ICE Russell 2000 Mini Future December 2011


Trading Metrics calculated at close of trading on 09-Aug-2011
Day Change Summary
Previous Current
08-Aug-2011 09-Aug-2011 Change Change % Previous Week
Open 688.5 625.5 -63.0 -9.2% 803.0
High 700.2 694.5 -5.7 -0.8% 803.3
Low 641.0 622.6 -18.4 -2.9% 697.3
Close 642.1 689.8 47.7 7.4% 710.2
Range 59.2 71.9 12.7 21.5% 106.0
ATR 20.3 24.0 3.7 18.1% 0.0
Volume 265 152 -113 -42.6% 348
Daily Pivots for day following 09-Aug-2011
Classic Woodie Camarilla DeMark
R4 884.8 859.3 729.3
R3 812.8 787.3 709.5
R2 740.8 740.8 703.0
R1 715.3 715.3 696.5 728.0
PP 669.0 669.0 669.0 675.3
S1 643.5 643.5 683.3 656.3
S2 597.0 597.0 676.5
S3 525.3 571.5 670.0
S4 453.3 499.8 650.3
Weekly Pivots for week ending 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 1,055.0 988.5 768.5
R3 949.0 882.5 739.3
R2 843.0 843.0 729.8
R1 776.5 776.5 720.0 756.8
PP 737.0 737.0 737.0 727.0
S1 670.5 670.5 700.5 650.8
S2 631.0 631.0 690.8
S3 525.0 564.5 681.0
S4 419.0 458.5 652.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 770.2 622.6 147.6 21.4% 47.0 6.8% 46% False True 133
10 812.2 622.6 189.6 27.5% 33.3 4.8% 35% False True 80
20 836.9 622.6 214.3 31.1% 17.3 2.5% 31% False True 47
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.4
Widest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 1,000.0
2.618 882.8
1.618 810.8
1.000 766.5
0.618 739.0
HIGH 694.5
0.618 667.0
0.500 658.5
0.382 650.0
LOW 622.5
0.618 578.3
1.000 550.8
1.618 506.3
2.618 434.3
4.250 317.0
Fisher Pivots for day following 09-Aug-2011
Pivot 1 day 3 day
R1 679.5 686.3
PP 669.0 682.5
S1 658.5 678.8

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.