ICE Russell 2000 Mini Future June 2009


Trading Metrics calculated at close of trading on 07-May-2009
Day Change Summary
Previous Current
06-May-2009 07-May-2009 Change Change % Previous Week
Open 502.4 504.1 1.7 0.3% 476.9
High 510.5 512.5 2.0 0.4% 501.1
Low 493.4 487.3 -6.1 -1.2% 461.7
Close 504.7 493.8 -10.9 -2.2% 485.9
Range 17.1 25.2 8.1 47.4% 39.4
ATR 18.0 18.5 0.5 2.8% 0.0
Volume 130,768 158,849 28,081 21.5% 781,652
Daily Pivots for day following 07-May-2009
Classic Woodie Camarilla DeMark
R4 573.5 558.8 507.8
R3 548.3 533.8 500.8
R2 523.0 523.0 498.5
R1 508.5 508.5 496.0 503.3
PP 497.8 497.8 497.8 495.3
S1 483.3 483.3 491.5 478.0
S2 472.8 472.8 489.3
S3 447.5 458.0 486.8
S4 422.3 432.8 480.0
Weekly Pivots for week ending 01-May-2009
Classic Woodie Camarilla DeMark
R4 601.0 583.0 507.5
R3 561.8 543.5 496.8
R2 522.3 522.3 493.0
R1 504.0 504.0 489.5 513.3
PP 483.0 483.0 483.0 487.5
S1 464.8 464.8 482.3 473.8
S2 443.5 443.5 478.8
S3 404.0 425.3 475.0
S4 364.8 386.0 464.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 512.5 482.5 30.0 6.1% 16.3 3.3% 38% True False 144,314
10 512.5 461.4 51.1 10.3% 17.5 3.6% 63% True False 149,424
20 512.5 438.8 73.7 14.9% 18.5 3.7% 75% True False 147,132
40 512.5 356.9 155.6 31.5% 19.5 4.0% 88% True False 157,250
60 512.5 339.5 173.0 35.0% 17.0 3.5% 89% True False 105,165
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.8
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 619.5
2.618 578.5
1.618 553.3
1.000 537.8
0.618 528.0
HIGH 512.5
0.618 502.8
0.500 500.0
0.382 497.0
LOW 487.3
0.618 471.8
1.000 462.0
1.618 446.5
2.618 421.3
4.250 380.3
Fisher Pivots for day following 07-May-2009
Pivot 1 day 3 day
R1 500.0 500.0
PP 497.8 497.8
S1 495.8 495.8

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.