ICE Russell 2000 Mini Future September 2009


Trading Metrics calculated at close of trading on 05-Jun-2009
Day Change Summary
Previous Current
04-Jun-2009 05-Jun-2009 Change Change % Previous Week
Open 520.7 529.1 8.4 1.6% 497.1
High 528.8 539.5 10.7 2.0% 539.5
Low 517.4 523.3 5.9 1.1% 497.1
Close 527.9 527.8 -0.1 0.0% 527.8
Range 11.4 16.2 4.8 42.1% 42.4
ATR 13.6 13.7 0.2 1.4% 0.0
Volume 2,443 3,787 1,344 55.0% 8,996
Daily Pivots for day following 05-Jun-2009
Classic Woodie Camarilla DeMark
R4 578.8 569.5 536.8
R3 562.5 553.3 532.3
R2 546.5 546.5 530.8
R1 537.0 537.0 529.3 533.8
PP 530.3 530.3 530.3 528.5
S1 521.0 521.0 526.3 517.5
S2 514.0 514.0 524.8
S3 497.8 504.8 523.3
S4 481.5 488.5 519.0
Weekly Pivots for week ending 05-Jun-2009
Classic Woodie Camarilla DeMark
R4 648.8 630.8 551.0
R3 606.3 588.3 539.5
R2 563.8 563.8 535.5
R1 545.8 545.8 531.8 554.8
PP 521.5 521.5 521.5 526.0
S1 503.5 503.5 524.0 512.5
S2 479.0 479.0 520.0
S3 436.8 461.0 516.3
S4 394.3 418.8 504.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 539.5 497.1 42.4 8.0% 14.5 2.7% 72% True False 1,799
10 539.5 472.5 67.0 12.7% 13.0 2.4% 83% True False 1,098
20 539.5 468.5 71.0 13.5% 11.8 2.2% 84% True False 1,604
40 539.5 447.2 92.3 17.5% 12.8 2.4% 87% True False 967
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 1.4
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 608.3
2.618 582.0
1.618 565.8
1.000 555.8
0.618 549.5
HIGH 539.5
0.618 533.3
0.500 531.5
0.382 529.5
LOW 523.3
0.618 513.3
1.000 507.0
1.618 497.0
2.618 481.0
4.250 454.5
Fisher Pivots for day following 05-Jun-2009
Pivot 1 day 3 day
R1 531.5 527.5
PP 530.3 527.3
S1 529.0 526.8

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.