ICE Russell 2000 Mini Future June 2009


Trading Metrics calculated at close of trading on 16-Feb-2009
Day Change Summary
Previous Current
13-Feb-2009 16-Feb-2009 Change Change % Previous Week
Open 449.0 441.5 -7.5 -1.7% 463.4
High 451.1 441.5 -9.6 -2.1% 467.9
Low 442.6 441.5 -1.1 -0.2% 431.5
Close 441.5 441.5 0.0 0.0% 441.5
Range 8.5 0.0 -8.5 -100.0% 36.4
ATR 11.9 11.0 -0.8 -7.1% 0.0
Volume 100 0 -100 -100.0% 686
Daily Pivots for day following 16-Feb-2009
Classic Woodie Camarilla DeMark
R4 441.5 441.5 441.5
R3 441.5 441.5 441.5
R2 441.5 441.5 441.5
R1 441.5 441.5 441.5 441.5
PP 441.5 441.5 441.5 441.5
S1 441.5 441.5 441.5 441.5
S2 441.5 441.5 441.5
S3 441.5 441.5 441.5
S4 441.5 441.5 441.5
Weekly Pivots for week ending 13-Feb-2009
Classic Woodie Camarilla DeMark
R4 556.3 535.3 461.5
R3 519.8 498.8 451.5
R2 483.3 483.3 448.3
R1 462.5 462.5 444.8 454.8
PP 447.0 447.0 447.0 443.0
S1 426.0 426.0 438.3 418.3
S2 410.5 410.5 434.8
S3 374.3 389.8 431.5
S4 337.8 353.3 421.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 467.1 431.5 35.6 8.1% 11.0 2.5% 28% False False 136
10 468.5 431.5 37.0 8.4% 9.0 2.0% 27% False False 144
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 1.5
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 441.5
2.618 441.5
1.618 441.5
1.000 441.5
0.618 441.5
HIGH 441.5
0.618 441.5
0.500 441.5
0.382 441.5
LOW 441.5
0.618 441.5
1.000 441.5
1.618 441.5
2.618 441.5
4.250 441.5
Fisher Pivots for day following 16-Feb-2009
Pivot 1 day 3 day
R1 441.5 441.5
PP 441.5 441.3
S1 441.5 441.3

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

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