ICE Russell 2000 Mini Future March 2009


Trading Metrics calculated at close of trading on 09-Jan-2009
Day Change Summary
Previous Current
08-Jan-2009 09-Jan-2009 Change Change % Previous Week
Open 498.1 500.8 2.7 0.5% 501.5
High 500.9 503.5 2.6 0.5% 518.6
Low 489.5 475.9 -13.6 -2.8% 475.9
Close 499.7 476.6 -23.1 -4.6% 476.6
Range 11.4 27.6 16.2 142.1% 42.7
ATR 20.8 21.2 0.5 2.4% 0.0
Volume 114,202 92,244 -21,958 -19.2% 489,191
Daily Pivots for day following 09-Jan-2009
Classic Woodie Camarilla DeMark
R4 568.3 550.0 491.8
R3 540.5 522.3 484.3
R2 513.0 513.0 481.8
R1 494.8 494.8 479.3 490.0
PP 485.3 485.3 485.3 483.0
S1 467.3 467.3 474.0 462.5
S2 457.8 457.8 471.5
S3 430.3 439.5 469.0
S4 402.5 412.0 461.5
Weekly Pivots for week ending 09-Jan-2009
Classic Woodie Camarilla DeMark
R4 618.5 590.3 500.0
R3 575.8 547.5 488.3
R2 533.0 533.0 484.5
R1 504.8 504.8 480.5 497.5
PP 490.3 490.3 490.3 486.8
S1 462.3 462.3 472.8 455.0
S2 447.8 447.8 468.8
S3 405.0 419.5 464.8
S4 362.3 376.8 453.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 518.6 475.9 42.7 9.0% 18.8 3.9% 2% False True 97,838
10 518.6 457.9 60.7 12.7% 17.5 3.7% 31% False False 74,697
20 518.6 425.8 92.8 19.5% 22.3 4.6% 55% False False 117,607
40 518.6 374.9 143.7 30.2% 19.8 4.1% 71% False False 59,506
60 554.2 374.9 179.3 37.6% 15.3 3.2% 57% False False 39,672
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.8
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 620.8
2.618 575.8
1.618 548.3
1.000 531.0
0.618 520.5
HIGH 503.5
0.618 493.0
0.500 489.8
0.382 486.5
LOW 476.0
0.618 458.8
1.000 448.3
1.618 431.3
2.618 403.8
4.250 358.5
Fisher Pivots for day following 09-Jan-2009
Pivot 1 day 3 day
R1 489.8 493.8
PP 485.3 488.0
S1 481.0 482.3

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.