ICE Russell 2000 Mini Future December 2009


Trading Metrics calculated at close of trading on 14-Sep-2009
Day Change Summary
Previous Current
11-Sep-2009 14-Sep-2009 Change Change % Previous Week
Open 590.0 589.3 -0.7 -0.1% 569.2
High 596.3 597.7 1.4 0.2% 596.3
Low 587.6 582.8 -4.8 -0.8% 567.5
Close 590.6 595.3 4.7 0.8% 590.6
Range 8.7 14.9 6.2 71.3% 28.8
ATR 11.5 11.7 0.2 2.1% 0.0
Volume 152,062 181,038 28,976 19.1% 217,577
Daily Pivots for day following 14-Sep-2009
Classic Woodie Camarilla DeMark
R4 636.8 630.8 603.5
R3 621.8 616.0 599.5
R2 606.8 606.8 598.0
R1 601.0 601.0 596.8 604.0
PP 592.0 592.0 592.0 593.5
S1 586.3 586.3 594.0 589.0
S2 577.0 577.0 592.5
S3 562.3 571.3 591.3
S4 547.3 556.3 587.0
Weekly Pivots for week ending 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 671.3 659.8 606.5
R3 642.5 631.0 598.5
R2 613.5 613.5 596.0
R1 602.0 602.0 593.3 607.8
PP 584.8 584.8 584.8 587.8
S1 573.3 573.3 588.0 579.0
S2 556.0 556.0 585.3
S3 527.3 544.5 582.8
S4 498.5 515.8 574.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 597.7 567.5 30.2 5.1% 12.0 2.0% 92% True False 79,723
10 597.7 549.0 48.7 8.2% 12.3 2.1% 95% True False 41,261
20 597.7 544.0 53.7 9.0% 11.5 1.9% 96% True False 21,003
40 597.7 514.5 83.2 14.0% 9.8 1.6% 97% True False 10,546
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.9
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 661.0
2.618 636.8
1.618 621.8
1.000 612.5
0.618 607.0
HIGH 597.8
0.618 592.0
0.500 590.3
0.382 588.5
LOW 582.8
0.618 573.5
1.000 568.0
1.618 558.8
2.618 543.8
4.250 519.5
Fisher Pivots for day following 14-Sep-2009
Pivot 1 day 3 day
R1 593.5 593.0
PP 592.0 590.5
S1 590.3 588.3

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

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