ICE Russell 2000 Mini Future June 2009


Trading Metrics calculated at close of trading on 18-Mar-2009
Day Change Summary
Previous Current
17-Mar-2009 18-Mar-2009 Change Change % Previous Week
Open 386.7 403.2 16.5 4.3% 349.6
High 404.7 419.0 14.3 3.5% 393.8
Low 380.7 396.1 15.4 4.0% 339.5
Close 403.3 416.7 13.4 3.3% 391.6
Range 24.0 22.9 -1.1 -4.6% 54.3
ATR 16.7 17.1 0.4 2.7% 0.0
Volume 243,359 241,823 -1,536 -0.6% 281,077
Daily Pivots for day following 18-Mar-2009
Classic Woodie Camarilla DeMark
R4 479.3 471.0 429.3
R3 456.5 448.0 423.0
R2 433.5 433.5 421.0
R1 425.0 425.0 418.8 429.3
PP 410.5 410.5 410.5 412.8
S1 402.3 402.3 414.5 406.5
S2 387.8 387.8 412.5
S3 364.8 379.3 410.5
S4 342.0 356.5 404.0
Weekly Pivots for week ending 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 537.8 519.0 421.5
R3 483.5 464.8 406.5
R2 429.3 429.3 401.5
R1 410.5 410.5 396.5 419.8
PP 375.0 375.0 375.0 379.8
S1 356.3 356.3 386.5 365.5
S2 320.8 320.8 381.8
S3 266.3 301.8 376.8
S4 212.0 247.5 361.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 419.0 356.9 62.1 14.9% 21.3 5.1% 96% True False 186,592
10 419.0 339.5 79.5 19.1% 17.8 4.2% 97% True False 95,079
20 424.6 339.5 85.1 20.4% 15.5 3.7% 91% False False 47,611
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 4.1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 516.3
2.618 479.0
1.618 456.0
1.000 442.0
0.618 433.3
HIGH 419.0
0.618 410.3
0.500 407.5
0.382 404.8
LOW 396.0
0.618 382.0
1.000 373.3
1.618 359.0
2.618 336.3
4.250 298.8
Fisher Pivots for day following 18-Mar-2009
Pivot 1 day 3 day
R1 413.8 411.0
PP 410.5 405.5
S1 407.5 399.8

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.