ICE Russell 2000 Mini Future March 2009


Trading Metrics calculated at close of trading on 16-Oct-2008
Day Change Summary
Previous Current
15-Oct-2008 16-Oct-2008 Change Change % Previous Week
Open 540.0 531.6 -8.4 -1.6% 605.0
High 540.0 531.6 -8.4 -1.6% 605.0
Low 510.5 531.6 21.1 4.1% 469.0
Close 496.5 531.6 35.1 7.1% 520.6
Range 29.5 0.0 -29.5 -100.0% 136.0
ATR 27.3 27.8 0.6 2.0% 0.0
Volume 11 0 -11 -100.0% 106
Daily Pivots for day following 16-Oct-2008
Classic Woodie Camarilla DeMark
R4 531.5 531.5 531.5
R3 531.5 531.5 531.5
R2 531.5 531.5 531.5
R1 531.5 531.5 531.5 531.5
PP 531.5 531.5 531.5 531.5
S1 531.5 531.5 531.5 531.5
S2 531.5 531.5 531.5
S3 531.5 531.5 531.5
S4 531.5 531.5 531.5
Weekly Pivots for week ending 10-Oct-2008
Classic Woodie Camarilla DeMark
R4 939.5 866.0 595.5
R3 803.5 730.0 558.0
R2 667.5 667.5 545.5
R1 594.0 594.0 533.0 562.8
PP 531.5 531.5 531.5 516.0
S1 458.0 458.0 508.3 426.8
S2 395.5 395.5 495.8
S3 259.5 322.0 483.3
S4 123.5 186.0 445.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 573.6 469.0 104.6 19.7% 21.5 4.0% 60% False False 12
10 652.8 469.0 183.8 34.6% 22.8 4.3% 34% False False 17
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.5
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 531.5
2.618 531.5
1.618 531.5
1.000 531.5
0.618 531.5
HIGH 531.5
0.618 531.5
0.500 531.5
0.382 531.5
LOW 531.5
0.618 531.5
1.000 531.5
1.618 531.5
2.618 531.5
4.250 531.5
Fisher Pivots for day following 16-Oct-2008
Pivot 1 day 3 day
R1 531.5 542.0
PP 531.5 538.5
S1 531.5 535.0

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.