ICE Russell 2000 Mini Future June 2011


Trading Metrics calculated at close of trading on 20-Jan-2011
Day Change Summary
Previous Current
19-Jan-2011 20-Jan-2011 Change Change % Previous Week
Open 794.4 783.0 -11.4 -1.4% 786.8
High 794.4 783.0 -11.4 -1.4% 802.5
Low 785.0 773.7 -11.3 -1.4% 785.8
Close 783.2 773.1 -10.1 -1.3% 803.3
Range 9.4 9.3 -0.1 -1.1% 16.7
ATR 6.7 6.9 0.2 3.0% 0.0
Volume 331 22 -309 -93.4% 176
Daily Pivots for day following 20-Jan-2011
Classic Woodie Camarilla DeMark
R4 804.5 798.0 778.3
R3 795.3 788.8 775.8
R2 786.0 786.0 774.8
R1 779.5 779.5 774.0 778.0
PP 776.5 776.5 776.5 776.0
S1 770.3 770.3 772.3 768.8
S2 767.3 767.3 771.5
S3 758.0 761.0 770.5
S4 748.8 751.5 768.0
Weekly Pivots for week ending 14-Jan-2011
Classic Woodie Camarilla DeMark
R4 847.3 842.0 812.5
R3 830.5 825.3 808.0
R2 814.0 814.0 806.3
R1 808.5 808.5 804.8 811.3
PP 797.3 797.3 797.3 798.5
S1 792.0 792.0 801.8 794.5
S2 780.5 780.5 800.3
S3 763.8 775.3 798.8
S4 747.0 758.5 794.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 802.5 773.7 28.8 3.7% 5.8 0.7% -2% False True 134
10 802.5 773.3 29.2 3.8% 6.0 0.8% -1% False False 85
20 802.5 773.3 29.2 3.8% 4.8 0.6% -1% False False 76
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 822.5
2.618 807.3
1.618 798.0
1.000 792.3
0.618 788.8
HIGH 783.0
0.618 779.5
0.500 778.3
0.382 777.3
LOW 773.8
0.618 768.0
1.000 764.5
1.618 758.8
2.618 749.3
4.250 734.3
Fisher Pivots for day following 20-Jan-2011
Pivot 1 day 3 day
R1 778.3 785.8
PP 776.5 781.5
S1 774.8 777.3

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.