ICE Russell 2000 Mini Future March 2012


Trading Metrics calculated at close of trading on 07-Oct-2011
Day Change Summary
Previous Current
06-Oct-2011 07-Oct-2011 Change Change % Previous Week
Open 666.3 660.4 -5.9 -0.9% 600.0
High 666.3 662.0 -4.3 -0.6% 666.3
Low 666.3 662.0 -4.3 -0.6% 599.4
Close 666.3 652.3 -14.0 -2.1% 652.3
Range
ATR 14.5 13.8 -0.7 -5.0% 0.0
Volume 12 12 0 0.0% 57
Daily Pivots for day following 07-Oct-2011
Classic Woodie Camarilla DeMark
R4 658.8 655.5 652.3
R3 658.8 655.5 652.3
R2 658.8 658.8 652.3
R1 655.5 655.5 652.3 657.3
PP 658.8 658.8 658.8 659.5
S1 655.5 655.5 652.3 657.3
S2 658.8 658.8 652.3
S3 658.8 655.5 652.3
S4 658.8 655.5 652.3
Weekly Pivots for week ending 07-Oct-2011
Classic Woodie Camarilla DeMark
R4 840.0 813.0 689.0
R3 773.3 746.3 670.8
R2 706.3 706.3 664.5
R1 679.3 679.3 658.5 692.8
PP 639.3 639.3 639.3 646.0
S1 612.3 612.3 646.3 625.8
S2 572.5 572.5 640.0
S3 505.5 545.5 634.0
S4 438.8 478.5 615.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 666.3 599.4 66.9 10.3% 1.3 0.2% 79% False False 11
10 673.2 599.4 73.8 11.3% 1.3 0.2% 72% False False 19
Crabel Price Patterns
NR False
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 False
Stretch -0.2
Fibonacci Retracements and Extensions
4.250 662.0
2.618 662.0
1.618 662.0
1.000 662.0
0.618 662.0
HIGH 662.0
0.618 662.0
0.500 662.0
0.382 662.0
LOW 662.0
0.618 662.0
1.000 662.0
1.618 662.0
2.618 662.0
4.250 662.0
Fisher Pivots for day following 07-Oct-2011
Pivot 1 day 3 day
R1 662.0 655.3
PP 658.8 654.3
S1 655.5 653.3

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.