ICE Russell 2000 Mini Future June 2009


Trading Metrics calculated at close of trading on 13-Mar-2009
Day Change Summary
Previous Current
12-Mar-2009 13-Mar-2009 Change Change % Previous Week
Open 360.8 388.9 28.1 7.8% 349.6
High 390.1 393.8 3.7 0.9% 393.8
Low 356.9 384.2 27.3 7.6% 339.5
Close 388.4 391.6 3.2 0.8% 391.6
Range 33.2 9.6 -23.6 -71.1% 54.3
ATR 16.6 16.1 -0.5 -3.0% 0.0
Volume 58,411 208,155 149,744 256.4% 281,077
Daily Pivots for day following 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 418.8 414.8 397.0
R3 409.0 405.3 394.3
R2 399.5 399.5 393.3
R1 395.5 395.5 392.5 397.5
PP 389.8 389.8 389.8 390.8
S1 386.0 386.0 390.8 388.0
S2 380.3 380.3 389.8
S3 370.8 376.3 389.0
S4 361.0 366.8 386.3
Weekly Pivots for week ending 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 537.8 519.0 421.5
R3 483.5 464.8 406.5
R2 429.3 429.3 401.5
R1 410.5 410.5 396.5 419.8
PP 375.0 375.0 375.0 379.8
S1 356.3 356.3 386.5 365.5
S2 320.8 320.8 381.8
S3 266.3 301.8 376.8
S4 212.0 247.5 361.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 393.8 339.5 54.3 13.9% 16.8 4.3% 96% True False 56,359
10 395.0 339.5 55.5 14.2% 16.3 4.2% 94% False False 28,489
20 451.1 339.5 111.6 28.5% 13.0 3.3% 47% False False 14,296
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 2.0
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 434.5
2.618 419.0
1.618 409.3
1.000 403.5
0.618 399.8
HIGH 393.8
0.618 390.3
0.500 389.0
0.382 387.8
LOW 384.3
0.618 378.3
1.000 374.5
1.618 368.8
2.618 359.0
4.250 343.5
Fisher Pivots for day following 13-Mar-2009
Pivot 1 day 3 day
R1 390.8 386.3
PP 389.8 380.8
S1 389.0 375.3

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.