ICE Russell 2000 Mini Future December 2009


Trading Metrics calculated at close of trading on 14-Jul-2009
Day Change Summary
Previous Current
13-Jul-2009 14-Jul-2009 Change Change % Previous Week
Open 484.0 491.0 7.0 1.4% 492.5
High 487.1 492.0 4.9 1.0% 492.5
Low 471.2 490.9 19.7 4.2% 471.4
Close 488.3 491.6 3.3 0.7% 476.0
Range 15.9 1.1 -14.8 -93.1% 21.1
ATR 9.0 8.6 -0.4 -4.2% 0.0
Volume 13 524 511 3,930.8% 488
Daily Pivots for day following 14-Jul-2009
Classic Woodie Camarilla DeMark
R4 494.8 494.3 492.3
R3 493.8 493.3 492.0
R2 492.5 492.5 491.8
R1 492.0 492.0 491.8 492.3
PP 491.5 491.5 491.5 491.5
S1 491.0 491.0 491.5 491.3
S2 490.5 490.5 491.5
S3 489.3 490.0 491.3
S4 488.3 488.8 491.0
Weekly Pivots for week ending 10-Jul-2009
Classic Woodie Camarilla DeMark
R4 543.3 530.8 487.5
R3 522.3 509.8 481.8
R2 501.0 501.0 479.8
R1 488.5 488.5 478.0 484.3
PP 480.0 480.0 480.0 477.8
S1 467.5 467.5 474.0 463.3
S2 458.8 458.8 472.3
S3 437.8 446.3 470.3
S4 416.8 425.3 464.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 492.0 471.2 20.8 4.2% 8.3 1.7% 98% True False 120
10 516.0 471.2 44.8 9.1% 8.8 1.8% 46% False False 149
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.6
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 496.8
2.618 495.0
1.618 493.8
1.000 493.0
0.618 492.8
HIGH 492.0
0.618 491.5
0.500 491.5
0.382 491.3
LOW 491.0
0.618 490.3
1.000 489.8
1.618 489.0
2.618 488.0
4.250 486.3
Fisher Pivots for day following 14-Jul-2009
Pivot 1 day 3 day
R1 491.5 488.3
PP 491.5 485.0
S1 491.5 481.5

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.