ICE Russell 2000 Mini Future September 2009


Trading Metrics calculated at close of trading on 03-Jun-2009
Day Change Summary
Previous Current
02-Jun-2009 03-Jun-2009 Change Change % Previous Week
Open 515.4 524.7 9.3 1.8% 472.5
High 525.6 525.9 0.3 0.1% 500.4
Low 515.0 514.2 -0.8 -0.2% 472.5
Close 523.5 521.6 -1.9 -0.4% 498.7
Range 10.6 11.7 1.1 10.4% 27.9
ATR 13.9 13.7 -0.2 -1.1% 0.0
Volume 1,490 1,172 -318 -21.3% 1,992
Daily Pivots for day following 03-Jun-2009
Classic Woodie Camarilla DeMark
R4 555.8 550.3 528.0
R3 544.0 538.8 524.8
R2 532.3 532.3 523.8
R1 527.0 527.0 522.8 523.8
PP 520.5 520.5 520.5 519.0
S1 515.3 515.3 520.5 512.0
S2 508.8 508.8 519.5
S3 497.3 503.5 518.5
S4 485.5 491.8 515.3
Weekly Pivots for week ending 29-May-2009
Classic Woodie Camarilla DeMark
R4 574.3 564.3 514.0
R3 546.3 536.5 506.3
R2 518.5 518.5 503.8
R1 508.5 508.5 501.3 513.5
PP 490.5 490.5 490.5 493.0
S1 480.8 480.8 496.3 485.5
S2 462.8 462.8 493.5
S3 434.8 452.8 491.0
S4 406.8 424.8 483.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 525.9 478.6 47.3 9.1% 14.0 2.7% 91% True False 713
10 525.9 471.4 54.5 10.4% 12.0 2.3% 92% True False 588
20 525.9 468.5 57.4 11.0% 12.0 2.3% 93% True False 1,409
40 525.9 433.7 92.2 17.7% 12.8 2.4% 95% True False 811
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 0.8
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 575.5
2.618 556.5
1.618 544.8
1.000 537.5
0.618 533.3
HIGH 526.0
0.618 521.5
0.500 520.0
0.382 518.8
LOW 514.3
0.618 507.0
1.000 502.5
1.618 495.3
2.618 483.5
4.250 464.5
Fisher Pivots for day following 03-Jun-2009
Pivot 1 day 3 day
R1 521.0 518.3
PP 520.5 514.8
S1 520.0 511.5

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.