ICE Russell 2000 Mini Future June 2012


Trading Metrics calculated at close of trading on 09-Mar-2012
Day Change Summary
Previous Current
08-Mar-2012 09-Mar-2012 Change Change % Previous Week
Open 790.7 800.2 9.5 1.2% 796.0
High 803.0 817.8 14.8 1.8% 817.8
Low 789.4 798.3 8.9 1.1% 780.0
Close 801.3 814.4 13.1 1.6% 814.4
Range 13.6 19.5 5.9 43.4% 37.8
ATR 11.3 11.9 0.6 5.2% 0.0
Volume 121,730 148,979 27,249 22.4% 300,178
Daily Pivots for day following 09-Mar-2012
Classic Woodie Camarilla DeMark
R4 868.8 861.0 825.0
R3 849.3 841.5 819.8
R2 829.8 829.8 818.0
R1 822.0 822.0 816.3 825.8
PP 810.3 810.3 810.3 812.0
S1 802.5 802.5 812.5 806.3
S2 790.8 790.8 810.8
S3 771.3 783.0 809.0
S4 751.8 763.5 803.8
Weekly Pivots for week ending 09-Mar-2012
Classic Woodie Camarilla DeMark
R4 917.5 903.8 835.3
R3 879.8 866.0 824.8
R2 841.8 841.8 821.3
R1 828.3 828.3 817.8 835.0
PP 804.0 804.0 804.0 807.5
S1 790.3 790.3 811.0 797.3
S2 766.3 766.3 807.5
S3 728.5 752.5 804.0
S4 690.8 714.8 793.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 817.8 780.0 37.8 4.6% 14.5 1.8% 91% True False 60,035
10 825.0 780.0 45.0 5.5% 15.0 1.8% 76% False False 30,157
20 830.2 780.0 50.2 6.2% 11.8 1.5% 69% False False 15,120
40 830.2 760.1 70.1 8.6% 8.3 1.0% 77% False False 7,572
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 1.2
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 900.8
2.618 868.8
1.618 849.3
1.000 837.3
0.618 829.8
HIGH 817.8
0.618 810.3
0.500 808.0
0.382 805.8
LOW 798.3
0.618 786.3
1.000 778.8
1.618 766.8
2.618 747.3
4.250 715.5
Fisher Pivots for day following 09-Mar-2012
Pivot 1 day 3 day
R1 812.3 810.0
PP 810.3 805.5
S1 808.0 801.0

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.