ICE Russell 2000 Mini Future March 2011


Trading Metrics calculated at close of trading on 24-Jan-2011
Day Change Summary
Previous Current
21-Jan-2011 24-Jan-2011 Change Change % Previous Week
Open 775.1 771.5 -3.6 -0.5% 800.8
High 783.1 780.6 -2.5 -0.3% 809.9
Low 771.0 769.4 -1.6 -0.2% 771.0
Close 771.9 777.2 5.3 0.7% 771.9
Range 12.1 11.2 -0.9 -7.4% 38.9
ATR 12.3 12.2 -0.1 -0.6% 0.0
Volume 112,654 119,639 6,985 6.2% 535,985
Daily Pivots for day following 24-Jan-2011
Classic Woodie Camarilla DeMark
R4 809.3 804.5 783.3
R3 798.3 793.3 780.3
R2 787.0 787.0 779.3
R1 782.0 782.0 778.3 784.5
PP 775.8 775.8 775.8 777.0
S1 770.8 770.8 776.3 773.3
S2 764.5 764.5 775.3
S3 753.3 759.8 774.0
S4 742.3 748.5 771.0
Weekly Pivots for week ending 21-Jan-2011
Classic Woodie Camarilla DeMark
R4 901.0 875.3 793.3
R3 862.0 836.5 782.5
R2 823.3 823.3 779.0
R1 797.5 797.5 775.5 791.0
PP 784.3 784.3 784.3 781.0
S1 758.8 758.8 768.3 752.0
S2 745.3 745.3 764.8
S3 706.5 719.8 761.3
S4 667.5 680.8 750.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 809.9 769.4 40.5 5.2% 15.0 1.9% 19% False True 131,124
10 809.9 769.4 40.5 5.2% 12.8 1.6% 19% False True 113,546
20 809.9 769.4 40.5 5.2% 12.3 1.6% 19% False True 98,276
40 809.9 716.7 93.2 12.0% 11.3 1.5% 65% False False 82,097
60 809.9 693.5 116.4 15.0% 10.5 1.3% 72% False False 54,882
80 809.9 665.7 144.2 18.6% 9.5 1.2% 77% False False 41,164
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 2.8
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 828.3
2.618 810.0
1.618 798.8
1.000 791.8
0.618 787.5
HIGH 780.5
0.618 776.3
0.500 775.0
0.382 773.8
LOW 769.5
0.618 762.5
1.000 758.3
1.618 751.3
2.618 740.0
4.250 721.8
Fisher Pivots for day following 24-Jan-2011
Pivot 1 day 3 day
R1 776.5 778.3
PP 775.8 778.0
S1 775.0 777.5

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.