ICE Russell 2000 Mini Future March 2009


Trading Metrics calculated at close of trading on 07-Nov-2008
Day Change Summary
Previous Current
06-Nov-2008 07-Nov-2008 Change Change % Previous Week
Open 494.9 496.2 1.3 0.3% 532.7
High 494.9 497.0 2.1 0.4% 554.2
Low 494.9 496.2 1.3 0.3% 494.9
Close 494.9 508.3 13.4 2.7% 508.3
Range 0.0 0.8 0.8 59.3
ATR 21.7 20.3 -1.4 -6.5% 0.0
Volume
Daily Pivots for day following 07-Nov-2008
Classic Woodie Camarilla DeMark
R4 503.0 506.5 508.8
R3 502.0 505.5 508.5
R2 501.3 501.3 508.5
R1 504.8 504.8 508.3 503.0
PP 500.5 500.5 500.5 499.5
S1 504.0 504.0 508.3 502.3
S2 499.8 499.8 508.3
S3 499.0 503.3 508.0
S4 498.0 502.5 507.8
Weekly Pivots for week ending 07-Nov-2008
Classic Woodie Camarilla DeMark
R4 697.0 662.0 541.0
R3 637.8 602.8 524.5
R2 578.5 578.5 519.3
R1 543.3 543.3 513.8 531.3
PP 519.3 519.3 519.3 513.0
S1 484.0 484.0 502.8 472.0
S2 459.8 459.8 497.5
S3 400.5 424.8 492.0
S4 341.3 365.5 475.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 554.2 494.9 59.3 11.7% 5.3 1.0% 23% False False 6
10 554.2 439.1 115.1 22.6% 7.8 1.5% 60% False False 9
20 573.6 439.1 134.5 26.5% 7.5 1.5% 51% False False 6
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 500.5
2.618 499.0
1.618 498.3
1.000 497.8
0.618 497.5
HIGH 497.0
0.618 496.8
0.500 496.5
0.382 496.5
LOW 496.3
0.618 495.8
1.000 495.5
1.618 495.0
2.618 494.0
4.250 492.8
Fisher Pivots for day following 07-Nov-2008
Pivot 1 day 3 day
R1 504.5 511.8
PP 500.5 510.5
S1 496.5 509.5

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.