ICE Russell 2000 Mini Future September 2009


Trading Metrics calculated at close of trading on 16-Sep-2009
Day Change Summary
Previous Current
15-Sep-2009 16-Sep-2009 Change Change % Previous Week
Open 597.7 603.9 6.2 1.0% 571.8
High 605.9 617.2 11.3 1.9% 598.6
Low 594.4 603.0 8.6 1.4% 568.8
Close 603.1 616.1 13.0 2.2% 592.8
Range 11.5 14.2 2.7 23.5% 29.8
ATR 13.2 13.3 0.1 0.5% 0.0
Volume 101,180 91,663 -9,517 -9.4% 478,453
Daily Pivots for day following 16-Sep-2009
Classic Woodie Camarilla DeMark
R4 654.8 649.5 624.0
R3 640.5 635.5 620.0
R2 626.3 626.3 618.8
R1 621.3 621.3 617.5 623.8
PP 612.0 612.0 612.0 613.5
S1 607.0 607.0 614.8 609.5
S2 598.0 598.0 613.5
S3 583.8 592.8 612.3
S4 569.5 578.5 608.3
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
5 617.2 581.0 36.2 5.9% 12.5 2.0% 97% True False 129,847
10 617.2 550.8 66.4 10.8% 11.8 1.9% 98% True False 127,579
20 617.2 546.9 70.3 11.4% 13.0 2.1% 98% True False 126,419
40 617.2 519.4 97.8 15.9% 13.5 2.2% 99% True False 127,179
60 617.2 470.6 146.6 23.8% 13.3 2.2% 99% True False 125,667
80 617.2 470.6 146.6 23.8% 13.5 2.2% 99% True False 110,373
100 617.2 460.7 156.5 25.4% 13.0 2.1% 99% True False 88,558
120 617.2 407.0 210.2 34.1% 12.8 2.1% 99% True False 73,825
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 3.4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 677.5
2.618 654.5
1.618 640.3
1.000 631.5
0.618 626.0
HIGH 617.3
0.618 611.8
0.500 610.0
0.382 608.5
LOW 603.0
0.618 594.3
1.000 588.8
1.618 580.0
2.618 565.8
4.250 542.8
Fisher Pivots for day following 16-Sep-2009
Pivot 1 day 3 day
R1 614.0 611.3
PP 612.0 606.3
S1 610.0 601.3

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

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