ICE Russell 2000 Mini Future June 2011


Trading Metrics calculated at close of trading on 08-Apr-2011
Day Change Summary
Previous Current
07-Apr-2011 08-Apr-2011 Change Change % Previous Week
Open 851.8 848.2 -3.6 -0.4% 846.0
High 857.0 852.8 -4.2 -0.5% 858.1
Low 845.3 835.2 -10.1 -1.2% 835.2
Close 847.2 838.4 -8.8 -1.0% 838.4
Range 11.7 17.6 5.9 50.4% 22.9
ATR 12.7 13.0 0.4 2.8% 0.0
Volume 138,718 141,984 3,266 2.4% 581,364
Daily Pivots for day following 08-Apr-2011
Classic Woodie Camarilla DeMark
R4 895.0 884.3 848.0
R3 877.3 866.8 843.3
R2 859.8 859.8 841.8
R1 849.0 849.0 840.0 845.5
PP 842.3 842.3 842.3 840.5
S1 831.5 831.5 836.8 828.0
S2 824.5 824.5 835.3
S3 807.0 813.8 833.5
S4 789.3 796.3 828.8
Weekly Pivots for week ending 08-Apr-2011
Classic Woodie Camarilla DeMark
R4 912.5 898.5 851.0
R3 889.8 875.5 844.8
R2 866.8 866.8 842.5
R1 852.5 852.5 840.5 848.3
PP 844.0 844.0 844.0 841.8
S1 829.8 829.8 836.3 825.3
S2 821.0 821.0 834.3
S3 798.0 806.8 832.0
S4 775.3 784.0 825.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 858.1 835.2 22.9 2.7% 11.5 1.4% 14% False True 116,272
10 858.1 815.2 42.9 5.1% 10.8 1.3% 54% False False 107,509
20 858.1 770.2 87.9 10.5% 13.3 1.6% 78% False False 138,956
40 858.1 770.2 87.9 10.5% 13.5 1.6% 78% False False 79,508
60 858.1 764.8 93.3 11.1% 11.8 1.4% 79% False False 53,062
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.9
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 927.5
2.618 899.0
1.618 881.3
1.000 870.5
0.618 863.8
HIGH 852.8
0.618 846.0
0.500 844.0
0.382 842.0
LOW 835.3
0.618 824.3
1.000 817.5
1.618 806.8
2.618 789.0
4.250 760.5
Fisher Pivots for day following 08-Apr-2011
Pivot 1 day 3 day
R1 844.0 846.8
PP 842.3 844.0
S1 840.3 841.3

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.