ICE Russell 2000 Mini Future December 2009


Trading Metrics calculated at close of trading on 13-Nov-2009
Day Change Summary
Previous Current
12-Nov-2009 13-Nov-2009 Change Change % Previous Week
Open 593.0 579.6 -13.4 -2.3% 577.2
High 595.6 587.9 -7.7 -1.3% 596.6
Low 578.1 574.5 -3.6 -0.6% 574.5
Close 580.7 585.4 4.7 0.8% 585.4
Range 17.5 13.4 -4.1 -23.4% 22.1
ATR 15.2 15.1 -0.1 -0.8% 0.0
Volume 117,924 147,542 29,618 25.1% 649,904
Daily Pivots for day following 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 622.8 617.5 592.8
R3 609.5 604.0 589.0
R2 596.0 596.0 587.8
R1 590.8 590.8 586.8 593.3
PP 582.5 582.5 582.5 584.0
S1 577.3 577.3 584.3 580.0
S2 569.3 569.3 583.0
S3 555.8 564.0 581.8
S4 542.5 550.5 578.0
Weekly Pivots for week ending 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 651.8 640.8 597.5
R3 629.8 618.5 591.5
R2 607.5 607.5 589.5
R1 596.5 596.5 587.5 602.0
PP 585.5 585.5 585.5 588.3
S1 574.5 574.5 583.3 580.0
S2 563.5 563.5 581.3
S3 541.3 552.3 579.3
S4 519.3 530.3 573.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 596.6 574.5 22.1 3.8% 13.3 2.3% 49% False True 129,980
10 596.6 551.4 45.2 7.7% 15.0 2.6% 75% False False 160,358
20 624.5 551.4 73.1 12.5% 16.8 2.8% 47% False False 164,013
40 624.5 551.4 73.1 12.5% 14.8 2.5% 47% False False 152,230
60 624.5 549.0 75.5 12.9% 13.5 2.3% 48% False False 121,128
80 624.5 536.7 87.8 15.0% 12.5 2.1% 55% False False 90,879
100 624.5 471.2 153.3 26.2% 11.5 1.9% 74% False False 72,721
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 4.4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 644.8
2.618 623.0
1.618 609.5
1.000 601.3
0.618 596.3
HIGH 588.0
0.618 582.8
0.500 581.3
0.382 579.5
LOW 574.5
0.618 566.3
1.000 561.0
1.618 552.8
2.618 539.5
4.250 517.5
Fisher Pivots for day following 13-Nov-2009
Pivot 1 day 3 day
R1 584.0 585.5
PP 582.5 585.5
S1 581.3 585.5

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.