ICE Russell 2000 Mini Future December 2009


Trading Metrics calculated at close of trading on 17-Aug-2009
Day Change Summary
Previous Current
14-Aug-2009 17-Aug-2009 Change Change % Previous Week
Open 566.0 560.0 -6.0 -1.1% 566.4
High 566.0 560.0 -6.0 -1.1% 574.8
Low 554.5 544.0 -10.5 -1.9% 554.5
Close 563.5 546.1 -17.4 -3.1% 563.5
Range 11.5 16.0 4.5 39.1% 20.3
ATR 10.1 10.8 0.7 6.6% 0.0
Volume 22 56 34 154.5% 199
Daily Pivots for day following 17-Aug-2009
Classic Woodie Camarilla DeMark
R4 598.0 588.0 555.0
R3 582.0 572.0 550.5
R2 566.0 566.0 549.0
R1 556.0 556.0 547.5 553.0
PP 550.0 550.0 550.0 548.5
S1 540.0 540.0 544.8 537.0
S2 534.0 534.0 543.3
S3 518.0 524.0 541.8
S4 502.0 508.0 537.3
Weekly Pivots for week ending 14-Aug-2009
Classic Woodie Camarilla DeMark
R4 625.3 614.8 574.8
R3 604.8 594.3 569.0
R2 584.5 584.5 567.3
R1 574.0 574.0 565.3 569.3
PP 564.3 564.3 564.3 561.8
S1 553.8 553.8 561.8 548.8
S2 544.0 544.0 559.8
S3 523.8 533.5 558.0
S4 503.3 513.3 552.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 574.8 544.0 30.8 5.6% 10.8 2.0% 7% False True 24
10 574.8 544.0 30.8 5.6% 10.0 1.9% 7% False True 77
20 574.8 514.5 60.3 11.0% 9.0 1.6% 52% False False 93
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.2
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 628.0
2.618 602.0
1.618 586.0
1.000 576.0
0.618 570.0
HIGH 560.0
0.618 554.0
0.500 552.0
0.382 550.0
LOW 544.0
0.618 534.0
1.000 528.0
1.618 518.0
2.618 502.0
4.250 476.0
Fisher Pivots for day following 17-Aug-2009
Pivot 1 day 3 day
R1 552.0 559.5
PP 550.0 555.0
S1 548.0 550.5

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.