ICE Russell 2000 Mini Future December 2008


Trading Metrics calculated at close of trading on 08-Oct-2008
Day Change Summary
Previous Current
07-Oct-2008 08-Oct-2008 Change Change % Previous Week
Open 592.6 553.6 -39.0 -6.6% 707.4
High 603.7 580.3 -23.4 -3.9% 708.0
Low 551.3 528.4 -22.9 -4.2% 614.1
Close 555.9 540.7 -15.2 -2.7% 616.4
Range 52.4 51.9 -0.5 -1.0% 93.9
ATR 33.4 34.7 1.3 3.9% 0.0
Volume 286,707 268,155 -18,552 -6.5% 812,135
Daily Pivots for day following 08-Oct-2008
Classic Woodie Camarilla DeMark
R4 705.5 675.0 569.3
R3 653.5 623.0 555.0
R2 601.8 601.8 550.3
R1 571.3 571.3 545.5 560.5
PP 549.8 549.8 549.8 544.5
S1 519.3 519.3 536.0 508.5
S2 498.0 498.0 531.3
S3 446.0 467.5 526.5
S4 394.0 415.5 512.3
Weekly Pivots for week ending 03-Oct-2008
Classic Woodie Camarilla DeMark
R4 927.8 866.0 668.0
R3 834.0 772.3 642.3
R2 740.0 740.0 633.5
R1 678.3 678.3 625.0 662.3
PP 646.3 646.3 646.3 638.3
S1 584.3 584.3 607.8 568.3
S2 552.3 552.3 599.3
S3 458.3 490.5 590.5
S4 364.5 396.5 564.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 676.7 528.4 148.3 27.4% 48.8 9.0% 8% False True 206,666
10 711.4 528.4 183.0 33.8% 40.3 7.5% 7% False True 184,288
20 765.5 528.4 237.1 43.9% 37.3 6.9% 5% False True 203,514
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 6.4
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 801.0
2.618 716.3
1.618 664.3
1.000 632.3
0.618 612.3
HIGH 580.3
0.618 560.5
0.500 554.3
0.382 548.3
LOW 528.5
0.618 496.3
1.000 476.5
1.618 444.5
2.618 392.5
4.250 307.8
Fisher Pivots for day following 08-Oct-2008
Pivot 1 day 3 day
R1 554.3 572.5
PP 549.8 561.8
S1 545.3 551.3

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.