ICE Russell 2000 Mini Future March 2009


Trading Metrics calculated at close of trading on 09-Oct-2008
Day Change Summary
Previous Current
08-Oct-2008 09-Oct-2008 Change Change % Previous Week
Open 547.9 487.1 -60.8 -11.1% 689.1
High 570.0 487.1 -82.9 -14.5% 689.1
Low 542.8 487.1 -55.7 -10.3% 628.8
Close 540.5 487.5 -53.0 -9.8% 616.8
Range 27.2 0.0 -27.2 -100.0% 60.3
ATR
Volume 45 7 -38 -84.4% 389
Daily Pivots for day following 09-Oct-2008
Classic Woodie Camarilla DeMark
R4 487.3 487.3 487.5
R3 487.3 487.3 487.5
R2 487.3 487.3 487.5
R1 487.3 487.3 487.5 487.3
PP 487.3 487.3 487.3 487.3
S1 487.3 487.3 487.5 487.3
S2 487.3 487.3 487.5
S3 487.3 487.3 487.5
S4 487.3 487.3 487.5
Weekly Pivots for week ending 03-Oct-2008
Classic Woodie Camarilla DeMark
R4 825.8 781.5 650.0
R3 765.5 721.3 633.5
R2 705.3 705.3 627.8
R1 661.0 661.0 622.3 653.0
PP 645.0 645.0 645.0 641.0
S1 600.8 600.8 611.3 592.8
S2 584.5 584.5 605.8
S3 524.3 540.5 600.3
S4 464.0 480.0 583.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 652.8 487.1 165.7 34.0% 24.0 4.9% 0% False True 21
10 700.0 487.1 212.9 43.7% 17.5 3.6% 0% False True 80
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.5
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 487.0
2.618 487.0
1.618 487.0
1.000 487.0
0.618 487.0
HIGH 487.0
0.618 487.0
0.500 487.0
0.382 487.0
LOW 487.0
0.618 487.0
1.000 487.0
1.618 487.0
2.618 487.0
4.250 487.0
Fisher Pivots for day following 09-Oct-2008
Pivot 1 day 3 day
R1 487.3 541.0
PP 487.3 523.3
S1 487.0 505.3

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.