ICE Russell 2000 Mini Future March 2009


Trading Metrics calculated at close of trading on 12-Feb-2009
Day Change Summary
Previous Current
11-Feb-2009 12-Feb-2009 Change Change % Previous Week
Open 449.0 448.0 -1.0 -0.2% 445.2
High 451.0 453.7 2.7 0.6% 471.1
Low 440.1 433.5 -6.6 -1.5% 434.1
Close 447.3 453.4 6.1 1.4% 469.5
Range 10.9 20.2 9.3 85.3% 37.0
ATR 19.7 19.8 0.0 0.2% 0.0
Volume 181,752 110,885 -70,867 -39.0% 644,772
Daily Pivots for day following 12-Feb-2009
Classic Woodie Camarilla DeMark
R4 507.5 500.8 464.5
R3 487.3 480.5 459.0
R2 467.0 467.0 457.0
R1 460.3 460.3 455.3 463.8
PP 446.8 446.8 446.8 448.5
S1 440.0 440.0 451.5 443.5
S2 426.8 426.8 449.8
S3 406.5 419.8 447.8
S4 386.3 399.8 442.3
Weekly Pivots for week ending 06-Feb-2009
Classic Woodie Camarilla DeMark
R4 569.3 556.3 489.8
R3 532.3 519.3 479.8
R2 495.3 495.3 476.3
R1 482.3 482.3 473.0 488.8
PP 458.3 458.3 458.3 461.5
S1 445.3 445.3 466.0 451.8
S2 421.3 421.3 462.8
S3 384.3 408.3 459.3
S4 347.3 371.3 449.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 471.1 433.5 37.6 8.3% 18.0 4.0% 53% False True 128,960
10 471.1 433.5 37.6 8.3% 17.3 3.8% 53% False True 126,322
20 474.2 425.6 48.6 10.7% 20.5 4.5% 57% False False 122,851
40 518.6 425.6 93.0 20.5% 19.8 4.4% 30% False False 116,701
60 518.6 374.9 143.7 31.7% 20.3 4.4% 55% False False 85,906
80 554.2 374.9 179.3 39.5% 16.8 3.7% 44% False False 64,431
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.5
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 539.5
2.618 506.5
1.618 486.5
1.000 474.0
0.618 466.3
HIGH 453.8
0.618 446.0
0.500 443.5
0.382 441.3
LOW 433.5
0.618 421.0
1.000 413.3
1.618 400.8
2.618 380.5
4.250 347.8
Fisher Pivots for day following 12-Feb-2009
Pivot 1 day 3 day
R1 450.3 453.0
PP 446.8 452.3
S1 443.5 451.8

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.