1 489.3 482.0

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

View Archives - Comment on this page... - Back to Index of Symbols