ICE Russell 2000 Mini Future December 2011


Trading Metrics calculated at close of trading on 27-Sep-2011
Day Change Summary
Previous Current
26-Sep-2011 27-Sep-2011 Change Change % Previous Week
Open 657.7 660.1 2.4 0.4% 702.0
High 662.7 692.1 29.4 4.4% 708.3
Low 637.5 659.6 22.1 3.5% 628.1
Close 661.9 676.7 14.8 2.2% 648.8
Range 25.2 32.5 7.3 29.0% 80.2
ATR 25.5 26.0 0.5 2.0% 0.0
Volume 192,096 216,459 24,363 12.7% 1,088,613
Daily Pivots for day following 27-Sep-2011
Classic Woodie Camarilla DeMark
R4 773.8 757.8 694.5
R3 741.3 725.3 685.8
R2 708.8 708.8 682.8
R1 692.8 692.8 679.8 700.8
PP 676.3 676.3 676.3 680.0
S1 660.3 660.3 673.8 668.3
S2 643.8 643.8 670.8
S3 611.3 627.8 667.8
S4 578.8 595.3 658.8
Weekly Pivots for week ending 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 902.3 855.8 693.0
R3 822.3 775.5 670.8
R2 742.0 742.0 663.5
R1 695.3 695.3 656.3 678.5
PP 661.8 661.8 661.8 653.3
S1 615.3 615.3 641.5 598.3
S2 581.5 581.5 634.0
S3 501.3 535.0 626.8
S4 421.3 454.8 604.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 692.1 628.1 64.0 9.5% 29.5 4.4% 76% True False 233,153
10 715.9 628.1 87.8 13.0% 25.8 3.8% 55% False False 213,708
20 733.0 628.1 104.9 15.5% 24.5 3.6% 46% False False 156,575
40 790.0 622.6 167.4 24.7% 27.3 4.0% 32% False False 78,355
60 854.2 622.6 231.6 34.2% 19.5 2.9% 23% False False 52,242
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 5.0
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 830.3
2.618 777.3
1.618 744.8
1.000 724.5
0.618 712.3
HIGH 692.0
0.618 679.8
0.500 675.8
0.382 672.0
LOW 659.5
0.618 639.5
1.000 627.0
1.618 607.0
2.618 574.5
4.250 521.5
Fisher Pivots for day following 27-Sep-2011
Pivot 1 day 3 day
R1 676.5 671.3
PP 676.3 665.8
S1 675.8 660.0

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.