ICE Russell 2000 Mini Future March 2011


Trading Metrics calculated at close of trading on 01-Mar-2011
Day Change Summary
Previous Current
28-Feb-2011 01-Mar-2011 Change Change % Previous Week
Open 820.1 824.2 4.1 0.5% 827.8
High 829.8 830.2 0.4 0.0% 830.4
Low 816.0 801.1 -14.9 -1.8% 789.3
Close 822.9 804.6 -18.3 -2.2% 822.3
Range 13.8 29.1 15.3 110.9% 41.1
ATR 14.0 15.1 1.1 7.7% 0.0
Volume 126,851 178,136 51,285 40.4% 497,679
Daily Pivots for day following 01-Mar-2011
Classic Woodie Camarilla DeMark
R4 899.3 881.0 820.5
R3 870.3 852.0 812.5
R2 841.0 841.0 810.0
R1 822.8 822.8 807.3 817.5
PP 812.0 812.0 812.0 809.3
S1 793.8 793.8 802.0 788.3
S2 782.8 782.8 799.3
S3 753.8 764.8 796.5
S4 724.8 735.5 788.5
Weekly Pivots for week ending 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 937.3 921.0 845.0
R3 896.3 879.8 833.5
R2 855.0 855.0 829.8
R1 838.8 838.8 826.0 826.3
PP 814.0 814.0 814.0 807.8
S1 797.5 797.5 818.5 785.3
S2 773.0 773.0 814.8
S3 731.8 756.5 811.0
S4 690.8 715.5 799.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 830.2 789.3 40.9 5.1% 21.8 2.7% 37% True False 160,533
10 837.8 789.3 48.5 6.0% 16.0 2.0% 32% False False 116,528
20 837.8 781.3 56.5 7.0% 13.8 1.7% 41% False False 110,927
40 837.8 767.5 70.3 8.7% 14.3 1.8% 53% False False 116,581
60 837.8 742.2 95.6 11.9% 12.5 1.5% 65% False False 103,366
80 837.8 698.7 139.1 17.3% 11.5 1.4% 76% False False 77,641
100 837.8 682.1 155.7 19.4% 10.8 1.3% 79% False False 62,124
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.6
Widest range in 112 trading days
Fibonacci Retracements and Extensions
4.250 954.0
2.618 906.5
1.618 877.3
1.000 859.3
0.618 848.3
HIGH 830.3
0.618 819.0
0.500 815.8
0.382 812.3
LOW 801.0
0.618 783.0
1.000 772.0
1.618 754.0
2.618 725.0
4.250 677.5
Fisher Pivots for day following 01-Mar-2011
Pivot 1 day 3 day
R1 815.8 815.8
PP 812.0 812.0
S1 808.3 808.3

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.