ICE Russell 2000 Mini Future June 2012


Trading Metrics calculated at close of trading on 17-Apr-2012
Day Change Summary
Previous Current
16-Apr-2012 17-Apr-2012 Change Change % Previous Week
Open 791.5 795.0 3.5 0.4% 799.2
High 801.0 814.7 13.7 1.7% 809.3
Low 787.6 791.5 3.9 0.5% 780.0
Close 795.1 805.9 10.8 1.4% 793.2
Range 13.4 23.2 9.8 73.1% 29.3
ATR 14.4 15.0 0.6 4.4% 0.0
Volume 147,084 132,686 -14,398 -9.8% 746,491
Daily Pivots for day following 17-Apr-2012
Classic Woodie Camarilla DeMark
R4 873.8 863.0 818.8
R3 850.5 839.8 812.3
R2 827.3 827.3 810.3
R1 816.5 816.5 808.0 822.0
PP 804.0 804.0 804.0 806.8
S1 793.3 793.3 803.8 798.8
S2 780.8 780.8 801.8
S3 757.8 770.3 799.5
S4 734.5 747.0 793.3
Weekly Pivots for week ending 13-Apr-2012
Classic Woodie Camarilla DeMark
R4 882.0 867.0 809.3
R3 852.8 837.8 801.3
R2 823.5 823.5 798.5
R1 808.3 808.3 796.0 801.3
PP 794.3 794.3 794.3 790.5
S1 779.0 779.0 790.5 772.0
S2 764.8 764.8 787.8
S3 735.5 749.8 785.3
S4 706.3 720.5 777.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 814.7 783.8 30.9 3.8% 16.3 2.0% 72% True False 140,966
10 839.2 780.0 59.2 7.3% 15.0 1.9% 44% False False 145,118
20 850.6 780.0 70.6 8.8% 14.8 1.8% 37% False False 134,078
40 850.6 780.0 70.6 8.8% 13.8 1.7% 37% False False 98,891
60 850.6 769.2 81.4 10.1% 11.5 1.4% 45% False False 65,935
80 850.6 734.0 116.6 14.5% 9.0 1.1% 62% False False 49,461
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.4
Widest range in 83 trading days
Fibonacci Retracements and Extensions
4.250 913.3
2.618 875.5
1.618 852.3
1.000 838.0
0.618 829.0
HIGH 814.8
0.618 805.8
0.500 803.0
0.382 800.3
LOW 791.5
0.618 777.3
1.000 768.3
1.618 754.0
2.618 730.8
4.250 693.0
Fisher Pivots for day following 17-Apr-2012
Pivot 1 day 3 day
R1 805.0 804.3
PP 804.0 802.8
S1 803.0 801.3

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.