ICE Russell 2000 Mini Future September 2009


Trading Metrics calculated at close of trading on 09-Sep-2009
Day Change Summary
Previous Current
08-Sep-2009 09-Sep-2009 Change Change % Previous Week
Open 571.8 575.1 3.3 0.6% 578.8
High 576.7 589.3 12.6 2.2% 580.5
Low 568.8 571.8 3.0 0.5% 550.8
Close 575.9 584.9 9.0 1.6% 567.8
Range 7.9 17.5 9.6 121.5% 29.7
ATR 13.3 13.6 0.3 2.2% 0.0
Volume 2,021 123,668 121,647 6,019.1% 771,549
Daily Pivots for day following 09-Sep-2009
Classic Woodie Camarilla DeMark
R4 634.5 627.3 594.5
R3 617.0 609.8 589.8
R2 599.5 599.5 588.0
R1 592.3 592.3 586.5 595.8
PP 582.0 582.0 582.0 583.8
S1 574.8 574.8 583.3 578.3
S2 564.5 564.5 581.8
S3 547.0 557.3 580.0
S4 529.5 539.8 575.3
Weekly Pivots for week ending 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 655.5 641.3 584.3
R3 625.8 611.8 576.0
R2 596.0 596.0 573.3
R1 582.0 582.0 570.5 574.3
PP 566.3 566.3 566.3 562.5
S1 552.3 552.3 565.0 544.5
S2 536.8 536.8 562.3
S3 507.0 522.5 559.8
S4 477.3 492.8 551.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 589.3 550.8 38.5 6.6% 11.3 1.9% 89% True False 125,312
10 590.7 550.8 39.9 6.8% 13.0 2.2% 85% False False 129,508
20 590.7 545.4 45.3 7.7% 14.0 2.4% 87% False False 127,469
40 590.7 498.5 92.2 15.8% 13.5 2.3% 94% False False 126,139
60 590.7 470.6 120.1 20.5% 13.5 2.3% 95% False False 129,217
80 590.7 470.6 120.1 20.5% 13.3 2.3% 95% False False 102,290
100 590.7 447.2 143.5 24.5% 13.0 2.2% 96% False False 82,067
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 3.9
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 663.8
2.618 635.0
1.618 617.5
1.000 606.8
0.618 600.0
HIGH 589.3
0.618 582.5
0.500 580.5
0.382 578.5
LOW 571.8
0.618 561.0
1.000 554.3
1.618 543.5
2.618 526.0
4.250 497.5
Fisher Pivots for day following 09-Sep-2009
Pivot 1 day 3 day
R1 583.5 581.0
PP 582.0 577.3
S1 580.5 573.3

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

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