ICE Russell 2000 Mini Future December 2008


Trading Metrics calculated at close of trading on 24-Nov-2008
Day Change Summary
Previous Current
21-Nov-2008 24-Nov-2008 Change Change % Previous Week
Open 389.0 405.0 16.0 4.1% 451.2
High 407.0 439.0 32.0 7.9% 464.3
Low 369.2 396.6 27.4 7.4% 369.2
Close 401.2 433.0 31.8 7.9% 401.2
Range 37.8 42.4 4.6 12.2% 95.1
ATR 37.3 37.7 0.4 1.0% 0.0
Volume 248,544 249,763 1,219 0.5% 953,245
Daily Pivots for day following 24-Nov-2008
Classic Woodie Camarilla DeMark
R4 550.0 534.0 456.3
R3 507.8 491.5 444.8
R2 465.3 465.3 440.8
R1 449.3 449.3 437.0 457.3
PP 422.8 422.8 422.8 427.0
S1 406.8 406.8 429.0 414.8
S2 380.5 380.5 425.3
S3 338.0 364.3 421.3
S4 295.8 322.0 409.8
Weekly Pivots for week ending 21-Nov-2008
Classic Woodie Camarilla DeMark
R4 696.8 644.3 453.5
R3 601.8 549.0 427.3
R2 506.8 506.8 418.8
R1 454.0 454.0 410.0 432.8
PP 411.5 411.5 411.5 401.0
S1 358.8 358.8 392.5 337.8
S2 316.5 316.5 383.8
S3 221.3 263.8 375.0
S4 126.3 168.8 349.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 458.5 369.2 89.3 20.6% 38.5 8.9% 71% False False 202,934
10 499.5 369.2 130.3 30.1% 38.8 8.9% 49% False False 182,818
20 554.0 369.2 184.8 42.7% 34.5 7.9% 35% False False 167,916
40 690.7 369.2 321.5 74.2% 41.8 9.6% 20% False False 198,226
60 765.5 369.2 396.3 91.5% 37.5 8.7% 16% False False 176,537
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 8.8
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 619.3
2.618 550.0
1.618 507.5
1.000 481.5
0.618 465.3
HIGH 439.0
0.618 422.8
0.500 417.8
0.382 412.8
LOW 396.5
0.618 370.5
1.000 354.3
1.618 328.0
2.618 285.5
4.250 216.5
Fisher Pivots for day following 24-Nov-2008
Pivot 1 day 3 day
R1 428.0 423.3
PP 422.8 413.8
S1 417.8 404.0

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.