ICE Russell 2000 Mini Future December 2009


Trading Metrics calculated at close of trading on 10-Jul-2009
Day Change Summary
Previous Current
09-Jul-2009 10-Jul-2009 Change Change % Previous Week
Open 474.0 473.0 -1.0 -0.2% 492.5
High 481.0 477.4 -3.6 -0.7% 492.5
Low 474.0 471.4 -2.6 -0.5% 471.4
Close 475.4 476.0 0.6 0.1% 476.0
Range 7.0 6.0 -1.0 -14.3% 21.1
ATR 0.0 8.4 8.4 0.0
Volume 26 13 -13 -50.0% 488
Daily Pivots for day following 10-Jul-2009
Classic Woodie Camarilla DeMark
R4 493.0 490.5 479.3
R3 487.0 484.5 477.8
R2 481.0 481.0 477.0
R1 478.5 478.5 476.5 479.8
PP 475.0 475.0 475.0 475.5
S1 472.5 472.5 475.5 473.8
S2 469.0 469.0 475.0
S3 463.0 466.5 474.3
S4 457.0 460.5 472.8
Weekly Pivots for week ending 10-Jul-2009
Classic Woodie Camarilla DeMark
R4 543.3 530.8 487.5
R3 522.3 509.8 481.8
R2 501.0 501.0 479.8
R1 488.5 488.5 478.0 484.3
PP 480.0 480.0 480.0 477.8
S1 467.5 467.5 474.0 463.3
S2 458.8 458.8 472.3
S3 437.8 446.3 470.3
S4 416.8 425.3 464.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 492.5 471.4 21.1 4.4% 9.0 1.9% 22% False True 97
10 516.0 471.4 44.6 9.4% 7.8 1.6% 10% False True 97
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 True
Bull Hook False
Stretch 0.5
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 503.0
2.618 493.0
1.618 487.0
1.000 483.5
0.618 481.0
HIGH 477.5
0.618 475.0
0.500 474.5
0.382 473.8
LOW 471.5
0.618 467.8
1.000 465.5
1.618 461.8
2.618 455.8
4.250 446.0
Fisher Pivots for day following 10-Jul-2009
Pivot 1 day 3 day
R1 475.5 477.3
PP 475.0 476.8
S1 474.5 476.5

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

View Archives - Comment on this page... - Back to Index of Symbols