ICE Russell 2000 Mini Future December 2011


Trading Metrics calculated at close of trading on 07-Nov-2011
Day Change Summary
Previous Current
04-Nov-2011 07-Nov-2011 Change Change % Previous Week
Open 746.1 747.2 1.1 0.1% 753.5
High 749.6 750.4 0.8 0.1% 758.9
Low 734.1 727.6 -6.5 -0.9% 706.2
Close 744.7 743.5 -1.2 -0.2% 744.7
Range 15.5 22.8 7.3 47.1% 52.7
ATR 26.3 26.1 -0.3 -1.0% 0.0
Volume 141,633 149,146 7,513 5.3% 884,336
Daily Pivots for day following 07-Nov-2011
Classic Woodie Camarilla DeMark
R4 809.0 799.0 756.0
R3 786.0 776.3 749.8
R2 763.3 763.3 747.8
R1 753.5 753.5 745.5 747.0
PP 740.5 740.5 740.5 737.3
S1 730.5 730.5 741.5 724.3
S2 717.8 717.8 739.3
S3 695.0 707.8 737.3
S4 672.0 685.0 731.0
Weekly Pivots for week ending 04-Nov-2011
Classic Woodie Camarilla DeMark
R4 894.8 872.5 773.8
R3 842.0 819.8 759.3
R2 789.3 789.3 754.3
R1 767.0 767.0 749.5 751.8
PP 736.5 736.5 736.5 729.0
S1 714.3 714.3 739.8 699.0
S2 684.0 684.0 735.0
S3 631.3 661.5 730.3
S4 578.5 609.0 715.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 750.8 706.2 44.6 6.0% 24.5 3.3% 84% False False 177,524
10 768.4 703.7 64.7 8.7% 26.0 3.5% 62% False False 176,044
20 768.4 673.5 94.9 12.8% 25.3 3.4% 74% False False 170,789
40 768.4 597.1 171.3 23.0% 26.8 3.6% 85% False False 194,281
60 768.4 597.1 171.3 23.0% 25.3 3.4% 85% False False 140,939
80 836.9 597.1 239.8 32.3% 24.5 3.3% 61% False False 105,719
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 847.3
2.618 810.0
1.618 787.3
1.000 773.3
0.618 764.5
HIGH 750.5
0.618 741.8
0.500 739.0
0.382 736.3
LOW 727.5
0.618 713.5
1.000 704.8
1.618 690.8
2.618 668.0
4.250 630.8
Fisher Pivots for day following 07-Nov-2011
Pivot 1 day 3 day
R1 742.0 740.0
PP 740.5 736.5
S1 739.0 733.0

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.