ICE Russell 2000 Mini Future March 2009


Trading Metrics calculated at close of trading on 19-Nov-2008
Day Change Summary
Previous Current
18-Nov-2008 19-Nov-2008 Change Change % Previous Week
Open 435.6 435.9 0.3 0.1% 489.8
High 437.8 435.9 -1.9 -0.4% 491.8
Low 435.6 410.0 -25.6 -5.9% 446.1
Close 452.3 411.1 -41.2 -9.1% 446.1
Range 2.2 25.9 23.7 1,077.3% 45.7
ATR 21.5 23.0 1.5 6.9% 0.0
Volume 4 6 2 50.0% 9
Daily Pivots for day following 19-Nov-2008
Classic Woodie Camarilla DeMark
R4 496.8 479.8 425.3
R3 470.8 454.0 418.3
R2 445.0 445.0 415.8
R1 428.0 428.0 413.5 423.5
PP 419.0 419.0 419.0 416.8
S1 402.0 402.0 408.8 397.5
S2 393.0 393.0 406.3
S3 367.3 376.3 404.0
S4 341.3 350.3 396.8
Weekly Pivots for week ending 14-Nov-2008
Classic Woodie Camarilla DeMark
R4 598.5 568.0 471.3
R3 552.8 522.3 458.8
R2 507.0 507.0 454.5
R1 476.5 476.5 450.3 469.0
PP 461.3 461.3 461.3 457.5
S1 430.8 430.8 442.0 423.3
S2 415.8 415.8 437.8
S3 370.0 385.3 433.5
S4 324.3 339.5 421.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 491.8 410.0 81.8 19.9% 16.3 3.9% 1% False True 2
10 497.0 410.0 87.0 21.2% 9.0 2.2% 1% False True 1
20 554.2 410.0 144.2 35.1% 8.5 2.0% 1% False True 5
40 712.5 410.0 302.5 73.6% 11.8 2.9% 0% False True 32
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 0.4
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 546.0
2.618 503.8
1.618 477.8
1.000 461.8
0.618 452.0
HIGH 436.0
0.618 426.0
0.500 423.0
0.382 420.0
LOW 410.0
0.618 394.0
1.000 384.0
1.618 368.0
2.618 342.3
4.250 300.0
Fisher Pivots for day following 19-Nov-2008
Pivot 1 day 3 day
R1 423.0 435.3
PP 419.0 427.3
S1 415.0 419.3

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.