ICE Russell 2000 Mini Future March 2010


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 589.2 580.0 -9.2 -1.6% 583.0
High 592.1 585.0 -7.1 -1.2% 592.1
Low 577.0 574.1 -2.9 -0.5% 574.1
Close 578.2 582.9 4.7 0.8% 582.9
Range 15.1 10.9 -4.2 -27.8% 18.0
ATR 12.8 12.7 -0.1 -1.1% 0.0
Volume 42 1,111 1,069 2,545.2% 1,353
Daily Pivots for day following 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 613.3 609.0 589.0
R3 602.5 598.3 586.0
R2 591.5 591.5 585.0
R1 587.3 587.3 584.0 589.5
PP 580.8 580.8 580.8 581.8
S1 576.3 576.3 582.0 578.5
S2 569.8 569.8 581.0
S3 558.8 565.5 580.0
S4 548.0 554.5 577.0
Weekly Pivots for week ending 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 637.0 628.0 592.8
R3 619.0 610.0 587.8
R2 601.0 601.0 586.3
R1 592.0 592.0 584.5 587.5
PP 583.0 583.0 583.0 580.8
S1 574.0 574.0 581.3 569.5
S2 565.0 565.0 579.5
S3 547.0 556.0 578.0
S4 529.0 538.0 573.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 592.1 574.1 18.0 3.1% 8.5 1.4% 49% False True 270
10 592.1 549.9 42.2 7.2% 11.3 1.9% 78% False False 259
20 621.0 549.9 71.1 12.2% 13.5 2.3% 46% False False 214
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 2.3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 631.3
2.618 613.5
1.618 602.8
1.000 596.0
0.618 591.8
HIGH 585.0
0.618 580.8
0.500 579.5
0.382 578.3
LOW 574.0
0.618 567.3
1.000 563.3
1.618 556.5
2.618 545.5
4.250 527.8
Fisher Pivots for day following 13-Nov-2009
Pivot 1 day 3 day
R1 581.8 583.0
PP 580.8 583.0
S1 579.5 583.0

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.