ICE Russell 2000 Mini Future December 2008


Trading Metrics calculated at close of trading on 05-Sep-2008
Day Change Summary
Previous Current
04-Sep-2008 05-Sep-2008 Change Change % Previous Week
Open 737.4 712.3 -25.1 -3.4% 750.0
High 737.4 719.1 -18.3 -2.5% 753.0
Low 715.2 701.6 -13.6 -1.9% 701.6
Close 719.0 717.8 -1.2 -0.2% 717.8
Range 22.2 17.5 -4.7 -21.2% 51.4
ATR 14.9 15.1 0.2 1.2% 0.0
Volume 256 1,442 1,186 463.3% 1,941
Daily Pivots for day following 05-Sep-2008
Classic Woodie Camarilla DeMark
R4 765.3 759.0 727.5
R3 747.8 741.5 722.5
R2 730.3 730.3 721.0
R1 724.0 724.0 719.5 727.3
PP 712.8 712.8 712.8 714.5
S1 706.5 706.5 716.3 709.8
S2 695.3 695.3 714.5
S3 677.8 689.0 713.0
S4 660.3 671.5 708.3
Weekly Pivots for week ending 05-Sep-2008
Classic Woodie Camarilla DeMark
R4 878.3 849.5 746.0
R3 827.0 798.0 732.0
R2 775.5 775.5 727.3
R1 746.8 746.8 722.5 735.5
PP 724.3 724.3 724.3 718.5
S1 695.3 695.3 713.0 684.0
S2 672.8 672.8 708.5
S3 621.3 643.8 703.8
S4 570.0 592.5 689.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 753.0 701.6 51.4 7.2% 16.8 2.3% 32% False True 423
10 753.0 701.6 51.4 7.2% 14.0 1.9% 32% False True 460
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 2.3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 793.5
2.618 765.0
1.618 747.5
1.000 736.5
0.618 730.0
HIGH 719.0
0.618 712.5
0.500 710.3
0.382 708.3
LOW 701.5
0.618 690.8
1.000 684.0
1.618 673.3
2.618 655.8
4.250 627.3
Fisher Pivots for day following 05-Sep-2008
Pivot 1 day 3 day
R1 715.3 724.5
PP 712.8 722.3
S1 710.3 720.0

These figures are updated between 7pm and 10pm EST after a trading day.

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