ICE Russell 2000 Mini Future March 2009


Trading Metrics calculated at close of trading on 02-Dec-2008
Day Change Summary
Previous Current
01-Dec-2008 02-Dec-2008 Change Change % Previous Week
Open 450.8 416.8 -34.0 -7.5% 421.0
High 450.8 440.3 -10.5 -2.3% 466.0
Low 415.0 416.8 1.8 0.4% 421.0
Close 416.2 438.4 22.2 5.3% 470.7
Range 35.8 23.5 -12.3 -34.4% 45.0
ATR 23.4 23.4 0.1 0.2% 0.0
Volume 8 71 63 787.5% 38
Daily Pivots for day following 02-Dec-2008
Classic Woodie Camarilla DeMark
R4 502.3 493.8 451.3
R3 478.8 470.3 444.8
R2 455.3 455.3 442.8
R1 446.8 446.8 440.5 451.0
PP 431.8 431.8 431.8 434.0
S1 423.3 423.3 436.3 427.5
S2 408.3 408.3 434.0
S3 384.8 399.8 432.0
S4 361.3 376.3 425.5
Weekly Pivots for week ending 28-Nov-2008
Classic Woodie Camarilla DeMark
R4 587.5 574.3 495.5
R3 542.5 529.3 483.0
R2 497.5 497.5 479.0
R1 484.3 484.3 474.8 490.8
PP 452.5 452.5 452.5 456.0
S1 439.3 439.3 466.5 445.8
S2 407.5 407.5 462.5
S3 362.5 394.3 458.3
S4 317.5 349.3 446.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 466.0 415.0 51.0 11.6% 14.5 3.3% 46% False False 20
10 466.0 374.9 91.1 20.8% 13.5 3.1% 70% False False 15
20 554.2 374.9 179.3 40.9% 11.3 2.5% 35% False False 9
40 595.0 374.9 220.1 50.2% 11.5 2.6% 29% False False 9
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.8
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 540.3
2.618 501.8
1.618 478.3
1.000 463.8
0.618 454.8
HIGH 440.3
0.618 431.3
0.500 428.5
0.382 425.8
LOW 416.8
0.618 402.3
1.000 393.3
1.618 378.8
2.618 355.3
4.250 317.0
Fisher Pivots for day following 02-Dec-2008
Pivot 1 day 3 day
R1 435.0 438.0
PP 431.8 437.8
S1 428.5 437.5

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.