ICE Russell 2000 Mini Future December 2011


Trading Metrics calculated at close of trading on 17-Oct-2011
Day Change Summary
Previous Current
14-Oct-2011 17-Oct-2011 Change Change % Previous Week
Open 693.7 712.7 19.0 2.7% 661.7
High 711.9 716.8 4.9 0.7% 711.9
Low 690.4 682.3 -8.1 -1.2% 656.3
Close 709.6 686.3 -23.3 -3.3% 709.6
Range 21.5 34.5 13.0 60.5% 55.6
ATR 26.4 26.9 0.6 2.2% 0.0
Volume 142,106 150,862 8,756 6.2% 779,727
Daily Pivots for day following 17-Oct-2011
Classic Woodie Camarilla DeMark
R4 798.8 777.0 705.3
R3 764.3 742.5 695.8
R2 729.8 729.8 692.5
R1 708.0 708.0 689.5 701.5
PP 695.3 695.3 695.3 692.0
S1 673.5 673.5 683.3 667.0
S2 660.8 660.8 680.0
S3 626.3 639.0 676.8
S4 591.8 604.5 667.3
Weekly Pivots for week ending 14-Oct-2011
Classic Woodie Camarilla DeMark
R4 859.5 840.0 740.3
R3 803.8 784.5 725.0
R2 748.3 748.3 719.8
R1 729.0 729.0 714.8 738.5
PP 692.5 692.5 692.5 697.5
S1 673.3 673.3 704.5 683.0
S2 637.0 637.0 699.5
S3 581.5 617.8 694.3
S4 525.8 562.0 679.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 716.8 673.5 43.3 6.3% 23.0 3.3% 30% True False 158,492
10 716.8 597.1 119.7 17.4% 26.5 3.9% 75% True False 184,232
20 716.8 597.1 119.7 17.4% 28.5 4.2% 75% True False 201,689
40 733.0 597.1 135.9 19.8% 26.0 3.8% 66% False False 145,820
60 832.5 597.1 235.4 34.3% 26.0 3.8% 38% False False 97,235
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.2
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 863.5
2.618 807.0
1.618 772.5
1.000 751.3
0.618 738.0
HIGH 716.8
0.618 703.5
0.500 699.5
0.382 695.5
LOW 682.3
0.618 661.0
1.000 647.8
1.618 626.5
2.618 592.0
4.250 535.8
Fisher Pivots for day following 17-Oct-2011
Pivot 1 day 3 day
R1 699.5 699.5
PP 695.3 695.3
S1 690.8 690.8

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.