ICE Russell 2000 Mini Future March 2009


Trading Metrics calculated at close of trading on 16-Dec-2008
Day Change Summary
Previous Current
15-Dec-2008 16-Dec-2008 Change Change % Previous Week
Open 469.7 454.2 -15.5 -3.3% 460.1
High 474.2 481.5 7.3 1.5% 490.1
Low 441.8 453.3 11.5 2.6% 425.8
Close 455.2 479.0 23.8 5.2% 470.0
Range 32.4 28.2 -4.2 -13.0% 64.3
ATR 27.3 27.4 0.1 0.2% 0.0
Volume 229,168 211,155 -18,013 -7.9% 256,518
Daily Pivots for day following 16-Dec-2008
Classic Woodie Camarilla DeMark
R4 555.8 545.8 494.5
R3 527.8 517.5 486.8
R2 499.5 499.5 484.3
R1 489.3 489.3 481.5 494.3
PP 471.3 471.3 471.3 473.8
S1 461.0 461.0 476.5 466.3
S2 443.0 443.0 473.8
S3 414.8 432.8 471.3
S4 386.8 404.8 463.5
Weekly Pivots for week ending 12-Dec-2008
Classic Woodie Camarilla DeMark
R4 654.8 626.8 505.3
R3 590.5 562.5 487.8
R2 526.3 526.3 481.8
R1 498.3 498.3 476.0 512.3
PP 462.0 462.0 462.0 469.0
S1 433.8 433.8 464.0 448.0
S2 397.8 397.8 458.3
S3 333.3 369.5 452.3
S4 269.0 305.3 434.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 481.5 425.8 55.7 11.6% 32.0 6.7% 96% True False 138,292
10 490.1 422.2 67.9 14.2% 30.0 6.2% 84% False False 69,733
20 490.1 374.9 115.2 24.1% 21.8 4.5% 90% False False 34,874
40 554.2 374.9 179.3 37.4% 14.3 3.0% 58% False False 17,439
Crabel Price Patterns
NR True
NR4 True
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 6.7
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 601.3
2.618 555.3
1.618 527.3
1.000 509.8
0.618 499.0
HIGH 481.5
0.618 470.8
0.500 467.5
0.382 464.0
LOW 453.3
0.618 435.8
1.000 425.0
1.618 407.8
2.618 379.5
4.250 333.5
Fisher Pivots for day following 16-Dec-2008
Pivot 1 day 3 day
R1 475.3 470.5
PP 471.3 462.0
S1 467.5 453.8

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.