ICE Russell 2000 Mini Future September 2011


Trading Metrics calculated at close of trading on 29-Jul-2011
Day Change Summary
Previous Current
28-Jul-2011 29-Jul-2011 Change Change % Previous Week
Open 797.6 796.7 -0.9 -0.1% 830.6
High 808.6 800.6 -8.0 -1.0% 836.6
Low 794.3 780.2 -14.1 -1.8% 780.2
Close 797.2 795.5 -1.7 -0.2% 795.5
Range 14.3 20.4 6.1 42.7% 56.4
ATR 15.7 16.1 0.3 2.1% 0.0
Volume 157,181 216,955 59,774 38.0% 818,807
Daily Pivots for day following 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 853.3 844.8 806.8
R3 833.0 824.5 801.0
R2 812.5 812.5 799.3
R1 804.0 804.0 797.3 798.0
PP 792.0 792.0 792.0 789.0
S1 783.5 783.5 793.8 777.8
S2 771.8 771.8 791.8
S3 751.3 763.3 790.0
S4 731.0 742.8 784.3
Weekly Pivots for week ending 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 973.3 940.8 826.5
R3 917.0 884.5 811.0
R2 860.5 860.5 805.8
R1 828.0 828.0 800.8 816.0
PP 804.0 804.0 804.0 798.0
S1 771.5 771.5 790.3 759.8
S2 747.8 747.8 785.3
S3 691.3 715.3 780.0
S4 635.0 658.8 764.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 836.6 780.2 56.4 7.1% 17.3 2.2% 27% False True 163,761
10 843.4 780.2 63.2 7.9% 16.3 2.1% 24% False True 144,607
20 860.0 780.2 79.8 10.0% 16.0 2.0% 19% False True 150,131
40 860.0 768.4 91.6 11.5% 15.5 1.9% 30% False False 143,597
60 860.0 768.4 91.6 11.5% 14.3 1.8% 30% False False 95,805
80 863.0 768.4 94.6 11.9% 11.5 1.4% 29% False False 71,860
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 3.3
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 887.3
2.618 854.0
1.618 833.5
1.000 821.0
0.618 813.3
HIGH 800.5
0.618 792.8
0.500 790.5
0.382 788.0
LOW 780.3
0.618 767.5
1.000 759.8
1.618 747.3
2.618 726.8
4.250 693.5
Fisher Pivots for day following 29-Jul-2011
Pivot 1 day 3 day
R1 793.8 802.0
PP 792.0 799.8
S1 790.5 797.8

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.