ICE Russell 2000 Mini Future March 2011


Trading Metrics calculated at close of trading on 12-Jan-2011
Day Change Summary
Previous Current
11-Jan-2011 12-Jan-2011 Change Change % Previous Week
Open 789.2 794.1 4.9 0.6% 784.5
High 797.0 801.4 4.4 0.6% 800.3
Low 788.1 793.6 5.5 0.7% 774.0
Close 793.7 800.4 6.7 0.8% 784.7
Range 8.9 7.8 -1.1 -12.4% 26.3
ATR 11.7 11.4 -0.3 -2.4% 0.0
Volume 101,287 82,195 -19,092 -18.8% 608,466
Daily Pivots for day following 12-Jan-2011
Classic Woodie Camarilla DeMark
R4 821.8 819.0 804.8
R3 814.0 811.3 802.5
R2 806.3 806.3 801.8
R1 803.3 803.3 801.0 804.8
PP 798.5 798.5 798.5 799.3
S1 795.5 795.5 799.8 797.0
S2 790.8 790.8 799.0
S3 782.8 787.8 798.3
S4 775.0 780.0 796.0
Weekly Pivots for week ending 07-Jan-2011
Classic Woodie Camarilla DeMark
R4 865.3 851.3 799.3
R3 839.0 825.0 792.0
R2 812.8 812.8 789.5
R1 798.8 798.8 787.0 805.8
PP 786.3 786.3 786.3 789.8
S1 772.3 772.3 782.3 779.3
S2 760.0 760.0 780.0
S3 733.8 746.0 777.5
S4 707.5 719.8 770.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 801.4 774.0 27.4 3.4% 13.0 1.6% 96% True False 112,444
10 801.4 774.0 27.4 3.4% 13.5 1.7% 96% True False 102,878
20 801.4 765.1 36.3 4.5% 10.8 1.3% 97% True False 91,364
40 801.4 703.5 97.9 12.2% 10.3 1.3% 99% True False 61,625
60 801.4 691.9 109.5 13.7% 9.8 1.2% 99% True False 41,188
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 3.1
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 834.5
2.618 821.8
1.618 814.0
1.000 809.3
0.618 806.3
HIGH 801.5
0.618 798.5
0.500 797.5
0.382 796.5
LOW 793.5
0.618 788.8
1.000 785.8
1.618 781.0
2.618 773.3
4.250 760.5
Fisher Pivots for day following 12-Jan-2011
Pivot 1 day 3 day
R1 799.5 796.5
PP 798.5 792.5
S1 797.5 788.8

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.