ICE Russell 2000 Mini Future June 2011


Trading Metrics calculated at close of trading on 20-Apr-2011
Day Change Summary
Previous Current
19-Apr-2011 20-Apr-2011 Change Change % Previous Week
Open 819.7 824.4 4.7 0.6% 841.8
High 826.2 841.9 15.7 1.9% 842.4
Low 815.8 823.8 8.0 1.0% 813.4
Close 821.6 838.7 17.1 2.1% 833.9
Range 10.4 18.1 7.7 74.0% 29.0
ATR 13.3 13.8 0.5 3.8% 0.0
Volume 111,994 114,359 2,365 2.1% 608,647
Daily Pivots for day following 20-Apr-2011
Classic Woodie Camarilla DeMark
R4 889.0 882.0 848.8
R3 871.0 864.0 843.8
R2 853.0 853.0 842.0
R1 845.8 845.8 840.3 849.3
PP 834.8 834.8 834.8 836.5
S1 827.8 827.8 837.0 831.3
S2 816.8 816.8 835.5
S3 798.5 809.5 833.8
S4 780.5 791.5 828.8
Weekly Pivots for week ending 15-Apr-2011
Classic Woodie Camarilla DeMark
R4 917.0 904.5 849.8
R3 888.0 875.5 842.0
R2 859.0 859.0 839.3
R1 846.5 846.5 836.5 838.3
PP 830.0 830.0 830.0 825.8
S1 817.5 817.5 831.3 809.3
S2 801.0 801.0 828.5
S3 772.0 788.5 826.0
S4 743.0 759.5 818.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 841.9 813.4 28.5 3.4% 15.0 1.8% 89% True False 123,112
10 857.0 813.4 43.6 5.2% 14.3 1.7% 58% False False 126,752
20 858.1 806.3 51.8 6.2% 12.3 1.5% 63% False False 116,076
40 858.1 770.2 87.9 10.5% 14.8 1.8% 78% False False 104,145
60 858.1 764.8 93.3 11.1% 12.5 1.5% 79% False False 69,494
80 858.1 764.8 93.3 11.1% 11.0 1.3% 79% False False 52,142
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 True
Bear Hook False
Bull Hook False
Stretch 3.4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 918.8
2.618 889.3
1.618 871.3
1.000 860.0
0.618 853.0
HIGH 842.0
0.618 835.0
0.500 832.8
0.382 830.8
LOW 823.8
0.618 812.5
1.000 805.8
1.618 794.5
2.618 776.5
4.250 747.0
Fisher Pivots for day following 20-Apr-2011
Pivot 1 day 3 day
R1 836.8 835.0
PP 834.8 831.3
S1 832.8 827.8

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.