ICE Russell 2000 Mini Future June 2011


Trading Metrics calculated at close of trading on 27-Apr-2011
Day Change Summary
Previous Current
26-Apr-2011 27-Apr-2011 Change Change % Previous Week
Open 842.6 849.5 6.9 0.8% 832.7
High 856.0 857.7 1.7 0.2% 845.2
Low 838.8 847.8 9.0 1.1% 813.4
Close 847.8 856.4 8.6 1.0% 841.1
Range 17.2 9.9 -7.3 -42.4% 31.8
ATR 13.4 13.1 -0.2 -1.9% 0.0
Volume 114,345 92,362 -21,983 -19.2% 456,621
Daily Pivots for day following 27-Apr-2011
Classic Woodie Camarilla DeMark
R4 883.8 880.0 861.8
R3 873.8 870.0 859.0
R2 863.8 863.8 858.3
R1 860.3 860.3 857.3 862.0
PP 854.0 854.0 854.0 855.0
S1 850.3 850.3 855.5 852.0
S2 844.0 844.0 854.5
S3 834.3 840.3 853.8
S4 824.3 830.5 851.0
Weekly Pivots for week ending 22-Apr-2011
Classic Woodie Camarilla DeMark
R4 928.8 916.8 858.5
R3 896.8 884.8 849.8
R2 865.0 865.0 847.0
R1 853.0 853.0 844.0 859.0
PP 833.3 833.3 833.3 836.3
S1 821.3 821.3 838.3 827.3
S2 801.5 801.5 835.3
S3 769.8 789.5 832.3
S4 737.8 757.8 823.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 857.7 823.8 33.9 4.0% 12.5 1.5% 96% True False 92,064
10 857.7 813.4 44.3 5.2% 13.3 1.5% 97% True False 109,882
20 858.1 813.4 44.7 5.2% 12.0 1.4% 96% False False 111,219
40 858.1 770.2 87.9 10.3% 14.3 1.7% 98% False False 112,759
60 858.1 770.2 87.9 10.3% 12.5 1.5% 98% False False 75,256
80 858.1 764.8 93.3 10.9% 11.3 1.3% 98% False False 56,459
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 3.5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 899.8
2.618 883.5
1.618 873.8
1.000 867.5
0.618 863.8
HIGH 857.8
0.618 854.0
0.500 852.8
0.382 851.5
LOW 847.8
0.618 841.8
1.000 838.0
1.618 831.8
2.618 822.0
4.250 805.8
Fisher Pivots for day following 27-Apr-2011
Pivot 1 day 3 day
R1 855.3 853.3
PP 854.0 850.3
S1 852.8 847.3

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.