ICE Russell 2000 Mini Future June 2011


Trading Metrics calculated at close of trading on 10-Mar-2011
Day Change Summary
Previous Current
09-Mar-2011 10-Mar-2011 Change Change % Previous Week
Open 820.8 815.5 -5.3 -0.6% 818.3
High 824.7 815.7 -9.0 -1.1% 828.9
Low 813.0 794.2 -18.8 -2.3% 799.9
Close 815.6 796.3 -19.3 -2.4% 822.8
Range 11.7 21.5 9.8 83.8% 29.0
ATR 13.9 14.5 0.5 3.9% 0.0
Volume 21,351 172,629 151,278 708.5% 1,670
Daily Pivots for day following 10-Mar-2011
Classic Woodie Camarilla DeMark
R4 866.5 853.0 808.0
R3 845.0 831.5 802.3
R2 823.5 823.5 800.3
R1 810.0 810.0 798.3 806.0
PP 802.0 802.0 802.0 800.0
S1 788.5 788.5 794.3 784.5
S2 780.5 780.5 792.3
S3 759.0 767.0 790.5
S4 737.5 745.5 784.5
Weekly Pivots for week ending 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 904.3 892.5 838.8
R3 875.3 863.5 830.8
R2 846.3 846.3 828.0
R1 834.5 834.5 825.5 840.3
PP 817.3 817.3 817.3 820.0
S1 805.5 805.5 820.3 811.3
S2 788.3 788.3 817.5
S3 759.3 776.5 814.8
S4 730.3 747.5 806.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 828.9 794.2 34.7 4.4% 19.3 2.4% 6% False True 40,608
10 828.9 794.2 34.7 4.4% 18.0 2.2% 6% False True 20,468
20 834.1 791.7 42.4 5.3% 13.3 1.7% 11% False False 10,320
40 834.1 764.8 69.3 8.7% 10.5 1.3% 45% False False 5,244
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 2.7
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 907.0
2.618 872.0
1.618 850.5
1.000 837.3
0.618 829.0
HIGH 815.8
0.618 807.5
0.500 805.0
0.382 802.5
LOW 794.3
0.618 781.0
1.000 772.8
1.618 759.5
2.618 738.0
4.250 702.8
Fisher Pivots for day following 10-Mar-2011
Pivot 1 day 3 day
R1 805.0 810.0
PP 802.0 805.5
S1 799.3 800.8

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.