ICE Russell 2000 Mini Future March 2009


Trading Metrics calculated at close of trading on 24-Oct-2008
Day Change Summary
Previous Current
23-Oct-2008 24-Oct-2008 Change Change % Previous Week
Open 475.6 460.7 -14.9 -3.1% 532.4
High 475.6 460.7 -14.9 -3.1% 535.1
Low 475.6 460.7 -14.9 -3.1% 460.7
Close 486.4 460.7 -25.7 -5.3% 460.7
Range
ATR 25.9 25.9 0.0 -0.1% 0.0
Volume
Daily Pivots for day following 24-Oct-2008
Classic Woodie Camarilla DeMark
R4 460.8 460.8 460.8
R3 460.8 460.8 460.8
R2 460.8 460.8 460.8
R1 460.8 460.8 460.8 460.8
PP 460.8 460.8 460.8 460.8
S1 460.8 460.8 460.8 460.8
S2 460.8 460.8 460.8
S3 460.8 460.8 460.8
S4 460.8 460.8 460.8
Weekly Pivots for week ending 24-Oct-2008
Classic Woodie Camarilla DeMark
R4 708.8 659.0 501.5
R3 634.3 584.8 481.3
R2 560.0 560.0 474.3
R1 510.3 510.3 467.5 498.0
PP 485.5 485.5 485.5 479.3
S1 436.0 436.0 454.0 423.5
S2 411.0 411.0 447.0
S3 336.8 361.5 440.3
S4 262.3 287.0 419.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 535.1 460.7 74.4 16.1% 1.5 0.3% 0% False True
10 573.6 460.7 112.9 24.5% 7.5 1.6% 0% False True 4
20 689.1 460.7 228.4 49.6% 14.8 3.2% 0% False True 27
Crabel Price Patterns
NR False
NR4 False
NR5 False
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 0.3
Fibonacci Retracements and Extensions
4.250 460.8
2.618 460.8
1.618 460.8
1.000 460.8
0.618 460.8
HIGH 460.8
0.618 460.8
0.500 460.8
0.382 460.8
LOW 460.8
0.618 460.8
1.000 460.8
1.618 460.8
2.618 460.8
4.250 460.8
Fisher Pivots for day following 24-Oct-2008
Pivot 1 day 3 day
R1 460.8 482.5
PP 460.8 475.3
S1 460.8 468.0

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.