ICE Russell 2000 Mini Future June 2011


Trading Metrics calculated at close of trading on 13-May-2011
Day Change Summary
Previous Current
12-May-2011 13-May-2011 Change Change % Previous Week
Open 836.6 846.6 10.0 1.2% 834.3
High 848.7 852.1 3.4 0.4% 857.7
Low 828.8 831.9 3.1 0.4% 828.6
Close 847.1 832.6 -14.5 -1.7% 832.6
Range 19.9 20.2 0.3 1.5% 29.1
ATR 15.5 15.8 0.3 2.2% 0.0
Volume 161,462 142,159 -19,303 -12.0% 697,546
Daily Pivots for day following 13-May-2011
Classic Woodie Camarilla DeMark
R4 899.5 886.3 843.8
R3 879.3 866.0 838.3
R2 859.0 859.0 836.3
R1 845.8 845.8 834.5 842.3
PP 838.8 838.8 838.8 837.0
S1 825.8 825.8 830.8 822.3
S2 818.8 818.8 829.0
S3 798.5 805.5 827.0
S4 778.3 785.3 821.5
Weekly Pivots for week ending 13-May-2011
Classic Woodie Camarilla DeMark
R4 927.0 908.8 848.5
R3 897.8 879.8 840.5
R2 868.8 868.8 838.0
R1 850.8 850.8 835.3 845.3
PP 839.8 839.8 839.8 837.0
S1 821.5 821.5 830.0 816.0
S2 810.5 810.5 827.3
S3 781.5 792.5 824.5
S4 752.3 763.3 816.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 857.7 828.6 29.1 3.5% 18.8 2.3% 14% False False 139,509
10 872.0 823.1 48.9 5.9% 18.3 2.2% 19% False False 147,451
20 872.0 813.4 58.6 7.0% 15.5 1.9% 33% False False 124,771
40 872.0 780.0 92.0 11.0% 14.0 1.7% 57% False False 120,507
60 872.0 770.2 101.8 12.2% 14.8 1.8% 61% False False 102,926
80 872.0 764.8 107.2 12.9% 13.0 1.6% 63% False False 77,231
100 872.0 764.8 107.2 12.9% 11.3 1.4% 63% False False 61,800
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 4.7
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 938.0
2.618 905.0
1.618 884.8
1.000 872.3
0.618 864.5
HIGH 852.0
0.618 844.5
0.500 842.0
0.382 839.5
LOW 832.0
0.618 819.5
1.000 811.8
1.618 799.3
2.618 779.0
4.250 746.0
Fisher Pivots for day following 13-May-2011
Pivot 1 day 3 day
R1 842.0 843.3
PP 838.8 839.8
S1 835.8 836.3

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.