ICE Russell 2000 Mini Future December 2011


Trading Metrics calculated at close of trading on 10-Aug-2011
Day Change Summary
Previous Current
09-Aug-2011 10-Aug-2011 Change Change % Previous Week
Open 625.5 692.5 67.0 10.7% 803.0
High 694.5 692.5 -2.0 -0.3% 803.3
Low 622.6 659.9 37.3 6.0% 697.3
Close 689.8 657.4 -32.4 -4.7% 710.2
Range 71.9 32.6 -39.3 -54.7% 106.0
ATR 24.0 24.6 0.6 2.6% 0.0
Volume 152 128 -24 -15.8% 348
Daily Pivots for day following 10-Aug-2011
Classic Woodie Camarilla DeMark
R4 767.8 745.3 675.3
R3 735.3 712.5 666.3
R2 702.5 702.5 663.5
R1 680.0 680.0 660.5 675.0
PP 670.0 670.0 670.0 667.5
S1 647.3 647.3 654.5 642.3
S2 637.3 637.3 651.5
S3 604.8 614.8 648.5
S4 572.3 582.3 639.5
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 22.5% 49.5 7.5% 24% False False 141
10 803.8 622.6 181.2 27.6% 34.8 5.3% 19% False False 92
20 836.9 622.6 214.3 32.6% 18.8 2.9% 16% False False 52
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.4
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 831.0
2.618 777.8
1.618 745.3
1.000 725.0
0.618 712.8
HIGH 692.5
0.618 680.0
0.500 676.3
0.382 672.3
LOW 660.0
0.618 639.8
1.000 627.3
1.618 607.3
2.618 574.5
4.250 521.3
Fisher Pivots for day following 10-Aug-2011
Pivot 1 day 3 day
R1 676.3 661.5
PP 670.0 660.0
S1 663.8 658.8

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.