ICE Russell 2000 Mini Future June 2011


Trading Metrics calculated at close of trading on 21-Jan-2011
Day Change Summary
Previous Current
20-Jan-2011 21-Jan-2011 Change Change % Previous Week
Open 783.0 771.6 -11.4 -1.5% 800.9
High 783.0 777.8 -5.2 -0.7% 800.9
Low 773.7 769.0 -4.7 -0.6% 769.0
Close 773.1 769.3 -3.8 -0.5% 769.3
Range 9.3 8.8 -0.5 -5.4% 31.9
ATR 6.9 7.0 0.1 2.0% 0.0
Volume 22 25 3 13.6% 692
Daily Pivots for day following 21-Jan-2011
Classic Woodie Camarilla DeMark
R4 798.5 792.8 774.3
R3 789.8 783.8 771.8
R2 780.8 780.8 771.0
R1 775.0 775.0 770.0 773.5
PP 772.0 772.0 772.0 771.3
S1 766.3 766.3 768.5 764.8
S2 763.3 763.3 767.8
S3 754.5 757.5 767.0
S4 745.8 748.8 764.5
Weekly Pivots for week ending 21-Jan-2011
Classic Woodie Camarilla DeMark
R4 875.5 854.3 786.8
R3 843.5 822.3 778.0
R2 811.8 811.8 775.3
R1 790.5 790.5 772.3 785.0
PP 779.8 779.8 779.8 777.0
S1 758.5 758.5 766.5 753.3
S2 747.8 747.8 763.5
S3 716.0 726.8 760.5
S4 684.0 694.8 751.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 800.9 769.0 31.9 4.1% 6.0 0.8% 1% False True 138
10 802.5 769.0 33.5 4.4% 5.5 0.7% 1% False True 86
20 802.5 769.0 33.5 4.4% 5.0 0.6% 1% False True 77
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 0.4
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 815.3
2.618 800.8
1.618 792.0
1.000 786.5
0.618 783.3
HIGH 777.8
0.618 774.5
0.500 773.5
0.382 772.3
LOW 769.0
0.618 763.5
1.000 760.3
1.618 754.8
2.618 746.0
4.250 731.5
Fisher Pivots for day following 21-Jan-2011
Pivot 1 day 3 day
R1 773.5 781.8
PP 772.0 777.5
S1 770.8 773.5

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.