ICE Russell 2000 Mini Future December 2009


Trading Metrics calculated at close of trading on 03-Aug-2009
Day Change Summary
Previous Current
31-Jul-2009 03-Aug-2009 Change Change % Previous Week
Open 554.1 559.3 5.2 0.9% 543.9
High 558.6 560.9 2.3 0.4% 559.0
Low 553.0 554.2 1.2 0.2% 541.3
Close 553.6 560.7 7.1 1.3% 553.6
Range 5.6 6.7 1.1 19.6% 17.7
ATR 8.6 8.5 -0.1 -1.1% 0.0
Volume 22 76 54 245.5% 626
Daily Pivots for day following 03-Aug-2009
Classic Woodie Camarilla DeMark
R4 578.8 576.5 564.5
R3 572.0 569.8 562.5
R2 565.3 565.3 562.0
R1 563.0 563.0 561.3 564.3
PP 558.5 558.5 558.5 559.3
S1 556.3 556.3 560.0 557.5
S2 552.0 552.0 559.5
S3 545.3 549.5 558.8
S4 538.5 543.0 557.0
Weekly Pivots for week ending 31-Jul-2009
Classic Woodie Camarilla DeMark
R4 604.5 596.8 563.3
R3 586.8 579.0 558.5
R2 569.0 569.0 556.8
R1 561.3 561.3 555.3 565.3
PP 551.3 551.3 551.3 553.3
S1 543.5 543.5 552.0 547.5
S2 533.5 533.5 550.3
S3 516.0 526.0 548.8
S4 498.3 508.3 543.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 560.9 541.3 19.6 3.5% 7.3 1.3% 99% True False 101
10 560.9 514.5 46.4 8.3% 7.8 1.4% 100% True False 109
20 560.9 471.2 89.7 16.0% 7.5 1.3% 100% True False 110
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 1.3
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 589.5
2.618 578.5
1.618 571.8
1.000 567.5
0.618 565.0
HIGH 561.0
0.618 558.3
0.500 557.5
0.382 556.8
LOW 554.3
0.618 550.0
1.000 547.5
1.618 543.3
2.618 536.8
4.250 525.8
Fisher Pivots for day following 03-Aug-2009
Pivot 1 day 3 day
R1 559.8 558.3
PP 558.5 556.0
S1 557.5 553.5

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

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