ICE Russell 2000 Mini Future September 2011


Trading Metrics calculated at close of trading on 11-May-2011
Day Change Summary
Previous Current
10-May-2011 11-May-2011 Change Change % Previous Week
Open 839.6 852.3 12.7 1.5% 863.0
High 851.5 852.3 0.8 0.1% 863.0
Low 839.6 832.0 -7.6 -0.9% 821.0
Close 850.9 835.9 -15.0 -1.8% 826.8
Range 11.9 20.3 8.4 70.6% 42.0
ATR 8.4 9.3 0.8 10.1% 0.0
Volume 20 29 9 45.0% 629
Daily Pivots for day following 11-May-2011
Classic Woodie Camarilla DeMark
R4 901.0 888.8 847.0
R3 880.8 868.5 841.5
R2 860.3 860.3 839.5
R1 848.3 848.3 837.8 844.0
PP 840.0 840.0 840.0 838.0
S1 827.8 827.8 834.0 823.8
S2 819.8 819.8 832.3
S3 799.5 807.5 830.3
S4 779.3 787.3 824.8
Weekly Pivots for week ending 06-May-2011
Classic Woodie Camarilla DeMark
R4 963.0 936.8 850.0
R3 921.0 894.8 838.3
R2 879.0 879.0 834.5
R1 852.8 852.8 830.8 845.0
PP 837.0 837.0 837.0 833.0
S1 810.8 810.8 823.0 803.0
S2 795.0 795.0 819.0
S3 753.0 768.8 815.3
S4 711.0 726.8 803.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 852.3 821.0 31.3 3.7% 12.3 1.5% 48% True False 116
10 863.0 821.0 42.0 5.0% 8.8 1.1% 35% False False 72
20 863.0 811.0 52.0 6.2% 5.8 0.7% 48% False False 44
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.6
Widest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 938.5
2.618 905.5
1.618 885.3
1.000 872.5
0.618 864.8
HIGH 852.3
0.618 844.5
0.500 842.3
0.382 839.8
LOW 832.0
0.618 819.5
1.000 811.8
1.618 799.3
2.618 778.8
4.250 745.8
Fisher Pivots for day following 11-May-2011
Pivot 1 day 3 day
R1 842.3 839.8
PP 840.0 838.5
S1 838.0 837.3

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.