ICE Russell 2000 Mini Future December 2008


Trading Metrics calculated at close of trading on 12-Nov-2008
Day Change Summary
Previous Current
11-Nov-2008 12-Nov-2008 Change Change % Previous Week
Open 493.7 481.1 -12.6 -2.6% 536.9
High 499.5 489.0 -10.5 -2.1% 554.0
Low 478.6 444.1 -34.5 -7.2% 491.5
Close 480.4 445.9 -34.5 -7.2% 510.1
Range 20.9 44.9 24.0 114.8% 62.5
ATR 35.3 36.0 0.7 1.9% 0.0
Volume 110,547 132,316 21,769 19.7% 713,483
Daily Pivots for day following 12-Nov-2008
Classic Woodie Camarilla DeMark
R4 594.3 565.0 470.5
R3 549.5 520.3 458.3
R2 504.5 504.5 454.3
R1 475.3 475.3 450.0 467.5
PP 459.8 459.8 459.8 455.8
S1 430.3 430.3 441.8 422.5
S2 414.8 414.8 437.8
S3 369.8 385.5 433.5
S4 325.0 340.5 421.3
Weekly Pivots for week ending 07-Nov-2008
Classic Woodie Camarilla DeMark
R4 706.0 670.5 544.5
R3 643.5 608.0 527.3
R2 581.0 581.0 521.5
R1 545.5 545.5 515.8 532.0
PP 518.5 518.5 518.5 511.8
S1 483.0 483.0 504.3 469.5
S2 456.0 456.0 498.8
S3 393.5 420.5 493.0
S4 331.0 358.0 475.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 524.1 444.1 80.0 17.9% 29.0 6.5% 2% False True 131,389
10 554.0 444.1 109.9 24.6% 28.3 6.4% 2% False True 142,085
20 554.0 438.5 115.5 25.9% 35.5 8.0% 6% False False 171,086
40 765.5 438.5 327.0 73.3% 40.5 9.1% 2% False False 199,453
60 765.5 438.5 327.0 73.3% 33.5 7.5% 2% False False 150,166
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.0
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 679.8
2.618 606.5
1.618 561.8
1.000 534.0
0.618 516.8
HIGH 489.0
0.618 471.8
0.500 466.5
0.382 461.3
LOW 444.0
0.618 416.3
1.000 399.3
1.618 371.5
2.618 326.5
4.250 253.3
Fisher Pivots for day following 12-Nov-2008
Pivot 1 day 3 day
R1 466.5 484.0
PP 459.8 471.3
S1 452.8 458.8

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.