ICE Russell 2000 Mini Future June 2012


Trading Metrics calculated at close of trading on 13-Jan-2012
Day Change Summary
Previous Current
12-Jan-2012 13-Jan-2012 Change Change % Previous Week
Open 768.1 760.1 -8.0 -1.0% 737.9
High 768.1 760.1 -8.0 -1.0% 768.1
Low 758.0 760.1 2.1 0.3% 737.9
Close 764.5 760.1 -4.4 -0.6% 760.1
Range 10.1 0.0 -10.1 -100.0% 30.2
ATR 6.4 6.2 -0.1 -2.2% 0.0
Volume 170 170 0 0.0% 389
Daily Pivots for day following 13-Jan-2012
Classic Woodie Camarilla DeMark
R4 760.0 760.0 760.0
R3 760.0 760.0 760.0
R2 760.0 760.0 760.0
R1 760.0 760.0 760.0 760.0
PP 760.0 760.0 760.0 760.0
S1 760.0 760.0 760.0 760.0
S2 760.0 760.0 760.0
S3 760.0 760.0 760.0
S4 760.0 760.0 760.0
Weekly Pivots for week ending 13-Jan-2012
Classic Woodie Camarilla DeMark
R4 846.0 833.3 776.8
R3 815.8 803.0 768.5
R2 785.5 785.5 765.8
R1 772.8 772.8 762.8 779.3
PP 755.3 755.3 755.3 758.5
S1 742.8 742.8 757.3 749.0
S2 725.3 725.3 754.5
S3 695.0 712.5 751.8
S4 664.8 682.3 743.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 768.1 737.9 30.2 4.0% 3.8 0.5% 74% False False 77
10 768.1 737.9 30.2 4.0% 2.5 0.3% 74% False False 50
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 760.0
2.618 760.0
1.618 760.0
1.000 760.0
0.618 760.0
HIGH 760.0
0.618 760.0
0.500 760.0
0.382 760.0
LOW 760.0
0.618 760.0
1.000 760.0
1.618 760.0
2.618 760.0
4.250 760.0
Fisher Pivots for day following 13-Jan-2012
Pivot 1 day 3 day
R1 760.0 763.0
PP 760.0 762.0
S1 760.0 761.0

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.