ICE Russell 2000 Mini Future September 2016


Trading Metrics calculated at close of trading on 29-Jun-2016
Day Change Summary
Previous Current
28-Jun-2016 29-Jun-2016 Change Change % Previous Week
Open 1,082.8 1,105.0 22.2 2.1% 1,145.0
High 1,106.9 1,132.9 26.0 2.3% 1,178.3
Low 1,080.5 1,101.9 21.4 2.0% 1,081.0
Close 1,105.1 1,129.1 24.0 2.2% 1,115.1
Range 26.4 31.0 4.6 17.4% 97.3
ATR 23.2 23.8 0.6 2.4% 0.0
Volume 119,753 97,355 -22,398 -18.7% 524,086
Daily Pivots for day following 29-Jun-2016
Classic Woodie Camarilla DeMark
R4 1,214.3 1,202.8 1,146.3
R3 1,183.3 1,171.8 1,137.5
R2 1,152.3 1,152.3 1,134.8
R1 1,140.8 1,140.8 1,132.0 1,146.5
PP 1,121.3 1,121.3 1,121.3 1,124.3
S1 1,109.8 1,109.8 1,126.3 1,115.5
S2 1,090.3 1,090.3 1,123.5
S3 1,059.3 1,078.8 1,120.5
S4 1,028.3 1,047.8 1,112.0
Weekly Pivots for week ending 24-Jun-2016
Classic Woodie Camarilla DeMark
R4 1,416.8 1,363.3 1,168.5
R3 1,319.5 1,266.0 1,141.8
R2 1,222.0 1,222.0 1,133.0
R1 1,168.5 1,168.5 1,124.0 1,146.8
PP 1,124.8 1,124.8 1,124.8 1,113.8
S1 1,071.3 1,071.3 1,106.3 1,049.5
S2 1,027.5 1,027.5 1,097.3
S3 930.3 974.0 1,088.3
S4 833.0 876.8 1,061.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,178.3 1,076.7 101.6 9.0% 42.0 3.7% 52% False False 126,653
10 1,178.3 1,076.7 101.6 9.0% 29.3 2.6% 52% False False 113,046
20 1,185.1 1,076.7 108.4 9.6% 22.3 2.0% 48% False False 92,554
40 1,185.1 1,076.7 108.4 9.6% 15.3 1.4% 48% False False 46,315
60 1,185.1 1,076.7 108.4 9.6% 12.8 1.1% 48% False False 30,878
80 1,185.1 1,053.7 131.4 11.6% 11.0 1.0% 57% False False 23,160
100 1,185.1 941.4 243.7 21.6% 9.0 0.8% 77% False False 18,528
120 1,185.1 941.4 243.7 21.6% 7.8 0.7% 77% False False 15,440
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.5
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,264.8
2.618 1,214.0
1.618 1,183.0
1.000 1,164.0
0.618 1,152.0
HIGH 1,133.0
0.618 1,121.0
0.500 1,117.5
0.382 1,113.8
LOW 1,102.0
0.618 1,082.8
1.000 1,071.0
1.618 1,051.8
2.618 1,020.8
4.250 970.3
Fisher Pivots for day following 29-Jun-2016
Pivot 1 day 3 day
R1 1,125.3 1,121.0
PP 1,121.3 1,113.0
S1 1,117.5 1,104.8

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.