ICE Russell 2000 Mini Future December 2008


Trading Metrics calculated at close of trading on 28-Oct-2008
Day Change Summary
Previous Current
27-Oct-2008 28-Oct-2008 Change Change % Previous Week
Open 463.9 439.8 -24.1 -5.2% 517.0
High 475.4 488.8 13.4 2.8% 552.7
Low 438.5 438.5 0.0 0.0% 439.0
Close 440.1 484.1 44.0 10.0% 461.3
Range 36.9 50.3 13.4 36.3% 113.7
ATR 43.9 44.4 0.5 1.0% 0.0
Volume 184,600 149,116 -35,484 -19.2% 902,780
Daily Pivots for day following 28-Oct-2008
Classic Woodie Camarilla DeMark
R4 621.3 603.0 511.8
R3 571.0 552.8 498.0
R2 520.8 520.8 493.3
R1 502.5 502.5 488.8 511.5
PP 470.5 470.5 470.5 475.0
S1 452.3 452.3 479.5 461.3
S2 420.3 420.3 475.0
S3 369.8 401.8 470.3
S4 319.5 351.5 456.5
Weekly Pivots for week ending 24-Oct-2008
Classic Woodie Camarilla DeMark
R4 825.5 757.0 523.8
R3 711.8 643.3 492.5
R2 598.0 598.0 482.3
R1 529.8 529.8 471.8 507.0
PP 484.3 484.3 484.3 473.0
S1 416.0 416.0 451.0 393.3
S2 370.8 370.8 440.5
S3 257.0 302.3 430.0
S4 143.3 188.5 398.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 538.8 438.5 100.3 20.7% 46.8 9.7% 45% False True 175,490
10 562.0 438.5 123.5 25.5% 46.5 9.6% 37% False True 204,886
20 679.9 438.5 241.4 49.9% 49.3 10.2% 19% False True 224,397
40 765.5 438.5 327.0 67.5% 39.8 8.2% 14% False True 184,575
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 6.9
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 702.5
2.618 620.5
1.618 570.3
1.000 539.0
0.618 520.0
HIGH 488.8
0.618 469.5
0.500 463.8
0.382 457.8
LOW 438.5
0.618 407.5
1.000 388.3
1.618 357.0
2.618 306.8
4.250 224.8
Fisher Pivots for day following 28-Oct-2008
Pivot 1 day 3 day
R1 477.3 477.3
PP 470.5 470.5
S1 463.8 463.8

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.