ICE Russell 2000 Mini Future September 2009


Trading Metrics calculated at close of trading on 17-Sep-2009
Day Change Summary
Previous Current
16-Sep-2009 17-Sep-2009 Change Change % Previous Week
Open 603.9 615.9 12.0 2.0% 571.8
High 617.2 622.5 5.3 0.9% 598.6
Low 603.0 612.5 9.5 1.6% 568.8
Close 616.1 616.8 0.7 0.1% 592.8
Range 14.2 10.0 -4.2 -29.6% 29.8
ATR 13.3 13.1 -0.2 -1.8% 0.0
Volume 91,663 23,129 -68,534 -74.8% 478,453
Daily Pivots for day following 17-Sep-2009
Classic Woodie Camarilla DeMark
R4 647.3 642.0 622.3
R3 637.3 632.0 619.5
R2 627.3 627.3 618.8
R1 622.0 622.0 617.8 624.8
PP 617.3 617.3 617.3 618.5
S1 612.0 612.0 616.0 614.8
S2 607.3 607.3 615.0
S3 597.3 602.0 614.0
S4 587.3 592.0 611.3
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
5 622.5 585.2 37.3 6.0% 11.8 1.9% 85% True False 94,607
10 622.5 550.8 71.7 11.6% 12.3 2.0% 92% True False 106,640
20 622.5 550.8 71.7 11.6% 12.8 2.1% 92% True False 121,773
40 622.5 524.5 98.0 15.9% 13.5 2.2% 94% True False 124,810
60 622.5 470.6 151.9 24.6% 13.3 2.2% 96% True False 123,658
80 622.5 470.6 151.9 24.6% 13.3 2.2% 96% True False 110,662
100 622.5 468.5 154.0 25.0% 13.0 2.1% 96% True False 88,788
120 622.5 412.5 210.0 34.0% 13.0 2.1% 97% True False 74,015
Crabel Price Patterns
NR True
NR4 True
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 3.4
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 665.0
2.618 648.8
1.618 638.8
1.000 632.5
0.618 628.8
HIGH 622.5
0.618 618.8
0.500 617.5
0.382 616.3
LOW 612.5
0.618 606.3
1.000 602.5
1.618 596.3
2.618 586.3
4.250 570.0
Fisher Pivots for day following 17-Sep-2009
Pivot 1 day 3 day
R1 617.5 614.0
PP 617.3 611.3
S1 617.0 608.5

Download as Excel Spreadsheet

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

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