ICE Russell 2000 Mini Future September 2011


Trading Metrics calculated at close of trading on 17-Aug-2011
Day Change Summary
Previous Current
16-Aug-2011 17-Aug-2011 Change Change % Previous Week
Open 713.8 704.0 -9.8 -1.4% 700.0
High 713.8 714.2 0.4 0.1% 707.6
Low 695.3 696.3 1.0 0.1% 623.7
Close 706.0 702.5 -3.5 -0.5% 696.9
Range 18.5 17.9 -0.6 -3.2% 83.9
ATR 30.1 29.2 -0.9 -2.9% 0.0
Volume 208,244 164,944 -43,300 -20.8% 1,862,461
Daily Pivots for day following 17-Aug-2011
Classic Woodie Camarilla DeMark
R4 758.0 748.3 712.3
R3 740.3 730.3 707.5
R2 722.3 722.3 705.8
R1 712.3 712.3 704.3 708.3
PP 704.3 704.3 704.3 702.3
S1 694.5 694.5 700.8 690.5
S2 686.5 686.5 699.3
S3 668.5 676.5 697.5
S4 650.8 658.8 692.8
Weekly Pivots for week ending 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 927.8 896.3 743.0
R3 843.8 812.3 720.0
R2 760.0 760.0 712.3
R1 728.5 728.5 704.5 702.3
PP 676.0 676.0 676.0 663.0
S1 644.5 644.5 689.3 618.3
S2 592.3 592.3 681.5
S3 508.3 560.8 673.8
S4 424.3 476.8 650.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 717.1 648.3 68.8 9.8% 28.3 4.0% 79% False False 208,142
10 773.7 623.7 150.0 21.4% 41.8 5.9% 53% False False 309,021
20 843.4 623.7 219.7 31.3% 30.8 4.4% 36% False False 243,881
40 860.0 623.7 236.3 33.6% 23.0 3.3% 33% False False 196,315
60 860.0 623.7 236.3 33.6% 20.3 2.9% 33% False False 159,401
80 863.0 623.7 239.3 34.1% 17.5 2.5% 33% False False 119,568
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 8.1
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 790.3
2.618 761.0
1.618 743.3
1.000 732.0
0.618 725.3
HIGH 714.3
0.618 707.3
0.500 705.3
0.382 703.3
LOW 696.3
0.618 685.3
1.000 678.5
1.618 667.3
2.618 649.5
4.250 620.3
Fisher Pivots for day following 17-Aug-2011
Pivot 1 day 3 day
R1 705.3 706.3
PP 704.3 705.0
S1 703.5 703.8

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.