ICE Russell 2000 Mini Future March 2012


Trading Metrics calculated at close of trading on 24-Jan-2012
Day Change Summary
Previous Current
23-Jan-2012 24-Jan-2012 Change Change % Previous Week
Open 779.3 780.6 1.3 0.2% 766.7
High 787.9 791.3 3.4 0.4% 784.5
Low 774.9 772.2 -2.7 -0.3% 760.6
Close 781.1 790.3 9.2 1.2% 782.8
Range 13.0 19.1 6.1 46.9% 23.9
ATR 14.4 14.7 0.3 2.3% 0.0
Volume 98,477 115,972 17,495 17.8% 422,829
Daily Pivots for day following 24-Jan-2012
Classic Woodie Camarilla DeMark
R4 842.0 835.3 800.8
R3 822.8 816.0 795.5
R2 803.8 803.8 793.8
R1 797.0 797.0 792.0 800.3
PP 784.5 784.5 784.5 786.3
S1 778.0 778.0 788.5 781.3
S2 765.5 765.5 786.8
S3 746.5 758.8 785.0
S4 727.3 739.8 779.8
Weekly Pivots for week ending 20-Jan-2012
Classic Woodie Camarilla DeMark
R4 847.8 839.3 796.0
R3 823.8 815.3 789.3
R2 799.8 799.8 787.3
R1 791.3 791.3 785.0 795.5
PP 776.0 776.0 776.0 778.0
S1 767.5 767.5 780.5 771.8
S2 752.0 752.0 778.5
S3 728.3 743.5 776.3
S4 704.3 719.8 769.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 791.3 760.8 30.5 3.9% 13.0 1.7% 97% True False 106,186
10 791.3 751.9 39.4 5.0% 12.8 1.6% 97% True False 108,374
20 791.3 731.6 59.7 7.6% 12.5 1.6% 98% True False 97,209
40 791.3 671.6 119.7 15.1% 16.5 2.1% 99% True False 94,338
60 791.3 669.1 122.2 15.5% 14.0 1.8% 99% True False 62,943
80 791.3 599.4 191.9 24.3% 11.5 1.5% 99% True False 47,209
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.8
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 872.5
2.618 841.3
1.618 822.3
1.000 810.5
0.618 803.0
HIGH 791.3
0.618 784.0
0.500 781.8
0.382 779.5
LOW 772.3
0.618 760.5
1.000 753.0
1.618 741.3
2.618 722.3
4.250 691.0
Fisher Pivots for day following 24-Jan-2012
Pivot 1 day 3 day
R1 787.5 787.5
PP 784.5 784.5
S1 781.8 781.8

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.