ICE Russell 2000 Mini Future September 2009


Trading Metrics calculated at close of trading on 15-Sep-2009
Day Change Summary
Previous Current
14-Sep-2009 15-Sep-2009 Change Change % Previous Week
Open 591.6 597.7 6.1 1.0% 571.8
High 599.8 605.9 6.1 1.0% 598.6
Low 585.2 594.4 9.2 1.6% 568.8
Close 597.5 603.1 5.6 0.9% 592.8
Range 14.6 11.5 -3.1 -21.2% 29.8
ATR 13.4 13.2 -0.1 -1.0% 0.0
Volume 103,629 101,180 -2,449 -2.4% 478,453
Daily Pivots for day following 15-Sep-2009
Classic Woodie Camarilla DeMark
R4 635.8 630.8 609.5
R3 624.3 619.3 606.3
R2 612.8 612.8 605.3
R1 607.8 607.8 604.3 610.3
PP 601.3 601.3 601.3 602.3
S1 596.3 596.3 602.0 598.8
S2 589.8 589.8 601.0
S3 578.3 584.8 600.0
S4 566.8 573.3 596.8
Weekly Pivots for week ending 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 676.3 664.3 609.3
R3 646.3 634.5 601.0
R2 616.5 616.5 598.3
R1 604.8 604.8 595.5 610.5
PP 586.8 586.8 586.8 589.8
S1 574.8 574.8 590.0 580.8
S2 557.0 557.0 587.3
S3 527.3 545.0 584.5
S4 497.3 515.3 576.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 605.9 571.8 34.1 5.7% 13.3 2.2% 92% True False 136,248
10 605.9 550.8 55.1 9.1% 12.8 2.1% 95% True False 132,105
20 605.9 546.9 59.0 9.8% 12.8 2.1% 95% True False 129,102
40 605.9 516.0 89.9 14.9% 13.5 2.2% 97% True False 127,668
60 605.9 470.6 135.3 22.4% 13.5 2.2% 98% True False 126,055
80 605.9 470.6 135.3 22.4% 13.3 2.2% 98% True False 109,228
100 605.9 460.7 145.2 24.1% 13.0 2.1% 98% True False 87,641
120 605.9 407.0 198.9 33.0% 12.8 2.1% 99% True False 73,064
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 4.2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 654.8
2.618 636.0
1.618 624.5
1.000 617.5
0.618 613.0
HIGH 606.0
0.618 601.5
0.500 600.3
0.382 598.8
LOW 594.5
0.618 587.3
1.000 583.0
1.618 575.8
2.618 564.3
4.250 545.5
Fisher Pivots for day following 15-Sep-2009
Pivot 1 day 3 day
R1 602.0 600.5
PP 601.3 598.0
S1 600.3 595.5

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

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