ICE Russell 2000 Mini Future June 2011


Trading Metrics calculated at close of trading on 06-Jun-2011
Day Change Summary
Previous Current
03-Jun-2011 06-Jun-2011 Change Change % Previous Week
Open 819.9 809.0 -10.9 -1.3% 838.5
High 820.8 810.0 -10.8 -1.3% 852.0
Low 806.1 794.1 -12.0 -1.5% 806.1
Close 807.6 795.0 -12.6 -1.6% 807.6
Range 14.7 15.9 1.2 8.2% 45.9
ATR 15.9 15.9 0.0 0.0% 0.0
Volume 167,393 158,740 -8,653 -5.2% 679,507
Daily Pivots for day following 06-Jun-2011
Classic Woodie Camarilla DeMark
R4 847.5 837.0 803.8
R3 831.5 821.3 799.3
R2 815.5 815.5 798.0
R1 805.3 805.3 796.5 802.5
PP 799.8 799.8 799.8 798.3
S1 789.5 789.5 793.5 786.5
S2 783.8 783.8 792.0
S3 768.0 773.5 790.8
S4 752.0 757.5 786.3
Weekly Pivots for week ending 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 959.5 929.5 832.8
R3 913.8 883.5 820.3
R2 867.8 867.8 816.0
R1 837.8 837.8 811.8 829.8
PP 822.0 822.0 822.0 818.0
S1 791.8 791.8 803.5 784.0
S2 776.0 776.0 799.3
S3 730.0 746.0 795.0
S4 684.3 700.0 782.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 852.0 794.1 57.9 7.3% 17.3 2.2% 2% False True 167,649
10 852.0 794.1 57.9 7.3% 16.0 2.0% 2% False True 151,466
20 857.7 794.1 63.6 8.0% 16.5 2.1% 1% False True 148,263
40 872.0 794.1 77.9 9.8% 15.5 1.9% 1% False True 135,127
60 872.0 770.2 101.8 12.8% 14.8 1.9% 24% False False 137,284
80 872.0 770.2 101.8 12.8% 14.5 1.8% 24% False False 105,543
100 872.0 764.8 107.2 13.5% 13.0 1.6% 28% False False 84,468
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 2.8
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 877.5
2.618 851.8
1.618 835.8
1.000 826.0
0.618 819.8
HIGH 810.0
0.618 804.0
0.500 802.0
0.382 800.3
LOW 794.0
0.618 784.3
1.000 778.3
1.618 768.3
2.618 752.5
4.250 726.5
Fisher Pivots for day following 06-Jun-2011
Pivot 1 day 3 day
R1 802.0 810.0
PP 799.8 805.0
S1 797.3 800.0

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.