ICE Russell 2000 Mini Future December 2009


Trading Metrics calculated at close of trading on 01-Sep-2009
Day Change Summary
Previous Current
31-Aug-2009 01-Sep-2009 Change Change % Previous Week
Open 573.4 570.3 -3.1 -0.5% 580.5
High 573.7 578.1 4.4 0.8% 587.2
Low 566.1 553.5 -12.6 -2.2% 569.2
Close 569.3 555.1 -14.2 -2.5% 576.7
Range 7.6 24.6 17.0 223.7% 18.0
ATR 10.5 11.5 1.0 9.5% 0.0
Volume 383 3,248 2,865 748.0% 5,817
Daily Pivots for day following 01-Sep-2009
Classic Woodie Camarilla DeMark
R4 636.0 620.3 568.8
R3 611.5 595.5 561.8
R2 586.8 586.8 559.5
R1 571.0 571.0 557.3 566.5
PP 562.3 562.3 562.3 560.0
S1 546.3 546.3 552.8 542.0
S2 537.8 537.8 550.5
S3 513.0 521.8 548.3
S4 488.5 497.3 541.5
Weekly Pivots for week ending 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 631.8 622.3 586.5
R3 613.8 604.3 581.8
R2 595.8 595.8 580.0
R1 586.3 586.3 578.3 582.0
PP 577.8 577.8 577.8 575.5
S1 568.3 568.3 575.0 564.0
S2 559.8 559.8 573.5
S3 541.8 550.3 571.8
S4 523.8 532.3 566.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 587.2 553.5 33.7 6.1% 12.5 2.3% 5% False True 1,817
10 587.2 546.0 41.2 7.4% 11.5 2.1% 22% False False 1,087
20 587.2 544.0 43.2 7.8% 10.8 1.9% 26% False False 588
40 587.2 471.2 116.0 20.9% 9.0 1.6% 72% False False 339
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.9
Widest range in 51 trading days
Fibonacci Retracements and Extensions
4.250 682.8
2.618 642.5
1.618 618.0
1.000 602.8
0.618 593.3
HIGH 578.0
0.618 568.8
0.500 565.8
0.382 563.0
LOW 553.5
0.618 538.3
1.000 529.0
1.618 513.8
2.618 489.0
4.250 449.0
Fisher Pivots for day following 01-Sep-2009
Pivot 1 day 3 day
R1 565.8 570.3
PP 562.3 565.3
S1 558.8 560.3

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

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