ICE Russell 2000 Mini Future June 2009


Trading Metrics calculated at close of trading on 13-Apr-2009
Day Change Summary
Previous Current
09-Apr-2009 13-Apr-2009 Change Change % Previous Week
Open 438.8 464.1 25.3 5.8% 455.9
High 468.6 468.8 0.2 0.0% 468.6
Low 438.8 455.3 16.5 3.8% 424.4
Close 465.4 463.7 -1.7 -0.4% 465.4
Range 29.8 13.5 -16.3 -54.7% 44.2
ATR 20.1 19.7 -0.5 -2.4% 0.0
Volume 128,367 138,167 9,800 7.6% 515,885
Daily Pivots for day following 13-Apr-2009
Classic Woodie Camarilla DeMark
R4 503.0 497.0 471.0
R3 489.5 483.5 467.5
R2 476.0 476.0 466.3
R1 470.0 470.0 465.0 466.3
PP 462.5 462.5 462.5 460.8
S1 456.5 456.5 462.5 452.8
S2 449.0 449.0 461.3
S3 435.5 443.0 460.0
S4 422.0 429.5 456.3
Weekly Pivots for week ending 10-Apr-2009
Classic Woodie Camarilla DeMark
R4 585.5 569.5 489.8
R3 541.3 525.5 477.5
R2 497.0 497.0 473.5
R1 481.3 481.3 469.5 489.0
PP 452.8 452.8 452.8 456.8
S1 437.0 437.0 461.3 445.0
S2 408.5 408.5 457.3
S3 364.5 392.8 453.3
S4 320.3 348.5 441.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 468.8 424.4 44.4 9.6% 20.5 4.4% 89% True False 130,810
10 468.8 406.1 62.7 13.5% 20.5 4.4% 92% True False 142,628
20 468.8 380.7 88.1 19.0% 20.8 4.5% 94% True False 167,367
40 468.8 339.5 129.3 27.9% 17.0 3.7% 96% True False 90,831
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 3.4
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 526.3
2.618 504.3
1.618 490.8
1.000 482.3
0.618 477.3
HIGH 468.8
0.618 463.8
0.500 462.0
0.382 460.5
LOW 455.3
0.618 447.0
1.000 441.8
1.618 433.5
2.618 420.0
4.250 398.0
Fisher Pivots for day following 13-Apr-2009
Pivot 1 day 3 day
R1 463.3 458.0
PP 462.5 452.3
S1 462.0 446.5

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.