ICE Russell 2000 Mini Future March 2009

Trading Metrics calculated at close of trading on 10-Nov-2008

Day Change Summary
	Previous	Current
	07-Nov-2008	10-Nov-2008	Change	Change %	Previous Week
Open	496.2	489.8	-6.4	-1.3%	532.7
High	497.0	489.8	-7.2	-1.4%	554.2
Low	496.2	489.8	-6.4	-1.3%	494.9
Close	508.3	493.7	-14.6	-2.9%	508.3
Range	0.8	0.0	-0.8	-100.0%	59.3
ATR	20.3	20.2	-0.1	-0.6%	0.0
Volume

Daily Pivots for day following 10-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	491.0	492.5	493.8
R3	491.0	492.5	493.8
R2	491.0	491.0	493.8
R1	492.5	492.5	493.8	491.8
PP	491.0	491.0	491.0	490.8
S1	492.5	492.5	493.8	491.8
S2	491.0	491.0	493.8
S3	491.0	492.5	493.8
S4	491.0	492.5	493.8

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	489.8	64.4	13.0%	5.3	1.1%	6%	False	True	3
10	554.2	444.2	110.0	22.3%	7.8	1.6%	45%	False	False	9
20	573.6	439.1	134.5	27.2%	6.5	1.3%	41%	False	False	5

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.1
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	489.8
2.618	489.8
1.618	489.8
1.000	489.8
0.618	489.8
HIGH	489.8
0.618	489.8
0.500	489.8
0.382	489.8
LOW	489.8
0.618	489.8
1.000	489.8
1.618	489.8
2.618	489.8
4.250	489.8

Fisher Pivots for day following 10-Nov-2008
Pivot	1 day	3 day
R1	492.5	493.5
PP	491.0	493.5
S1	489.8	493.5

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