ICE Russell 2000 Mini Future September 2011


Trading Metrics calculated at close of trading on 21-Jun-2011
Day Change Summary
Previous Current
20-Jun-2011 21-Jun-2011 Change Change % Previous Week
Open 774.8 787.4 12.6 1.6% 775.2
High 788.1 803.7 15.6 2.0% 792.9
Low 770.7 785.3 14.6 1.9% 768.4
Close 786.2 800.5 14.3 1.8% 778.1
Range 17.4 18.4 1.0 5.7% 24.5
ATR 13.8 14.1 0.3 2.4% 0.0
Volume 118,155 161,678 43,523 36.8% 1,107,969
Daily Pivots for day following 21-Jun-2011
Classic Woodie Camarilla DeMark
R4 851.8 844.5 810.5
R3 833.3 826.0 805.5
R2 815.0 815.0 803.8
R1 807.8 807.8 802.3 811.3
PP 796.5 796.5 796.5 798.3
S1 789.3 789.3 798.8 793.0
S2 778.0 778.0 797.3
S3 759.8 771.0 795.5
S4 741.3 752.5 790.5
Weekly Pivots for week ending 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 853.3 840.3 791.5
R3 828.8 815.8 784.8
R2 804.3 804.3 782.5
R1 791.3 791.3 780.3 797.8
PP 779.8 779.8 779.8 783.0
S1 766.8 766.8 775.8 773.3
S2 755.3 755.3 773.5
S3 730.8 742.3 771.3
S4 706.3 717.8 764.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 803.7 768.4 35.3 4.4% 17.0 2.1% 91% True False 184,415
10 803.7 768.4 35.3 4.4% 15.8 2.0% 91% True False 170,047
20 848.7 768.4 80.3 10.0% 14.5 1.8% 40% False False 85,571
40 863.0 768.4 94.6 11.8% 12.0 1.5% 34% False False 42,820
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.1
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 882.0
2.618 851.8
1.618 833.5
1.000 822.0
0.618 815.0
HIGH 803.8
0.618 796.8
0.500 794.5
0.382 792.3
LOW 785.3
0.618 774.0
1.000 767.0
1.618 755.5
2.618 737.3
4.250 707.0
Fisher Pivots for day following 21-Jun-2011
Pivot 1 day 3 day
R1 798.5 796.0
PP 796.5 791.8
S1 794.5 787.3

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.