ICE Russell 2000 Mini Future September 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 818.7 831.0 12.3 1.5% 830.1
High 818.7 835.4 16.7 2.0% 831.1
Low 818.7 831.0 12.3 1.5% 811.9
Close 818.7 835.8 17.1 2.1% 831.1
Range 0.0 4.4 4.4 19.2
ATR
Volume 0 27 27 142
Daily Pivots for day following 20-Apr-2011
Classic Woodie Camarilla DeMark
R4 847.3 846.0 838.3
R3 842.8 841.5 837.0
R2 838.5 838.5 836.5
R1 837.3 837.3 836.3 837.8
PP 834.0 834.0 834.0 834.5
S1 832.8 832.8 835.5 833.5
S2 829.8 829.8 835.0
S3 825.3 828.3 834.5
S4 820.8 824.0 833.5
Weekly Pivots for week ending 15-Apr-2011
Classic Woodie Camarilla DeMark
R4 882.3 876.0 841.8
R3 863.0 856.8 836.5
R2 844.0 844.0 834.5
R1 837.5 837.5 832.8 840.8
PP 824.8 824.8 824.8 826.3
S1 818.3 818.3 829.3 821.5
S2 805.5 805.5 827.5
S3 786.3 799.0 825.8
S4 767.0 780.0 820.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 835.4 811.0 24.4 2.9% 3.3 0.4% 102% True False 26
10 844.4 811.0 33.4 4.0% 1.5 0.2% 74% False False 17
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 0.1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 854.0
2.618 847.0
1.618 842.5
1.000 839.8
0.618 838.0
HIGH 835.5
0.618 833.8
0.500 833.3
0.382 832.8
LOW 831.0
0.618 828.3
1.000 826.5
1.618 824.0
2.618 819.5
4.250 812.3
Fisher Pivots for day following 20-Apr-2011
Pivot 1 day 3 day
R1 835.0 831.5
PP 834.0 827.5
S1 833.3 823.3

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.