ICE Russell 2000 Mini Future September 2011


Trading Metrics calculated at close of trading on 24-Jun-2011
Day Change Summary
Previous Current
23-Jun-2011 24-Jun-2011 Change Change % Previous Week
Open 793.0 800.7 7.7 1.0% 774.8
High 801.2 805.4 4.2 0.5% 807.1
Low 779.0 790.7 11.7 1.5% 770.7
Close 799.4 794.3 -5.1 -0.6% 794.3
Range 22.2 14.7 -7.5 -33.8% 36.4
ATR 14.7 14.7 0.0 0.0% 0.0
Volume 221,305 116,051 -105,254 -47.6% 741,593
Daily Pivots for day following 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 841.0 832.3 802.5
R3 826.3 817.5 798.3
R2 811.5 811.5 797.0
R1 803.0 803.0 795.8 799.8
PP 796.8 796.8 796.8 795.3
S1 788.3 788.3 793.0 785.3
S2 782.0 782.0 791.5
S3 767.5 773.5 790.3
S4 752.8 758.8 786.3
Weekly Pivots for week ending 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 900.0 883.5 814.3
R3 863.5 847.0 804.3
R2 827.0 827.0 801.0
R1 810.8 810.8 797.8 819.0
PP 790.8 790.8 790.8 794.8
S1 774.3 774.3 791.0 782.5
S2 754.3 754.3 787.8
S3 718.0 738.0 784.3
S4 681.5 701.5 774.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 807.1 770.7 36.4 4.6% 17.3 2.2% 65% False False 148,318
10 807.1 768.4 38.7 4.9% 16.8 2.1% 67% False False 184,956
20 848.7 768.4 80.3 10.1% 15.0 1.9% 32% False False 108,609
40 863.0 768.4 94.6 11.9% 13.0 1.6% 27% False False 54,363
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 868.0
2.618 844.0
1.618 829.3
1.000 820.0
0.618 814.5
HIGH 805.5
0.618 799.8
0.500 798.0
0.382 796.3
LOW 790.8
0.618 781.5
1.000 776.0
1.618 767.0
2.618 752.3
4.250 728.3
Fisher Pivots for day following 24-Jun-2011
Pivot 1 day 3 day
R1 798.0 794.0
PP 796.8 793.5
S1 795.5 793.0

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.