ICE Russell 2000 Mini Future December 2008


Trading Metrics calculated at close of trading on 11-Dec-2008
Day Change Summary
Previous Current
10-Dec-2008 11-Dec-2008 Change Change % Previous Week
Open 470.0 475.0 5.0 1.1% 472.0
High 483.6 478.0 -5.6 -1.2% 473.0
Low 466.3 440.5 -25.8 -5.5% 412.4
Close 475.7 451.0 -24.7 -5.2% 456.8
Range 17.3 37.5 20.2 116.8% 60.6
ATR 34.7 34.9 0.2 0.6% 0.0
Volume 191,821 180,393 -11,428 -6.0% 777,593
Daily Pivots for day following 11-Dec-2008
Classic Woodie Camarilla DeMark
R4 569.0 547.5 471.5
R3 531.5 510.0 461.3
R2 494.0 494.0 458.0
R1 472.5 472.5 454.5 464.5
PP 456.5 456.5 456.5 452.5
S1 435.0 435.0 447.5 427.0
S2 419.0 419.0 444.0
S3 381.5 397.5 440.8
S4 344.0 360.0 430.5
Weekly Pivots for week ending 05-Dec-2008
Classic Woodie Camarilla DeMark
R4 629.3 603.5 490.3
R3 568.5 543.0 473.5
R2 508.0 508.0 468.0
R1 482.5 482.5 462.3 465.0
PP 447.5 447.5 447.5 438.8
S1 421.8 421.8 451.3 404.3
S2 386.8 386.8 445.8
S3 326.3 361.3 440.3
S4 265.5 300.5 423.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 493.1 422.0 71.1 15.8% 31.5 7.0% 41% False False 184,687
10 493.1 412.4 80.7 17.9% 33.5 7.4% 48% False False 152,593
20 494.9 369.2 125.7 27.9% 36.3 8.0% 65% False False 171,612
40 554.0 369.2 184.8 41.0% 35.8 7.9% 44% False False 171,349
60 765.5 369.2 396.3 87.9% 39.0 8.7% 21% False False 190,172
80 765.5 369.2 396.3 87.9% 34.3 7.6% 21% False False 155,528
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 5.8
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 637.5
2.618 576.3
1.618 538.8
1.000 515.5
0.618 501.3
HIGH 478.0
0.618 463.8
0.500 459.3
0.382 454.8
LOW 440.5
0.618 417.3
1.000 403.0
1.618 379.8
2.618 342.3
4.250 281.0
Fisher Pivots for day following 11-Dec-2008
Pivot 1 day 3 day
R1 459.3 466.8
PP 456.5 461.5
S1 453.8 456.3

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.