ICE Russell 2000 Mini Future December 2009


Trading Metrics calculated at close of trading on 09-Jul-2009
Day Change Summary
Previous Current
08-Jul-2009 09-Jul-2009 Change Change % Previous Week
Open 483.2 474.0 -9.2 -1.9% 503.3
High 483.2 481.0 -2.2 -0.5% 516.0
Low 472.0 474.0 2.0 0.4% 493.5
Close 474.5 475.4 0.9 0.2% 495.3
Range 11.2 7.0 -4.2 -37.5% 22.5
ATR
Volume 26 26 0 0.0% 490
Daily Pivots for day following 09-Jul-2009
Classic Woodie Camarilla DeMark
R4 497.8 493.5 479.3
R3 490.8 486.5 477.3
R2 483.8 483.8 476.8
R1 479.5 479.5 476.0 481.8
PP 476.8 476.8 476.8 477.8
S1 472.5 472.5 474.8 474.8
S2 469.8 469.8 474.0
S3 462.8 465.5 473.5
S4 455.8 458.5 471.5
Weekly Pivots for week ending 03-Jul-2009
Classic Woodie Camarilla DeMark
R4 569.0 554.8 507.8
R3 546.5 532.3 501.5
R2 524.0 524.0 499.5
R1 509.8 509.8 497.3 505.8
PP 501.5 501.5 501.5 499.5
S1 487.3 487.3 493.3 483.3
S2 479.0 479.0 491.3
S3 456.5 464.8 489.0
S4 434.0 442.3 483.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 495.3 472.0 23.3 4.9% 7.8 1.6% 15% False False 95
10 516.0 472.0 44.0 9.3% 7.5 1.6% 8% False False 98
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.6
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 510.8
2.618 499.3
1.618 492.3
1.000 488.0
0.618 485.3
HIGH 481.0
0.618 478.3
0.500 477.5
0.382 476.8
LOW 474.0
0.618 469.8
1.000 467.0
1.618 462.8
2.618 455.8
4.250 444.3
Fisher Pivots for day following 09-Jul-2009
Pivot 1 day 3 day
R1 477.5 481.8
PP 476.8 479.8
S1 476.0 477.5

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

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