ICE Russell 2000 Mini Future September 2009


Trading Metrics calculated at close of trading on 11-Sep-2009
Day Change Summary
Previous Current
10-Sep-2009 11-Sep-2009 Change Change % Previous Week
Open 584.7 592.5 7.8 1.3% 571.8
High 594.4 598.6 4.2 0.7% 598.6
Low 581.0 589.9 8.9 1.5% 568.8
Close 593.1 592.8 -0.3 -0.1% 592.8
Range 13.4 8.7 -4.7 -35.1% 29.8
ATR 13.6 13.3 -0.4 -2.6% 0.0
Volume 199,329 153,435 -45,894 -23.0% 478,453
Daily Pivots for day following 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 619.8 615.0 597.5
R3 611.3 606.3 595.3
R2 602.5 602.5 594.5
R1 597.8 597.8 593.5 600.0
PP 593.8 593.8 593.8 595.0
S1 589.0 589.0 592.0 591.3
S2 585.0 585.0 591.3
S3 576.3 580.3 590.5
S4 567.8 571.5 588.0
Weekly Pivots for week ending 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 676.3 664.3 609.3
R3 646.3 634.5 601.0
R2 616.5 616.5 598.3
R1 604.8 604.8 595.5 610.5
PP 586.8 586.8 586.8 589.8
S1 574.8 574.8 590.0 580.8
S2 557.0 557.0 587.3
S3 527.3 545.0 584.5
S4 497.3 515.3 576.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 598.6 557.4 41.2 7.0% 12.0 2.0% 86% True False 123,528
10 598.6 550.8 47.8 8.1% 13.0 2.2% 88% True False 140,234
20 598.6 545.4 53.2 9.0% 13.5 2.3% 89% True False 132,003
40 598.6 515.0 83.6 14.1% 13.3 2.2% 93% True False 128,293
60 598.6 470.6 128.0 21.6% 13.3 2.3% 95% True False 128,538
80 598.6 470.6 128.0 21.6% 13.3 2.2% 95% True False 106,682
100 598.6 456.6 142.0 24.0% 13.0 2.2% 96% True False 85,594
120 598.6 405.3 193.3 32.6% 13.0 2.2% 97% True False 71,373
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 4.1
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 635.5
2.618 621.5
1.618 612.8
1.000 607.3
0.618 604.0
HIGH 598.5
0.618 595.3
0.500 594.3
0.382 593.3
LOW 590.0
0.618 584.5
1.000 581.3
1.618 575.8
2.618 567.0
4.250 553.0
Fisher Pivots for day following 11-Sep-2009
Pivot 1 day 3 day
R1 594.3 590.3
PP 593.8 587.8
S1 593.3 585.3

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

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