ICE Russell 2000 Mini Future September 2009


Trading Metrics calculated at close of trading on 29-Jul-2009
Day Change Summary
Previous Current
28-Jul-2009 29-Jul-2009 Change Change % Previous Week
Open 548.7 548.4 -0.3 -0.1% 518.5
High 551.7 549.8 -1.9 -0.3% 548.6
Low 541.9 542.3 0.4 0.1% 516.0
Close 549.6 547.6 -2.0 -0.4% 547.8
Range 9.8 7.5 -2.3 -23.5% 32.6
ATR 13.0 12.6 -0.4 -3.0% 0.0
Volume 98,759 130,399 31,640 32.0% 602,035
Daily Pivots for day following 29-Jul-2009
Classic Woodie Camarilla DeMark
R4 569.0 565.8 551.8
R3 561.5 558.3 549.8
R2 554.0 554.0 549.0
R1 550.8 550.8 548.3 548.8
PP 546.5 546.5 546.5 545.5
S1 543.3 543.3 547.0 541.3
S2 539.0 539.0 546.3
S3 531.5 535.8 545.5
S4 524.0 528.3 543.5
Weekly Pivots for week ending 24-Jul-2009
Classic Woodie Camarilla DeMark
R4 635.3 624.3 565.8
R3 602.8 591.5 556.8
R2 570.0 570.0 553.8
R1 559.0 559.0 550.8 564.5
PP 537.5 537.5 537.5 540.3
S1 526.3 526.3 544.8 532.0
S2 504.8 504.8 541.8
S3 472.3 493.8 538.8
S4 439.8 461.3 529.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 552.2 524.5 27.7 5.1% 12.0 2.2% 83% False False 120,080
10 552.2 508.6 43.6 8.0% 11.5 2.1% 89% False False 120,741
20 552.2 470.6 81.6 14.9% 12.8 2.3% 94% False False 118,611
40 552.2 470.6 81.6 14.9% 13.0 2.4% 94% False False 111,436
60 552.2 468.5 83.7 15.3% 12.8 2.3% 95% False False 74,761
80 552.2 431.9 120.3 22.0% 12.8 2.3% 96% False False 56,109
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.0
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 581.8
2.618 569.5
1.618 562.0
1.000 557.3
0.618 554.5
HIGH 549.8
0.618 547.0
0.500 546.0
0.382 545.3
LOW 542.3
0.618 537.8
1.000 534.8
1.618 530.3
2.618 522.8
4.250 510.5
Fisher Pivots for day following 29-Jul-2009
Pivot 1 day 3 day
R1 547.0 547.5
PP 546.5 547.3
S1 546.0 547.0

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.