ICE Russell 2000 Mini Future March 2011


Trading Metrics calculated at close of trading on 17-Nov-2010
Day Change Summary
Previous Current
16-Nov-2010 17-Nov-2010 Change Change % Previous Week
Open 714.2 704.4 -9.8 -1.4% 731.2
High 714.2 705.8 -8.4 -1.2% 735.3
Low 698.7 703.5 4.8 0.7% 716.4
Close 702.5 704.1 1.6 0.2% 715.6
Range 15.5 2.3 -13.2 -85.2% 18.9
ATR 10.1 9.6 -0.5 -4.8% 0.0
Volume 1,234 30 -1,204 -97.6% 1,794
Daily Pivots for day following 17-Nov-2010
Classic Woodie Camarilla DeMark
R4 711.3 710.0 705.3
R3 709.0 707.8 704.8
R2 706.8 706.8 704.5
R1 705.5 705.5 704.3 705.0
PP 704.5 704.5 704.5 704.3
S1 703.3 703.3 704.0 702.8
S2 702.3 702.3 703.8
S3 699.8 700.8 703.5
S4 697.5 698.5 702.8
Weekly Pivots for week ending 12-Nov-2010
Classic Woodie Camarilla DeMark
R4 779.3 766.3 726.0
R3 760.3 747.3 720.8
R2 741.3 741.3 719.0
R1 728.5 728.5 717.3 725.5
PP 722.5 722.5 722.5 721.0
S1 709.5 709.5 713.8 706.5
S2 703.5 703.5 712.3
S3 684.8 690.8 710.5
S4 665.8 671.8 705.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 730.3 698.7 31.6 4.5% 8.3 1.2% 17% False False 268
10 735.3 698.7 36.6 5.2% 8.8 1.2% 15% False False 554
20 735.3 691.9 43.4 6.2% 8.5 1.2% 28% False False 317
40 735.3 643.3 92.0 13.1% 8.0 1.1% 66% False False 170
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.0
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 715.5
2.618 711.8
1.618 709.5
1.000 708.0
0.618 707.3
HIGH 705.8
0.618 705.0
0.500 704.8
0.382 704.5
LOW 703.5
0.618 702.0
1.000 701.3
1.618 699.8
2.618 697.5
4.250 693.8
Fisher Pivots for day following 17-Nov-2010
Pivot 1 day 3 day
R1 704.8 711.3
PP 704.5 708.8
S1 704.3 706.5

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.