ICE Russell 2000 Mini Future December 2011


Trading Metrics calculated at close of trading on 14-Nov-2011
Day Change Summary
Previous Current
11-Nov-2011 14-Nov-2011 Change Change % Previous Week
Open 720.6 747.5 26.9 3.7% 747.2
High 744.1 749.5 5.4 0.7% 755.3
Low 719.7 726.1 6.4 0.9% 710.2
Close 742.7 733.8 -8.9 -1.2% 742.7
Range 24.4 23.4 -1.0 -4.1% 45.1
ATR 26.1 25.9 -0.2 -0.7% 0.0
Volume 118,058 129,550 11,492 9.7% 795,351
Daily Pivots for day following 14-Nov-2011
Classic Woodie Camarilla DeMark
R4 806.8 793.8 746.8
R3 783.3 770.3 740.3
R2 759.8 759.8 738.0
R1 746.8 746.8 736.0 741.8
PP 736.5 736.5 736.5 734.0
S1 723.5 723.5 731.8 718.3
S2 713.0 713.0 729.5
S3 689.8 700.0 727.3
S4 666.3 676.8 721.0
Weekly Pivots for week ending 11-Nov-2011
Classic Woodie Camarilla DeMark
R4 871.3 852.3 767.5
R3 826.3 807.0 755.0
R2 781.3 781.3 751.0
R1 762.0 762.0 746.8 749.0
PP 736.0 736.0 736.0 729.5
S1 716.8 716.8 738.5 704.0
S2 691.0 691.0 734.5
S3 645.8 671.8 730.3
S4 600.8 626.8 718.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 755.3 710.2 45.1 6.1% 25.8 3.5% 52% False False 155,151
10 755.3 706.2 49.1 6.7% 25.3 3.4% 56% False False 166,337
20 768.4 675.6 92.8 12.6% 26.0 3.5% 63% False False 169,954
40 768.4 597.1 171.3 23.3% 27.3 3.7% 80% False False 185,821
60 768.4 597.1 171.3 23.3% 26.0 3.5% 80% False False 153,865
80 832.5 597.1 235.4 32.1% 26.0 3.5% 58% False False 115,415
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook True
Stretch 4.1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 849.0
2.618 810.8
1.618 787.3
1.000 773.0
0.618 764.0
HIGH 749.5
0.618 740.5
0.500 737.8
0.382 735.0
LOW 726.0
0.618 711.8
1.000 702.8
1.618 688.3
2.618 664.8
4.250 626.8
Fisher Pivots for day following 14-Nov-2011
Pivot 1 day 3 day
R1 737.8 732.5
PP 736.5 731.3
S1 735.3 729.8

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.