ICE Russell 2000 Mini Future June 2009


Trading Metrics calculated at close of trading on 19-Feb-2009
Day Change Summary
Previous Current
18-Feb-2009 19-Feb-2009 Change Change % Previous Week
Open 419.6 424.1 4.5 1.1% 463.4
High 424.6 424.6 0.0 0.0% 467.9
Low 419.6 417.3 -2.3 -0.5% 431.5
Close 417.5 414.4 -3.1 -0.7% 441.5
Range 5.0 7.3 2.3 46.0% 36.4
ATR 11.1 10.8 -0.3 -2.4% 0.0
Volume 96 31 -65 -67.7% 686
Daily Pivots for day following 19-Feb-2009
Classic Woodie Camarilla DeMark
R4 440.8 434.8 418.5
R3 433.3 427.5 416.5
R2 426.0 426.0 415.8
R1 420.3 420.3 415.0 419.5
PP 418.8 418.8 418.8 418.5
S1 413.0 413.0 413.8 412.3
S2 411.5 411.5 413.0
S3 404.3 405.8 412.5
S4 396.8 398.3 410.5
Weekly Pivots for week ending 13-Feb-2009
Classic Woodie Camarilla DeMark
R4 556.3 535.3 461.5
R3 519.8 498.8 451.5
R2 483.3 483.3 448.3
R1 462.5 462.5 444.8 454.8
PP 447.0 447.0 447.0 443.0
S1 426.0 426.0 438.3 418.3
S2 410.5 410.5 434.8
S3 374.3 389.8 431.5
S4 337.8 353.3 421.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 451.1 417.3 33.8 8.2% 5.8 1.4% -9% False True 45
10 468.5 417.3 51.2 12.4% 9.3 2.2% -6% False True 81
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.5
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 455.5
2.618 443.8
1.618 436.5
1.000 432.0
0.618 429.0
HIGH 424.5
0.618 421.8
0.500 421.0
0.382 420.0
LOW 417.3
0.618 412.8
1.000 410.0
1.618 405.5
2.618 398.3
4.250 386.3
Fisher Pivots for day following 19-Feb-2009
Pivot 1 day 3 day
R1 421.0 424.8
PP 418.8 421.3
S1 416.5 417.8

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.