ICE Russell 2000 Mini Future September 2009


Trading Metrics calculated at close of trading on 06-Jul-2009
Day Change Summary
Previous Current
02-Jul-2009 06-Jul-2009 Change Change % Previous Week
Open 513.9 495.9 -18.0 -3.5% 506.4
High 514.2 497.4 -16.8 -3.3% 518.7
Low 494.8 484.3 -10.5 -2.1% 494.8
Close 497.3 493.6 -3.7 -0.7% 497.3
Range 19.4 13.1 -6.3 -32.5% 23.9
ATR 13.8 13.7 0.0 -0.3% 0.0
Volume 114,629 1,175 -113,454 -99.0% 490,072
Daily Pivots for day following 06-Jul-2009
Classic Woodie Camarilla DeMark
R4 531.0 525.5 500.8
R3 518.0 512.3 497.3
R2 504.8 504.8 496.0
R1 499.3 499.3 494.8 495.5
PP 491.8 491.8 491.8 490.0
S1 486.3 486.3 492.5 482.5
S2 478.8 478.8 491.3
S3 465.5 473.0 490.0
S4 452.5 460.0 486.5
Weekly Pivots for week ending 03-Jul-2009
Classic Woodie Camarilla DeMark
R4 575.3 560.3 510.5
R3 551.5 536.3 503.8
R2 527.5 527.5 501.8
R1 512.5 512.5 499.5 508.0
PP 503.5 503.5 503.5 501.5
S1 488.5 488.5 495.0 484.0
S2 479.8 479.8 493.0
S3 455.8 464.5 490.8
S4 432.0 440.8 484.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 518.7 484.3 34.4 7.0% 13.3 2.7% 27% False True 98,249
10 518.7 484.3 34.4 7.0% 14.5 2.9% 27% False True 115,954
20 532.6 484.3 48.3 9.8% 13.5 2.7% 19% False True 116,174
40 539.5 468.5 71.0 14.4% 12.5 2.5% 35% False False 58,889
60 539.5 447.2 92.3 18.7% 13.0 2.6% 50% False False 39,369
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 3.0
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 553.0
2.618 531.8
1.618 518.5
1.000 510.5
0.618 505.5
HIGH 497.5
0.618 492.5
0.500 490.8
0.382 489.3
LOW 484.3
0.618 476.3
1.000 471.3
1.618 463.0
2.618 450.0
4.250 428.5
Fisher Pivots for day following 06-Jul-2009
Pivot 1 day 3 day
R1 492.8 501.5
PP 491.8 498.8
S1 490.8 496.3

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.