ICE Russell 2000 Mini Future June 2009


Trading Metrics calculated at close of trading on 30-Mar-2009
Day Change Summary
Previous Current
27-Mar-2009 30-Mar-2009 Change Change % Previous Week
Open 441.9 427.2 -14.7 -3.3% 399.3
High 442.5 429.0 -13.5 -3.1% 445.2
Low 426.6 406.1 -20.5 -4.8% 399.2
Close 428.9 414.8 -14.1 -3.3% 428.9
Range 15.9 22.9 7.0 44.0% 46.0
ATR 18.9 19.2 0.3 1.5% 0.0
Volume 185,682 137,130 -48,552 -26.1% 834,367
Daily Pivots for day following 30-Mar-2009
Classic Woodie Camarilla DeMark
R4 485.3 473.0 427.5
R3 462.5 450.0 421.0
R2 439.5 439.5 419.0
R1 427.3 427.3 417.0 422.0
PP 416.8 416.8 416.8 414.0
S1 404.3 404.3 412.8 399.0
S2 393.8 393.8 410.5
S3 370.8 381.3 408.5
S4 348.0 358.5 402.3
Weekly Pivots for week ending 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 562.5 541.8 454.3
R3 516.5 495.8 441.5
R2 470.5 470.5 437.3
R1 449.8 449.8 433.0 460.0
PP 424.5 424.5 424.5 429.5
S1 403.8 403.8 424.8 414.0
S2 378.5 378.5 420.5
S3 332.5 357.8 416.3
S4 286.5 311.8 403.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 445.2 406.1 39.1 9.4% 20.0 4.8% 22% False True 165,012
10 445.2 380.7 64.5 15.5% 21.8 5.2% 53% False False 187,697
20 445.2 339.5 105.7 25.5% 19.0 4.6% 71% False False 117,147
40 468.5 339.5 129.0 31.1% 14.5 3.5% 58% False False 58,637
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 4.0
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 526.3
2.618 489.0
1.618 466.0
1.000 452.0
0.618 443.3
HIGH 429.0
0.618 420.3
0.500 417.5
0.382 414.8
LOW 406.0
0.618 392.0
1.000 383.3
1.618 369.0
2.618 346.3
4.250 308.8
Fisher Pivots for day following 30-Mar-2009
Pivot 1 day 3 day
R1 417.5 425.8
PP 416.8 422.0
S1 415.8 418.5

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.