ICE Russell 2000 Mini Future June 2009


Trading Metrics calculated at close of trading on 29-Apr-2009
Day Change Summary
Previous Current
28-Apr-2009 29-Apr-2009 Change Change % Previous Week
Open 467.9 470.9 3.0 0.6% 475.6
High 478.8 494.5 15.7 3.3% 481.7
Low 461.7 469.0 7.3 1.6% 448.5
Close 470.9 488.8 17.9 3.8% 478.0
Range 17.1 25.5 8.4 49.1% 33.2
ATR 18.8 19.3 0.5 2.5% 0.0
Volume 144,801 138,683 -6,118 -4.2% 763,266
Daily Pivots for day following 29-Apr-2009
Classic Woodie Camarilla DeMark
R4 560.5 550.3 502.8
R3 535.0 524.8 495.8
R2 509.5 509.5 493.5
R1 499.3 499.3 491.3 504.5
PP 484.0 484.0 484.0 486.8
S1 473.8 473.8 486.5 479.0
S2 458.5 458.5 484.0
S3 433.0 448.3 481.8
S4 407.5 422.8 474.8
Weekly Pivots for week ending 24-Apr-2009
Classic Woodie Camarilla DeMark
R4 569.0 556.8 496.3
R3 535.8 523.5 487.3
R2 502.5 502.5 484.0
R1 490.3 490.3 481.0 496.5
PP 469.5 469.5 469.5 472.5
S1 457.0 457.0 475.0 463.3
S2 436.3 436.3 472.0
S3 403.0 424.0 468.8
S4 369.8 390.8 459.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 494.5 457.9 36.6 7.5% 18.0 3.7% 84% True False 158,160
10 494.5 448.5 46.0 9.4% 19.5 4.0% 88% True False 151,786
20 494.5 409.7 84.8 17.3% 19.5 4.0% 93% True False 146,822
40 494.5 339.5 155.0 31.7% 19.3 4.0% 96% True False 135,563
60 494.5 339.5 155.0 31.7% 16.3 3.3% 96% True False 90,419
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.9
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 603.0
2.618 561.3
1.618 535.8
1.000 520.0
0.618 510.3
HIGH 494.5
0.618 484.8
0.500 481.8
0.382 478.8
LOW 469.0
0.618 453.3
1.000 443.5
1.618 427.8
2.618 402.3
4.250 360.5
Fisher Pivots for day following 29-Apr-2009
Pivot 1 day 3 day
R1 486.5 485.3
PP 484.0 481.8
S1 481.8 478.0

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

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