ICE Russell 2000 Mini Future March 2009


Trading Metrics calculated at close of trading on 04-Feb-2009
Day Change Summary
Previous Current
03-Feb-2009 04-Feb-2009 Change Change % Previous Week
Open 448.7 449.7 1.0 0.2% 438.0
High 454.9 460.4 5.5 1.2% 474.2
Low 443.4 444.2 0.8 0.2% 432.0
Close 449.1 449.1 0.0 0.0% 442.6
Range 11.5 16.2 4.7 40.9% 42.2
ATR 21.1 20.8 -0.4 -1.7% 0.0
Volume 130,600 121,764 -8,836 -6.8% 581,755
Daily Pivots for day following 04-Feb-2009
Classic Woodie Camarilla DeMark
R4 499.8 490.8 458.0
R3 483.8 474.5 453.5
R2 467.5 467.5 452.0
R1 458.3 458.3 450.5 454.8
PP 451.3 451.3 451.3 449.5
S1 442.0 442.0 447.5 438.5
S2 435.0 435.0 446.3
S3 418.8 425.8 444.8
S4 402.8 409.8 440.3
Weekly Pivots for week ending 30-Jan-2009
Classic Woodie Camarilla DeMark
R4 576.3 551.5 465.8
R3 534.0 509.5 454.3
R2 491.8 491.8 450.3
R1 467.3 467.3 446.5 479.5
PP 449.5 449.5 449.5 455.8
S1 425.0 425.0 438.8 437.3
S2 407.5 407.5 434.8
S3 365.3 382.8 431.0
S4 323.0 340.5 419.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 471.8 434.1 37.7 8.4% 16.8 3.7% 40% False False 120,849
10 474.2 425.6 48.6 10.8% 19.0 4.2% 48% False False 123,259
20 511.5 425.6 85.9 19.1% 21.0 4.7% 27% False False 115,479
40 518.6 425.6 93.0 20.7% 21.8 4.8% 25% False False 109,481
60 518.6 374.9 143.7 32.0% 19.3 4.3% 52% False False 72,998
80 573.6 374.9 198.7 44.2% 17.0 3.8% 37% False False 54,751
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.0
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 529.3
2.618 502.8
1.618 486.5
1.000 476.5
0.618 470.5
HIGH 460.5
0.618 454.3
0.500 452.3
0.382 450.5
LOW 444.3
0.618 434.3
1.000 428.0
1.618 418.0
2.618 401.8
4.250 375.3
Fisher Pivots for day following 04-Feb-2009
Pivot 1 day 3 day
R1 452.3 448.5
PP 451.3 447.8
S1 450.3 447.3

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.