ICE Russell 2000 Mini Future June 2011


Trading Metrics calculated at close of trading on 13-Apr-2011
Day Change Summary
Previous Current
12-Apr-2011 13-Apr-2011 Change Change % Previous Week
Open 830.1 821.3 -8.8 -1.1% 846.0
High 830.1 827.1 -3.0 -0.4% 858.1
Low 818.4 815.8 -2.6 -0.3% 835.2
Close 819.3 820.9 1.6 0.2% 838.4
Range 11.7 11.3 -0.4 -3.4% 22.9
ATR 13.0 12.9 -0.1 -0.9% 0.0
Volume 122,783 137,300 14,517 11.8% 581,364
Daily Pivots for day following 13-Apr-2011
Classic Woodie Camarilla DeMark
R4 855.3 849.3 827.0
R3 843.8 838.0 824.0
R2 832.5 832.5 823.0
R1 826.8 826.8 822.0 824.0
PP 821.3 821.3 821.3 820.0
S1 815.5 815.5 819.8 812.8
S2 810.0 810.0 818.8
S3 798.8 804.3 817.8
S4 787.3 792.8 814.8
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
5 857.0 815.8 41.2 5.0% 13.3 1.6% 12% False True 130,392
10 858.1 815.8 42.3 5.2% 11.0 1.3% 12% False True 116,458
20 858.1 776.0 82.1 10.0% 12.3 1.5% 55% False False 117,728
40 858.1 770.2 87.9 10.7% 14.0 1.7% 58% False False 88,787
60 858.1 764.8 93.3 11.4% 12.0 1.5% 60% False False 59,239
80 858.1 764.8 93.3 11.4% 10.0 1.2% 60% False False 44,448
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 2.8
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 875.0
2.618 856.8
1.618 845.5
1.000 838.5
0.618 834.0
HIGH 827.0
0.618 822.8
0.500 821.5
0.382 820.0
LOW 815.8
0.618 808.8
1.000 804.5
1.618 797.5
2.618 786.3
4.250 767.8
Fisher Pivots for day following 13-Apr-2011
Pivot 1 day 3 day
R1 821.5 829.0
PP 821.3 826.3
S1 821.0 823.8

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.