ICE Russell 2000 Mini Future September 2009


Trading Metrics calculated at close of trading on 23-Jun-2009
Day Change Summary
Previous Current
22-Jun-2009 23-Jun-2009 Change Change % Previous Week
Open 509.7 493.5 -16.2 -3.2% 520.1
High 512.5 496.2 -16.3 -3.2% 521.0
Low 490.1 485.1 -5.0 -1.0% 496.3
Close 493.1 486.5 -6.6 -1.3% 510.8
Range 22.4 11.1 -11.3 -50.4% 24.7
ATR 13.8 13.6 -0.2 -1.4% 0.0
Volume 114,959 143,646 28,687 25.0% 903,723
Daily Pivots for day following 23-Jun-2009
Classic Woodie Camarilla DeMark
R4 522.5 515.8 492.5
R3 511.5 504.5 489.5
R2 500.3 500.3 488.5
R1 493.5 493.5 487.5 491.3
PP 489.3 489.3 489.3 488.3
S1 482.3 482.3 485.5 480.3
S2 478.3 478.3 484.5
S3 467.0 471.3 483.5
S4 456.0 460.3 480.5
Weekly Pivots for week ending 19-Jun-2009
Classic Woodie Camarilla DeMark
R4 583.5 571.8 524.5
R3 558.8 547.3 517.5
R2 534.0 534.0 515.3
R1 522.5 522.5 513.0 516.0
PP 509.3 509.3 509.3 506.0
S1 497.8 497.8 508.5 491.3
S2 484.8 484.8 506.3
S3 460.0 473.0 504.0
S4 435.3 448.3 497.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 515.3 485.1 30.2 6.2% 13.3 2.7% 5% False True 160,170
10 532.6 485.1 47.5 9.8% 14.0 2.9% 3% False True 141,456
20 539.5 478.6 60.9 12.5% 13.5 2.8% 13% False False 71,674
40 539.5 468.5 71.0 14.6% 12.3 2.5% 25% False False 36,482
60 539.5 412.5 127.0 26.1% 12.5 2.6% 58% False False 24,371
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 3.3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 543.5
2.618 525.3
1.618 514.3
1.000 507.3
0.618 503.0
HIGH 496.3
0.618 492.0
0.500 490.8
0.382 489.3
LOW 485.0
0.618 478.3
1.000 474.0
1.618 467.3
2.618 456.0
4.250 438.0
Fisher Pivots for day following 23-Jun-2009
Pivot 1 day 3 day
R1 490.8 500.3
PP 489.3 495.8
S1 488.0 491.0

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.