ICE Russell 2000 Mini Future December 2008


Trading Metrics calculated at close of trading on 10-Sep-2008
Day Change Summary
Previous Current
09-Sep-2008 10-Sep-2008 Change Change % Previous Week
Open 732.6 712.4 -20.2 -2.8% 750.0
High 738.5 721.7 -16.8 -2.3% 753.0
Low 705.7 705.0 -0.7 -0.1% 701.6
Close 708.6 716.1 7.5 1.1% 717.8
Range 32.8 16.7 -16.1 -49.1% 51.4
ATR 16.9 16.9 0.0 -0.1% 0.0
Volume 5,898 12,538 6,640 112.6% 1,941
Daily Pivots for day following 10-Sep-2008
Classic Woodie Camarilla DeMark
R4 764.3 757.0 725.3
R3 747.8 740.3 720.8
R2 731.0 731.0 719.3
R1 723.5 723.5 717.8 727.3
PP 714.3 714.3 714.3 716.0
S1 706.8 706.8 714.5 710.5
S2 697.5 697.5 713.0
S3 680.8 690.3 711.5
S4 664.3 673.5 707.0
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
5 741.6 701.6 40.0 5.6% 21.8 3.0% 36% False False 4,452
10 753.0 701.6 51.4 7.2% 18.0 2.5% 28% False False 2,446
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 3.6
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 792.8
2.618 765.5
1.618 748.8
1.000 738.5
0.618 732.0
HIGH 721.8
0.618 715.3
0.500 713.3
0.382 711.5
LOW 705.0
0.618 694.8
1.000 688.3
1.618 678.0
2.618 661.3
4.250 634.0
Fisher Pivots for day following 10-Sep-2008
Pivot 1 day 3 day
R1 715.3 723.3
PP 714.3 721.0
S1 713.3 718.5

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

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