ICE Russell 2000 Mini Future December 2009


Trading Metrics calculated at close of trading on 18-Sep-2009
Day Change Summary
Previous Current
17-Sep-2009 18-Sep-2009 Change Change % Previous Week
Open 614.9 613.8 -1.1 -0.2% 589.3
High 620.5 617.8 -2.7 -0.4% 620.5
Low 610.1 609.3 -0.8 -0.1% 582.8
Close 614.5 614.2 -0.3 0.0% 614.2
Range 10.4 8.5 -1.9 -18.3% 37.7
ATR 11.8 11.6 -0.2 -2.0% 0.0
Volume 165,214 181,222 16,008 9.7% 940,463
Daily Pivots for day following 18-Sep-2009
Classic Woodie Camarilla DeMark
R4 639.3 635.3 619.0
R3 630.8 626.8 616.5
R2 622.3 622.3 615.8
R1 618.3 618.3 615.0 620.3
PP 613.8 613.8 613.8 614.8
S1 609.8 609.8 613.5 611.8
S2 605.3 605.3 612.8
S3 596.8 601.3 611.8
S4 588.3 592.8 609.5
Weekly Pivots for week ending 18-Sep-2009
Classic Woodie Camarilla DeMark
R4 719.0 704.3 635.0
R3 681.3 666.5 624.5
R2 643.5 643.5 621.0
R1 628.8 628.8 617.8 636.3
PP 605.8 605.8 605.8 609.5
S1 591.3 591.3 610.8 598.5
S2 568.3 568.3 607.3
S3 530.5 553.5 603.8
S4 492.8 515.8 593.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 620.5 582.8 37.7 6.1% 12.0 1.9% 83% False False 188,092
10 620.5 550.7 69.8 11.4% 12.3 2.0% 91% False False 116,166
20 620.5 549.0 71.5 11.6% 11.5 1.9% 91% False False 58,924
40 620.5 536.7 83.8 13.6% 10.3 1.7% 92% False False 29,527
60 620.5 471.2 149.3 24.3% 9.3 1.5% 96% False False 19,715
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 3.8
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 654.0
2.618 640.0
1.618 631.5
1.000 626.3
0.618 623.0
HIGH 617.8
0.618 614.5
0.500 613.5
0.382 612.5
LOW 609.3
0.618 604.0
1.000 600.8
1.618 595.5
2.618 587.0
4.250 573.3
Fisher Pivots for day following 18-Sep-2009
Pivot 1 day 3 day
R1 614.0 613.0
PP 613.8 611.8
S1 613.5 610.5

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.