ICE Russell 2000 Mini Future December 2008


Trading Metrics calculated at close of trading on 03-Nov-2008
Day Change Summary
Previous Current
31-Oct-2008 03-Nov-2008 Change Change % Previous Week
Open 515.0 536.9 21.9 4.3% 463.9
High 540.3 545.2 4.9 0.9% 540.3
Low 504.0 532.6 28.6 5.7% 438.5
Close 536.5 540.8 4.3 0.8% 536.5
Range 36.3 12.6 -23.7 -65.3% 101.8
ATR 42.2 40.1 -2.1 -5.0% 0.0
Volume 151,974 211,000 59,026 38.8% 870,925
Daily Pivots for day following 03-Nov-2008
Classic Woodie Camarilla DeMark
R4 577.3 571.8 547.8
R3 564.8 559.0 544.3
R2 552.3 552.3 543.0
R1 546.5 546.5 542.0 549.3
PP 539.5 539.5 539.5 541.0
S1 533.8 533.8 539.8 536.8
S2 527.0 527.0 538.5
S3 514.3 521.3 537.3
S4 501.8 508.8 533.8
Weekly Pivots for week ending 31-Oct-2008
Classic Woodie Camarilla DeMark
R4 810.5 775.3 592.5
R3 708.8 673.5 564.5
R2 607.0 607.0 555.3
R1 571.8 571.8 545.8 589.3
PP 505.0 505.0 505.0 514.0
S1 470.0 470.0 527.3 487.5
S2 403.3 403.3 517.8
S3 301.5 368.0 508.5
S4 199.8 266.3 480.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 545.2 438.5 106.7 19.7% 32.3 6.0% 96% True False 179,465
10 552.7 438.5 114.2 21.1% 37.0 6.8% 90% False False 176,085
20 603.7 438.5 165.2 30.5% 47.0 8.7% 62% False False 229,665
40 765.5 438.5 327.0 60.5% 40.8 7.5% 31% False False 203,179
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 5.1
Narrowest range in 43 trading days
Fibonacci Retracements and Extensions
4.250 598.8
2.618 578.3
1.618 565.5
1.000 557.8
0.618 553.0
HIGH 545.3
0.618 540.5
0.500 539.0
0.382 537.5
LOW 532.5
0.618 524.8
1.000 520.0
1.618 512.3
2.618 499.5
4.250 479.0
Fisher Pivots for day following 03-Nov-2008
Pivot 1 day 3 day
R1 540.3 532.8
PP 539.5 524.8
S1 539.0 516.8

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.