ICE Russell 2000 Mini Future March 2009


Trading Metrics calculated at close of trading on 31-Oct-2008
Day Change Summary
Previous Current
30-Oct-2008 31-Oct-2008 Change Change % Previous Week
Open 497.1 519.8 22.7 4.6% 439.1
High 514.2 534.3 20.1 3.9% 534.3
Low 497.1 519.8 22.7 4.6% 439.1
Close 514.7 534.7 20.0 3.9% 534.7
Range 17.1 14.5 -2.6 -15.2% 95.2
ATR 24.3 24.0 -0.3 -1.4% 0.0
Volume 8 15 7 87.5% 60
Daily Pivots for day following 31-Oct-2008
Classic Woodie Camarilla DeMark
R4 573.0 568.5 542.8
R3 558.5 554.0 538.8
R2 544.0 544.0 537.3
R1 539.5 539.5 536.0 541.8
PP 529.5 529.5 529.5 530.8
S1 525.0 525.0 533.3 527.3
S2 515.0 515.0 532.0
S3 500.5 510.5 530.8
S4 486.0 496.0 526.8
Weekly Pivots for week ending 31-Oct-2008
Classic Woodie Camarilla DeMark
R4 788.3 756.8 587.0
R3 693.0 661.5 561.0
R2 598.0 598.0 552.3
R1 566.3 566.3 543.5 582.0
PP 502.8 502.8 502.8 510.5
S1 471.0 471.0 526.0 487.0
S2 407.5 407.5 517.3
S3 312.3 376.0 508.5
S4 217.0 280.8 482.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 534.3 439.1 95.2 17.8% 10.5 2.0% 100% True False 12
10 535.1 439.1 96.0 18.0% 6.0 1.1% 100% False False 6
20 605.0 439.1 165.9 31.0% 13.3 2.5% 58% False False 10
Crabel Price Patterns
NR True
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
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 596.0
2.618 572.3
1.618 557.8
1.000 548.8
0.618 543.3
HIGH 534.3
0.618 528.8
0.500 527.0
0.382 525.3
LOW 519.8
0.618 510.8
1.000 505.3
1.618 496.3
2.618 481.8
4.250 458.3
Fisher Pivots for day following 31-Oct-2008
Pivot 1 day 3 day
R1 532.3 525.3
PP 529.5 515.8
S1 527.0 506.3

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.