ICE Russell 2000 Mini Future June 2012


Trading Metrics calculated at close of trading on 09-Apr-2012
Day Change Summary
Previous Current
05-Apr-2012 09-Apr-2012 Change Change % Previous Week
Open 816.5 799.2 -17.3 -2.1% 831.0
High 819.2 804.5 -14.7 -1.8% 839.2
Low 809.4 797.1 -12.3 -1.5% 809.4
Close 813.1 798.9 -14.2 -1.7% 813.1
Range 9.8 7.4 -2.4 -24.5% 29.8
ATR 13.5 13.6 0.2 1.4% 0.0
Volume 109,984 108,383 -1,601 -1.5% 554,876
Daily Pivots for day following 09-Apr-2012
Classic Woodie Camarilla DeMark
R4 822.3 818.0 803.0
R3 815.0 810.8 801.0
R2 807.5 807.5 800.3
R1 803.3 803.3 799.5 801.8
PP 800.3 800.3 800.3 799.5
S1 795.8 795.8 798.3 794.3
S2 792.8 792.8 797.5
S3 785.3 788.5 796.8
S4 778.0 781.0 794.8
Weekly Pivots for week ending 06-Apr-2012
Classic Woodie Camarilla DeMark
R4 910.0 891.3 829.5
R3 880.3 861.5 821.3
R2 850.3 850.3 818.5
R1 831.8 831.8 815.8 826.3
PP 820.5 820.5 820.5 817.8
S1 802.0 802.0 810.3 796.3
S2 790.8 790.8 807.8
S3 761.0 772.3 805.0
S4 731.3 742.3 796.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 839.2 797.1 42.1 5.3% 12.3 1.5% 4% False True 132,651
10 850.6 797.1 53.5 6.7% 14.0 1.7% 3% False True 128,406
20 850.6 797.1 53.5 6.7% 13.5 1.7% 3% False True 136,779
40 850.6 780.0 70.6 8.8% 12.5 1.6% 27% False False 75,949
60 850.6 760.1 90.5 11.3% 10.0 1.2% 43% False False 50,641
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 3.8
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 836.0
2.618 823.8
1.618 816.5
1.000 812.0
0.618 809.0
HIGH 804.5
0.618 801.8
0.500 800.8
0.382 800.0
LOW 797.0
0.618 792.5
1.000 789.8
1.618 785.3
2.618 777.8
4.250 765.8
Fisher Pivots for day following 09-Apr-2012
Pivot 1 day 3 day
R1 800.8 814.0
PP 800.3 809.0
S1 799.5 804.0

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.