ICE Russell 2000 Mini Future December 2008


Trading Metrics calculated at close of trading on 26-Nov-2008
Day Change Summary
Previous Current
25-Nov-2008 26-Nov-2008 Change Change % Previous Week
Open 433.0 437.2 4.2 1.0% 451.2
High 446.6 469.2 22.6 5.1% 464.3
Low 424.9 424.5 -0.4 -0.1% 369.2
Close 437.2 465.6 28.4 6.5% 401.2
Range 21.7 44.7 23.0 106.0% 95.1
ATR 36.5 37.1 0.6 1.6% 0.0
Volume 178,673 142,315 -36,358 -20.3% 953,245
Daily Pivots for day following 26-Nov-2008
Classic Woodie Camarilla DeMark
R4 587.3 571.0 490.3
R3 542.5 526.5 478.0
R2 497.8 497.8 473.8
R1 481.8 481.8 469.8 489.8
PP 453.0 453.0 453.0 457.0
S1 437.0 437.0 461.5 445.0
S2 408.5 408.5 457.5
S3 363.8 392.3 453.3
S4 319.0 347.5 441.0
Weekly Pivots for week ending 21-Nov-2008
Classic Woodie Camarilla DeMark
R4 696.8 644.3 453.5
R3 601.8 549.0 427.3
R2 506.8 506.8 418.8
R1 454.0 454.0 410.0 432.8
PP 411.5 411.5 411.5 401.0
S1 358.8 358.8 392.5 337.8
S2 316.5 316.5 383.8
S3 221.3 263.8 375.0
S4 126.3 168.8 349.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 469.2 369.2 100.0 21.5% 37.0 7.9% 96% True False 201,244
10 494.9 369.2 125.7 27.0% 38.8 8.3% 77% False False 190,630
20 554.0 369.2 184.8 39.7% 33.5 7.2% 52% False False 166,358
40 676.7 369.2 307.5 66.0% 41.8 9.0% 31% False False 196,344
60 765.5 369.2 396.3 85.1% 38.0 8.2% 24% False False 181,883
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 9.5
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 659.3
2.618 586.3
1.618 541.5
1.000 514.0
0.618 496.8
HIGH 469.3
0.618 452.0
0.500 446.8
0.382 441.5
LOW 424.5
0.618 397.0
1.000 379.8
1.618 352.3
2.618 307.5
4.250 234.5
Fisher Pivots for day following 26-Nov-2008
Pivot 1 day 3 day
R1 459.3 454.8
PP 453.0 443.8
S1 446.8 433.0

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.