ICE Russell 2000 Mini Future September 2009


Trading Metrics calculated at close of trading on 19-Aug-2009
Day Change Summary
Previous Current
18-Aug-2009 19-Aug-2009 Change Change % Previous Week
Open 548.1 555.3 7.2 1.3% 568.1
High 557.7 561.6 3.9 0.7% 578.6
Low 547.5 546.9 -0.6 -0.1% 556.6
Close 555.9 561.2 5.3 1.0% 565.9
Range 10.2 14.7 4.5 44.1% 22.0
ATR 14.4 14.4 0.0 0.2% 0.0
Volume 145,317 116,047 -29,270 -20.1% 627,694
Daily Pivots for day following 19-Aug-2009
Classic Woodie Camarilla DeMark
R4 600.8 595.8 569.3
R3 586.0 581.0 565.3
R2 571.3 571.3 564.0
R1 566.3 566.3 562.5 568.8
PP 556.5 556.5 556.5 557.8
S1 551.5 551.5 559.8 554.0
S2 541.8 541.8 558.5
S3 527.3 536.8 557.3
S4 512.5 522.3 553.0
Weekly Pivots for week ending 14-Aug-2009
Classic Woodie Camarilla DeMark
R4 633.0 621.5 578.0
R3 611.0 599.5 572.0
R2 589.0 589.0 570.0
R1 577.5 577.5 568.0 572.3
PP 567.0 567.0 567.0 564.5
S1 555.5 555.5 564.0 550.3
S2 545.0 545.0 561.8
S3 523.0 533.5 559.8
S4 501.0 511.5 553.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 578.6 545.4 33.2 5.9% 15.5 2.8% 48% False False 134,354
10 578.6 545.4 33.2 5.9% 15.8 2.8% 48% False False 130,436
20 578.6 524.5 54.1 9.6% 14.0 2.5% 68% False False 127,847
40 578.6 470.6 108.0 19.2% 13.5 2.4% 84% False False 124,600
60 578.6 470.6 108.0 19.2% 13.5 2.4% 84% False False 106,958
80 578.6 468.5 110.1 19.6% 13.0 2.3% 84% False False 80,541
100 578.6 412.5 166.1 29.6% 13.0 2.3% 90% False False 64,463
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.5
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 624.0
2.618 600.0
1.618 585.5
1.000 576.3
0.618 570.8
HIGH 561.5
0.618 556.0
0.500 554.3
0.382 552.5
LOW 547.0
0.618 537.8
1.000 532.3
1.618 523.0
2.618 508.5
4.250 484.5
Fisher Pivots for day following 19-Aug-2009
Pivot 1 day 3 day
R1 559.0 559.0
PP 556.5 556.8
S1 554.3 554.5

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

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